Online stochastic combinatorial optimization

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MIT Press,
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Online decision making under uncertainty and time constraints represents one of the most challenging problems for robust intelligent agents. In an increasingly dynamic, interconnected, and real-time world, intelligent systems must adapt dynamically to uncertainties, update existing plans to accommodate new requests and events, and produce high-quality decisions under severe time constraints. Such online decision-making applications are becoming increasingly common: ambulance dispatching and emergency city-evacuation routing, for example, are inherently online decision-making problems; other applications include packet scheduling for Internet communications and reservation systems. This book presents a novel framework, online stochastic optimization, to address this challenge. This framework assumes that the distribution of future requests, or an approximation thereof, is available for sampling, as is the case in many applications that make either historical data or predictive models available. It assumes additionally that the distribution of future requests is independent of current decisions, which is also the case in a variety of applications and holds significant computational advantages. The book presents several online stochastic algorithms implementing the framework, provides performance guarantees, and demonstrates a variety of applications. It discusses how to relax some of the assumptions in using historical sampling and machine learning and analyzes different underlying algorithmic problems. And finally, the book discusses the framework's possible limitations and suggests directions for future research.
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Grouped Work ID 60050212-46dd-bf26-c014-eb87be7923f8
Grouping Title online stochastic combinatorial optimization
Grouping Author van hentenryck pascal
Grouping Category book
Last Grouping Update 2017-08-14 05:04:32AM
Last Indexed 2018-07-21 05:06:09AM

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title_display Online stochastic combinatorial optimization
title_full Online stochastic combinatorial optimization [electronic resource] / Pascal Van Hentenryck and Russell Bent
title_short Online stochastic combinatorial optimization