Contact information

Luc Mercier

Brown University

Dept. of Computer Science

115 Waterman St, Box 1910

Cell: +1-401-648-1531

 

Academics

There is a clear potential for productivity gains in integrating the stochastic aspects of problems (e.g., demand uncertainty) and the combinatorial ones (e.g., resource and precedence constraints).

I am developing techniques for tackling such problems. My doctoral work culminated by the invention of Amsaa, an algorithm for online stochastic combinatorial optimization that features anytime decision making and convergence to the optimal decision. Amsaa scales thousands of time better than a multistage stochastic programming approach on a project scheduling problem in the pharmaceutical industry.

Amsaa is potentially applicable to a wide range of online stochastic combinatorial optimization problems, like batch scheduling, revenue management, or online vehicle dispatching.