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Online stochastic optimization under...

Bent, Russell.

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Online stochastic optimization under time constraints.

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Online stochastic optimization under time constraints./
作者:	Bent, Russell.
面頁冊數:	145 p.
附註:	Source: Dissertation Abstracts International, Volume: 66-05, Section: B, page: 2669.
Contained By:	Dissertation Abstracts International66-05B.
標題:	Computer Science. -
電子資源:	http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=3174577
ISBN:	0542126885

Online stochastic optimization under time constraints.
Bent, Russell.

Online stochastic optimization under time constraints. - 145 p.

Source: Dissertation Abstracts International, Volume: 66-05, Section: B, page: 2669.

Thesis (Ph.D.)--Brown University, 2005.

Recent advances in both computational power and communications technologies have created novel opportunities for research in combinatorial optimizations. Many applications in routing, scheduling, and networking raise exciting challenges, in particular in uncertainty. These applications are often online optimization problems, where the input is not known a priori, but characterized by a probabilistic model, and where decisions are made under severe time constraints. This thesis presents an online stochastic optimization framework whose goal is to maximize expected profit. It presents two algorithms, consensus and regret, designed to operate under severe time constraints. Theoretical results show that the framework and algorithms provide strong guarantees on solution quality under reasonable assumptions about the input distribution). Moreover, experimental results on a variety of applications in packet scheduling, vehicle dispatching, and vehicle routing indicate that the approach provides significant improvements in quality of service, even under severe time constraints. The framework is also shown to be robust even when the distribution itself is unknown. Finally, a large neighborhood search that hybridizes constraint programming and local search in novel ways is presented for its success in online vehicle routing problems.

ISBN: 0542126885Subjects--Topical Terms:

626642
Computer Science.

Online stochastic optimization under time constraints.
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