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Online stochastic combinatorial optimization

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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."--Publisher's website.OCLC-licensed vendor bibliographic record.

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Detail Information

Series Title

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Call Number

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Publisher

Cambridge, Mass. : : MIT Press,., 2006

Collation

1 online resource (xiii, 232 pages) :illustrations

Language

English

ISBN/ISSN

9780262257152

Classification

NONE

Content Type

text

Media Type

computer

Carrier Type

online resource

Edition

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Subject(s)

Stochastic processes.
Combinatorial optimization.
Online algorithms.
Operations research.

Specific Detail Info

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Statement of Responsibility

Pascal Van Hentenryck and Russell Bent.

Other Information

Cataloger

Kholif Basri

Source

https://doi.org/10.7551/mitpress/5140.001.0001

Validator

Kholif Basri

Digital Object Identifier (DOI)

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Journal Volume

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Journal Issue

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