Scenario-based stochastic constraint programming


Manandhar S., TARIM Ş. A., Walsh T.

18th International Joint Conference on Artificial Intelligence, IJCAI 2003, Acapulco, Meksika, 9 - 15 Ağustos 2003, ss.257-262 identifier

  • Yayın Türü: Bildiri / Tam Metin Bildiri
  • Basıldığı Şehir: Acapulco
  • Basıldığı Ülke: Meksika
  • Sayfa Sayıları: ss.257-262
  • Hacettepe Üniversitesi Adresli: Evet

Özet

To model combinatorial decision problems involving uncertainty and probability, we extend the stochastic constraint programming framework proposed in iWalsh, 2002] along a number of important dimensions (e.g. to multiple chance constraints and to a range of new objectives). We also provide a new (but equivalent) semantics based on scenarios. Using this semantics, we can compile stochastic constraint programs down into conventional (non-stochastic) constraint programs. This allows us to exploit the full power of existing constraint solvers. We have implemented this framework for decision making under uncertainty in stochastic OPL, a language which is based on the OPL constraint modelling language [Hentenryck et al., 1999]. To illustrate the potential of this framework, we model a wide range of problems in areas as diverse as finance, agriculture and production.