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Apart from the principles and methodologies inherited from Economics and Game Theory, the studies in Algorithmic Mechanism Design typically employ the worst-case analysis and approximation schemes of Theoretical Computer Science. For…

Computer Science and Game Theory · Computer Science 2017-12-15 Jie Zhang

We are concerned with the problem of scheduling $n$ jobs onto $m$ identical machines. Each machine has to be in operation for a prescribed time, and the objective is to minimize the total machine working time. Precisely, let $c_i$ be the…

Data Structures and Algorithms · Computer Science 2025-07-22 Yi-Ting Hsieh , Mong-Jen Kao , Jhong-Yun Liu , Hung-Lung Wang

Planning in Markov decision processes (MDPs) typically optimises the expected cost. However, optimising the expectation does not consider the risk that for any given run of the MDP, the total cost received may be unacceptably high. An…

Artificial Intelligence · Computer Science 2022-03-11 Marc Rigter , Paul Duckworth , Bruno Lacerda , Nick Hawes

Risk sensitive decision making finds important applications in current day use cases. Existing risk measures consider a single or finite collection of random variables, which do not account for the asymptotic behaviour of underlying…

Risk Management · Quantitative Finance 2024-05-24 Shivam Patel , Vivek Borkar

Existing research on single-machine scheduling is largely focused on exact algorithms, which perform well on typical instances but can significantly deteriorate on certain regions of the problem space. In contrast, data-driven approaches…

Machine Learning · Computer Science 2025-10-08 Nikolai Antonov , Prěmysl Šůcha , Mikoláš Janota , Jan Hůla

Robust planning in interactive scenarios requires predicting the uncertain future to make risk-aware decisions. Unfortunately, due to long-tail safety-critical events, the risk is often under-estimated by finite-sampling approximations of…

Machine Learning · Computer Science 2023-01-13 Haruki Nishimura , Jean Mercat , Blake Wulfe , Rowan McAllister , Adrien Gaidon

We study single-machine scheduling of jobs, each belonging to a job type that determines its duration distribution. We start by analyzing the scenario where the type characteristics are known and then move to two learning scenarios where…

Machine Learning · Computer Science 2023-06-02 Nadav Merlis , Hugo Richard , Flore Sentenac , Corentin Odic , Mathieu Molina , Vianney Perchet

We consider single-machine scheduling problems that are natural generalizations or variations of the min-sum set cover problem and the min-sum vertex cover problem. For each of these problems, we give new approximation algorithms. Some of…

Data Structures and Algorithms · Computer Science 2020-01-22 Felix Happach , Andreas S. Schulz

This paper studies a single-machine scheduling problem with a non-renewable resource (NR-SSP) and total weighted completion time criterion. The non-renewable resource is consumed when the machine starts processing a job. We consider the…

Data Structures and Algorithms · Computer Science 2021-05-12 Susumu Hashimoto , Shinji Mizuno

This paper considers a recoverable robust single-machine scheduling problem under polyhedral uncertainty with the objective of minimising the total flow time. In this setting, a decision-maker must determine a first-stage schedule subject…

Optimization and Control · Mathematics 2022-03-08 Matthew Bold , Marc Goerigk

The problem of scheduling non-simultaneously released jobs with due dates on a single machine with the objective to minimize the maximum job lateness is known to be strongly NP-hard. Here we consider an extended model in which the…

Optimization and Control · Mathematics 2023-06-16 Nodari Vakhania , Frank Werner , Alejandro Reynoso

In this paper, we consider the slack due-window assignment model and study a single machine scheduling problem of linear time-dependent deteriorating jobs and a deteriorating maintenance activity. The cost for each job consists of four…

Data Structures and Algorithms · Computer Science 2014-05-06 Bo Cheng , Ling Cheng

Value-at-Risk (VaR) and Conditional Value-at-Risk (CVaR) are two risk measures which are widely used in the practice of risk management. This paper deals with the problem of computing both VaR and CVaR using stochastic approximation (with…

Computational Finance · Quantitative Finance 2010-12-06 Olivier Aj Bardou , Noufel Frikha , G. Pagès

The active-time scheduling problem considers the problem of scheduling preemptible jobs with windows (release times and deadlines) on a parallel machine that can schedule up to $g$ jobs during each timestep. The goal in the active-time…

Data Structures and Algorithms · Computer Science 2022-07-27 Nairen Cao , Jeremy T. Fineman , Shi Li , Julián Mestre , Katina Russell , Seeun William Umboh

Obtaining a viable schedule baseline that meets all project constraints is one of the main issues for project managers. The literature on this topic focuses mainly on methods to obtain schedules that meet resource restrictions and, more…

General Economics · Economics 2024-06-04 Fernando Acebes , David Poza , Jose M Gonzalez-Varona , Javier Pajares , Adolfo Lopez-Paredes

Many sequential decision-making problems that are currently automated, such as those in manufacturing or recommender systems, operate in an environment where there is either little uncertainty, or zero risk of catastrophe. As companies and…

Machine Learning · Computer Science 2023-04-04 Marc Rigter

In this paper we study variational inequalities (VI) defined by the conditional value-at-risk (CVaR) of uncertain functions. We introduce stochastic approximation schemes that employ an empirical estimate of the CVaR at each iteration to…

Optimization and Control · Mathematics 2020-08-28 Jasper Verbree , Ashish Cherukuri

In the current work we introduce a novel estimation of distribution algorithm to tackle a hard combinatorial optimization problem, namely the single-machine scheduling problem, with uncertain delivery times. The majority of the existing…

Data Structures and Algorithms · Computer Science 2013-12-05 Boris Mitavskiy , Jun He

With the growing use of machine learning (ML) models in critical domains such as finance and healthcare, the need to offer recourse for those adversely affected by the decisions of ML models has become more important; individuals ought to…

Machine Learning · Computer Science 2024-04-02 Haochen Wu , Shubham Sharma , Sunandita Patra , Sriram Gopalakrishnan

While almost all existing works which optimally solve just-in-time scheduling problems propose dedicated algorithmic approaches, we propose in this work mixed integer formulations. We consider a single machine scheduling problem that aims…

Data Structures and Algorithms · Computer Science 2021-02-15 Anne-Elisabeth Falq , Pierre Fouilhoux , Safia Kedad-Sidhoum
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