An anytime multistep anticipatory algorithm for online stochastic combinatorial optimization

DOI10.1007/S10479-010-0798-7MaRDI QIDQ545555zbMATH OpenOpenAlexFDO

Authors Luc Mercier, Pascal Van Hentenryck

Publication date 22 June 2011

Published in Annals of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10479-010-0798-7

zbMATH Keywords

stochastic optimizationschedulingendogenous uncertainty

Mathematics Subject Classification ID

Combinatorial optimization (90C27) Stochastic programming (90C15)

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Cites work

• scientific article; zbMATH DE number 2084697 (Why is no real title available?)
• A class of stochastic programs with decision dependent uncertainty
• A sparse sampling algorithm for near-optimal planning in large Markov decision processes
• Gap Reduction Techniques for Online Stochastic Project Scheduling
• Integration of AI and OR Techniques in Constraint Programming for Combinatorial Optimization Problems
• LAO*: A heuristic search algorithm that finds solutions with loops
• Monte Carlo bounding techniques for determinig solution quality in stochastic programs
• On complexity of multistage stochastic programs
• Online scheduling on multiple resources under stochastic conditions
• Scenario-Based Planning for Partially Dynamic Vehicle Routing with Stochastic Customers
• Scenarios for multistage stochastic programs
• Sequential importance sampling algorithms for dynamic stochastic programming

Cited in

(11)

• Embedding evolutionary strategy in ordinal optimization for hard optimization problems
• Gap Reduction Techniques for Online Stochastic Project Scheduling
• Anticipatory optimization for dynamic decision making
• Valuing portfolios of interdependent real options under exogenous and endogenous uncertainties
• Amsaa: A Multistep Anticipatory Algorithm for Online Stochastic Combinatorial Optimization
• A node formulation for multistage stochastic programs with endogenous uncertainty
• Dynamic parcel pick-up routing problem with prioritized customers and constrained capacity via lower-bound-based rollout approach
• Online spatio-temporal matching in stochastic and dynamic domains
• Hybrid metaheuristics for stochastic constraint programming
• Online stochastic optimization under time constraints
• OL-DEC-MDP model for multiagent online scheduling with a time-dependent probability of success

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