IJCAI 2017
Stochastic Constraint Programming
Abstract
Combinatorial optimisation problems often contain uncertainty that has to be taken into account to pro- duce realistic solutions. One way of describing the uncertainty is using scenarios, where each sce- nario describes different potential sets of problem parameters based on random distributions or his- torical data. While efficient algorithmic techniques exist for specific problem classes such as linear pro- grams, there are very few approaches that can han- dle general Constraint Programming formulations with uncertainty. The goal of my PhD is to develop generic methods for solving stochastic combina- torial optimisation problems formulated in a Con- straint Programming framework.
Authors
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Context
- Venue
- International Joint Conference on Artificial Intelligence
- Archive span
- 1969-2025
- Indexed papers
- 14525
- Paper id
- 1084615688241538004