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In scheduling problems, deterministic task durations are often assumed. This usually does not capture reality and may lead to schedules that are not robust to (small) changes to these task lengths. The use of stochastic task durations…

Optimization and Control · Mathematics 2026-05-25 Philip de Bruin , Bram Elderhorst , Marjan van den Akker , Han Hoogeveen

This paper addresses the problem of computing a scheduling policy that minimizes the total expected completion time of a set of $N$ jobs with stochastic processing times on $m$ parallel identical machines. When all processing times follow…

Data Structures and Algorithms · Computer Science 2025-05-07 Antonios Antoniadis , Ruben Hoeksma , Kevin Schewior , Marc Uetz

This paper revisits the well known single machine scheduling problem to minimize total weighted completion times. The twist is that job sizes are stochastic from unknown distributions, and the scheduler has access to only a single sample…

Data Structures and Algorithms · Computer Science 2023-08-23 Puck te Rietmole , Marc Uetz

When optimizing problems with uncertain parameter values in a linear objective, decision-focused learning enables end-to-end learning of these values. We are interested in a stochastic scheduling problem, in which processing times are…

Machine Learning · Computer Science 2024-08-16 Kim van den Houten , David M. J. Tax , Esteban Freydell , Mathijs de Weerdt

This contribution examines optimization problems that involve stochastic dominance constraints. These problems have uncountably many constraints. We develop methods to solve the optimization problem by reducing the constraints to a finite…

Optimization and Control · Mathematics 2025-02-27 Rajmadan Lakshmanan , Alois Pichler , Miloš Kopa

Most classical scheduling formulations assume a fixed and known duration for each activity. In this paper, we weaken this assumption, requiring instead that each duration can be represented by an independent random variable with a known…

Artificial Intelligence · Computer Science 2011-10-13 J. C. Beck , N. Wilson

We consider a distributed computing network consisting of a master and multiple workers processing tasks of different types. The master is running multiple applications. Each application stochastically generates real-time jobs with a strict…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-01-31 Yu-Pin Hsu , Yu-Chih Huang , Shin-Lin Shieh

We study the problem of scheduling delay-sensitive jobs over spot and on-demand cloud instances to minimize average cost while meeting an average delay constraint. Jobs arrive as a general stochastic process, and incur different costs based…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-01-21 Neelkamal Bhuyan , Randeep Bhatia , Murali Kodialam , TV Lakshman

Stochastic optimization problems often involve data distributions that change in reaction to the decision variables. This is the case for example when members of the population respond to a deployed classifier by manipulating their features…

Optimization and Control · Mathematics 2020-12-15 Dmitriy Drusvyatskiy , Lin Xiao

In this work, we consider a scheduling problem faced by production companies with large electricity consumption. Due to the contract with the electric utility, the production companies are obligated to comply with the total energy…

Data Structures and Algorithms · Computer Science 2018-02-14 István Módos , Přemysl Šůcha , Zdeněk Hanzálek

We propose combined allocation, assignment, sequencing, and scheduling problems under uncertainty involving multiple operation rooms (ORs), anesthesiologists, and surgeries, as well as methodologies for solving such problems. Specifically,…

Optimization and Control · Mathematics 2024-01-15 Man Yiu Tsang , Karmel S. Shehadeh , Frank E. Curtis , Beth Hochman , Tricia E. Brentjens

This paper presents a method to approximately solve stochastic optimal control problems in which the cost function and the system dynamics are polynomial. For stochastic systems with polynomial dynamics, the moments of the state can be…

Optimization and Control · Mathematics 2017-02-24 Andrew Lamperski , Khem Raj Ghusinga , Abhyudai Singh

We consider a natural generalization of classical scheduling problems in which using a time unit for processing a job causes some time-dependent cost which must be paid in addition to the standard scheduling cost. We study the scheduling…

Data Structures and Algorithms · Computer Science 2018-12-03 Lin Chen , Nicole Megow , Roman Rischke , Leen Stougie , José Verschae

We consider the problem of online scheduling on a single machine in order to minimize weighted flow time. The existing algorithms for this problem (STOC '01, SODA '03, FOCS '18) all require exact knowledge of the processing time of each…

Data Structures and Algorithms · Computer Science 2021-03-10 Yossi Azar , Stefano Leonardi , Noam Touitou

A widely used heuristic for solving stochastic optimization problems is to use a deterministic rolling horizon procedure, which has been modified to handle uncertainty (e.g. buffer stocks, schedule slack). This approach has been criticized…

Optimization and Control · Mathematics 2017-03-16 Raymond T. Perkins , Warren B. Powell

This paper considers a stochastic production planning problem with regime switching. There are two regimes corresponding to different economic cycles. A factory is planning its production so as to minimize production costs. We analyze this…

Optimization and Control · Mathematics 2021-01-26 Elena Cristina Canepa , Dragos-Patru Covei , Traian A. Pirvu

In this paper, we propose a stochastic scheduling strategy for estimating the states of N discrete-time linear time invariant (DTLTI) dynamic systems, where only one system can be observed by the sensor at each time instant due to practical…

Optimization and Control · Mathematics 2015-06-23 Chong Li , Nicola Elia

We study a single-server scheduling problem for the objective of minimizing the expected cumulative holding cost incurred by jobs, where parameters defining stochastic job holding costs are unknown to the scheduler. We consider a general…

Machine Learning · Computer Science 2022-09-22 Dabeen Lee , Milan Vojnovic

This paper considers the scheduling of stochastic jobs on parallel identical machines to minimize the expected total weighted completion time. While this is a classical problem with a significant body of research on approximation algorithms…

Data Structures and Algorithms · Computer Science 2026-01-27 Benjamin Moseley , Kirk Pruhs , Marc Uetz , Rudy Zhou

This paper considers a distributed stochastic optimization problem where the goal is to minimize the time average of a cost function subject to a set of constraints on the time averages of a related stochastic processes called penalties. We…

Information Theory · Computer Science 2016-10-06 B. N. Bharath , Vaishali P
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