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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…

计算机科学与博弈论 · 计算机科学 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…

数据结构与算法 · 计算机科学 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…

人工智能 · 计算机科学 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…

风险管理 · 定量金融 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…

机器学习 · 计算机科学 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…

机器学习 · 计算机科学 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…

机器学习 · 计算机科学 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…

数据结构与算法 · 计算机科学 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…

数据结构与算法 · 计算机科学 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…

最优化与控制 · 数学 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…

最优化与控制 · 数学 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…

数据结构与算法 · 计算机科学 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…

计算金融 · 定量金融 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…

数据结构与算法 · 计算机科学 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…

综合经济学 · 经济学 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…

机器学习 · 计算机科学 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…

最优化与控制 · 数学 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…

数据结构与算法 · 计算机科学 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…

机器学习 · 计算机科学 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…

数据结构与算法 · 计算机科学 2021-02-15 Anne-Elisabeth Falq , Pierre Fouilhoux , Safia Kedad-Sidhoum