This paper considers online stochastic reservation problems, where requests come online and must be dynamically allocated to limited resources in order to maximize profit. Multi-k...
Pascal Van Hentenryck, Russell Bent, Yannis Vergad...
Anticipatory algorithms for online stochastic optimization have been shown very effective in a variety of areas, including logistics, reservation systems, and scheduling. For such ...
The one-step anticipatory algorithm (1s-AA) is an online algorithm making decisions under uncertainty by ignoring future non-anticipativity constraints. It makes near-optimal decis...
It is well known that stochastic control systems can be viewed as Markov decision processes (MDPs) with continuous state spaces. In this paper, we propose to apply the policy iter...
Abstract— We consider the problem of providing QoS guarantees to Grid users through advance reservation of resources. Advance reservation mechanisms provide the ability to alloca...
Claris Castillo, George N. Rouskas, Khaled Harfous...