Online Stochastic Optimization
This project studies how to approach online combinatorial optimization, i.e., optimization problems where the inputs are revealed online. The project is particularly interested in exploring applications where the decision time and the time in between decisions is severely constrained. This project also studies online algorithms under specific distributions, robust optimization, and traditional stochastic optimization.
Typical industrial applications include vehicle routing, ambulance relocation,
Project status: Active
Project Home Page: http://www.cs.brown.edu/people/pvh/stochastic.html
Research Areas
| Combinatorial Optimization |
| Artificial Intelligence |
People
| Pascal Van Hentenryck |
Publications
Anagnostopoulos, A., Kirsch, A., and Upfal, E. Stability and efficiency of a random local load balancing protocol. SIAM Journal on Computing 34 (2005), 616-639. [ pdf ]
Anagnostopoulos, A., Kontoyiannis, I., and Upfal, E. Steady state analysis of balanced-allocation routing. Random Structures & Algorithms 26 (2005), 446-467. [ pdf ]
Bent, R., and Van Hentenryck, P. Online Stochastic Optimization Without Distributions. In Proceedings of the 15th International Conference on Automated Planning and Scheduling (Monterey, CA, Jun 2005), pp. 171-180. [ pdf ]
Bent, R., and Van Hentenryck, P. Online Stochastic and Robust Optimization. In Proceeding of the 9th Asian Computing Science Conference (ASIAN'04) (Chiang Mail University, Thailand, Dec 2004), pp. 286-300. [ pdf ]
Bent, R., and Van Hentenryck, P. Regrets Only! Online Stochastic Optimization under Time Constraints. In Proceedings of the 19th National Conference on Artificial Intelligence (AAAI'04) (San Jose, CA, Jul 2004), pp. 501-506. [ pdf ]
Bent, R., and Van Hentenryck, P. Scenario-Based Planning for Partially Dynamic Vehicle Routing with Stochastic Customers. Operations Research 52, 6 (Nov 2004), 977-987. [ pdf ]
Anagnostopoulos, A., Kontoyiannis, I., and Upfal, E. The advantage of balanced-allocation routing for ATM networks. In Proceedings of the IEEE International Symposium on Information Theory (ISIT-2003) (Jun 2003). [ pdf ]
Anagnostopoulos, A., Kirsch, A., and Upfal, E. Stability and efficiency of a random local load balancing protocol. In Proceedings of the 28th Annual Symposium on Foundations of Computer Science (FOCS) (Nov 2003), pp. 472-481. [ pdf ]
Bent, R., and Van Hentenryck, P. Dynamic Vehicle Routing with Stochastic Requests. In Proceedings of the International Joint Conference on Artificial Intelligence (IJCAI'03) (Acapulco, Mexico, 2003), pp. 1362-1363. [ pdf ]
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