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The problem of scheduling unrelated machines has been studied since the inception of algorithmic mechanism design \cite{NR99}. It is a resource allocation problem that entails assigning $m$ tasks to $n$ machines for execution. Machines are…

Computer Science and Game Theory · Computer Science 2022-04-21 Yansong Gao , Jie Zhang

We consider a two-stage robust facility location problem on a metric under an uncertain demand. The decision-maker needs to decide on the (integral) units of supply for each facility in the first stage to satisfy an uncertain second-stage…

Optimization and Control · Mathematics 2020-11-11 Omar El Housni , Vineet Goyal , David Shmoys

This paper studies the complexity of single-machine scheduling with an external resource, which is rented for a non-interrupted period. Jobs that need this external resource are executed only when the external resource is available. There…

Data Structures and Algorithms · Computer Science 2020-09-14 Dirk Briskorn , Morteza Davari , Jannik Matuschke

In order to protect the environment and address fossil fuel scarcity, renewable energy is increasingly used for power generation. However, due to the uncertainties it brings to electricity production, deterministic optimization is no longer…

Optimization and Control · Mathematics 2022-12-13 Shuhan Lyu

We consider a non-stationary variant of a sequential stochastic optimization problem, in which the underlying cost functions may change along the horizon. We propose a measure, termed variation budget, that controls the extent of said…

Probability · Mathematics 2019-06-07 O. Besbes , Y. Gur , A. Zeevi

Edge computing has emerged as a key technology to reduce network traffic, improve user experience, and enable various Internet of Things applications. From the perspective of a service provider (SP), how to jointly optimize the service…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-12-01 Duong Tung Nguyen , Hieu Trung Nguyen , Ni Trieu , Vijay K. Bhargava

Constrained reinforcement learning is to maximize the expected reward subject to constraints on utilities/costs. However, the training environment may not be the same as the test one, due to, e.g., modeling error, adversarial attack,…

Machine Learning · Computer Science 2022-09-16 Yue Wang , Fei Miao , Shaofeng Zou

Many academic disciplines - including information systems, computer science, and operations management - face scheduling problems as important decision making tasks. Since many scheduling problems are NP-hard in the strong sense, there is a…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-05-26 Gerhard Rauchecker , Guido Schryen

We study a routing and appointment scheduling problem with uncertain service and travel times arising from home service practice. Specifically, given a set of customers within a service region that an operator needs to serve, we seek to…

Optimization and Control · Mathematics 2021-11-23 Man Yiu , Tsang , Karmel S. Shehadeh

We consider robust shortest path problems, where the aim is to find a path that optimizes the worst-case performance over an uncertainty set containing all relevant scenarios for arc costs. The usual approach for such problems is to assume…

Optimization and Control · Mathematics 2018-02-13 André Chassein , Trivikram Dokka , Marc Goerigk

Natural disasters or attacks may disrupt infrastructure networks on a vast scale. Parts of the damaged network are interdependent, making it difficult to plan and optimally execute the recovery operations. To study how interdependencies…

Optimization and Control · Mathematics 2012-07-13 Alexander Gutfraind , Milan Bradonjić , Tim Novikoff

The robust multi-product pricing problem is to determine the prices of a collection of products so as to maximize the worst-case revenue, where the worst case is taken over an uncertainty set of demand models that the firm expects could be…

Optimization and Control · Mathematics 2025-02-17 Xinyi Guan , Velibor V. Mišić

This paper considers the problem of assigning multiple mobile robots to goals on transport networks with uncertain information about travel times. Our aim is to produce optimal assignments, such that the average waiting time at destinations…

Robotics · Computer Science 2019-04-23 Amanda Prorok

In this work, we consider two-stage quadratic optimization problems under ellipsoidal uncertainty. In the first stage, one needs to decide upon the values of a subset of optimization variables (control variables). In the second stage, the…

Optimization and Control · Mathematics 2023-01-05 Olga Kuryatnikova , Bissan Ghaddar , Daniel K. Molzahn

We study a scheduling problem arising in demand response management in smart grid. Consumers send in power requests with a flexible feasible time interval during which their requests can be served. The grid controller, upon receiving power…

Data Structures and Algorithms · Computer Science 2017-08-07 Fu-Hong Liu , Hsiang-Hsuan Liu , Prudence W. H. Wong

We extend Robust Optimization to fractional programming, where both the objective and the constraints contain uncertain parameters. Earlier work did not consider uncertainty in both the objective and the constraints, or did not use Robust…

Optimization and Control · Mathematics 2015-08-21 Bram L. Gorissen

This paper is concerned with personalized pricing models aimed at maximizing the expected revenues or profits for a single item. While it is essential for personalized pricing to predict the purchase probabilities for each consumer, these…

Optimization and Control · Mathematics 2024-07-23 Shunnosuke Ikeda , Naoki Nishimura , Noriyoshi Sukegawa , Yuichi Takano

This work studies the design of safe control policies for large-scale non-linear systems operating in uncertain environments. In such a case, the robust control framework is a principled approach to safety that aims to maximize the…

Systems and Control · Computer Science 2019-03-04 Edouard Leurent , Yann Blanco , Denis Efimov , Odalric-Ambrym Maillard

In industrial resource allocation problems, an initial planning stage may solve a nominal problem instance and a subsequent recovery stage may intervene to repair inefficiencies and infeasibilities due to uncertainty, e.g.\ machine failures…

Optimization and Control · Mathematics 2020-08-31 Dimitrios Letsios , Miten Mistry , Ruth Misener

This paper addresses the scheduling problem of minimizing the total weighted tardiness on a single machine with step-deteriorating jobs. With the assumption of deterioration, the job processing times are modeled by step functions of job…

Optimization and Control · Mathematics 2014-11-04 Peng Guo , Wenming Cheng , Yi Wang