Online Stochastic Combinatorial Optimization

Pascal Van Hentenryck is Professor in the Department of Computer Science at Brown University. He is the author or editor of several MIT Press books.Russell Bent is a Ph.D. graduate of Brown University, where he worked on online optimization. He recently joined the technical staff of Los Alamos National Laboratories.

出版者:Mit Pr

作者:Hentenryck, Pascal Van/ Bent, Russell

页数:236

出版时间:2006-10

价格:$ 39.55

装帧:HRD

isbn号码:9780262220804

图书标签:随机过程计算机科学组合优化在线算法

This title offers a framework for online decision making under uncertainty and time constraints, with online stochastic algorithms for implementing the framework, performance guarantees, and demonstrations of a variety of applications. 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 hight-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.