Chance-Constrained Scheduling via Conflict-Directed Risk Allocation

被引:0
|
作者
Wang, Andrew J. [1 ]
Williams, Brian C. [1 ]
机构
[1] MIT, Comp Sci & Artificial Intelligence Lab, Cambridge, MA 02139 USA
关键词
ALGORITHM;
D O I
暂无
中图分类号
TP18 [人工智能理论];
学科分类号
081104 ; 0812 ; 0835 ; 1405 ;
摘要
Temporal uncertainty in large-scale logistics forces one to trade off between lost efficiency through built-in slack and costly replanning when deadlines are missed. Due to the difficulty of reasoning about such likelihoods and consequences, a computational framework is needed to quantify and bound the risk of violating scheduling requirements. This work addresses the chance-constrained scheduling problem, where actions' durations are modeled probabilistically. Our solution method uses conflict-directed risk allocation to efficiently compute a scheduling policy. The key insight, compared to previous work in probabilistic scheduling, is to decouple the reasoning about temporal and risk constraints. This decomposes the problem into a separate master and subproblem, which can be iteratively solved much quicker. Through a set of simulated car-sharing scenarios, it is empirically shown that conflict-directed risk allocation computes solutions nearly an order of magnitude faster than prior art does, which considers all constraints in a single lump-sum optimization.
引用
收藏
页码:3620 / 3627
页数:8
相关论文
共 50 条
  • [1] A conflict-directed approach to chance-constrained mixed logical linear programming 
    Fang, Cheng
    Williams, Brian C.
    ARTIFICIAL INTELLIGENCE, 2023, 323
  • [2] Risk Allocation Strategies for Distributed Chance-Constrained Task Allocation
    Ponda, Sameera S.
    Johnson, Luke B.
    How, Jonathan P.
    2013 AMERICAN CONTROL CONFERENCE (ACC), 2013, : 3230 - 3236
  • [3] Chance-Constrained Optimal Covariance Steering with Iterative Risk Allocation
    Pilipovsky, Joshua
    Tsiotras, Panagiotis
    2021 AMERICAN CONTROL CONFERENCE (ACC), 2021, : 2011 - 2016
  • [4] AN EFFICIENT ALGORITHM FOR A CHANCE-CONSTRAINED SCHEDULING PROBLEM
    KISE, H
    SHIOMI, A
    UNO, M
    CHAO, DS
    JOURNAL OF THE OPERATIONS RESEARCH SOCIETY OF JAPAN, 1982, 25 (02) : 193 - 204
  • [5] Nonlinear chance-constrained problems with applications to hydro scheduling
    Lodi, Andrea
    Malaguti, Enrico
    Nannicini, Giacomo
    Thomopulos, Dimitri
    MATHEMATICAL PROGRAMMING, 2022, 191 (01) : 405 - 444
  • [6] Microgrid optimal scheduling with chance-constrained islanding capability
    Liu, G.
    Starke, M.
    Xiao, B.
    Zhang, X.
    Tomsovic, K.
    ELECTRIC POWER SYSTEMS RESEARCH, 2017, 145 : 197 - 206
  • [7] Nonlinear chance-constrained problems with applications to hydro scheduling
    Andrea Lodi
    Enrico Malaguti
    Giacomo Nannicini
    Dimitri Thomopulos
    Mathematical Programming, 2022, 191 : 405 - 444
  • [8] CHANCE-CONSTRAINED FINANCING AS A RESPONSE TO FINANCIAL RISK
    ATWOOD, JA
    WATTS, MJ
    HELMERS, GA
    AMERICAN JOURNAL OF AGRICULTURAL ECONOMICS, 1988, 70 (01) : 79 - 89
  • [9] An Adjustable Chance-Constrained Approach for Flexible Ramping Capacity Allocation
    Wang, Zhiwen
    Shen, Chen
    Liu, Feng
    Wang, Jianhui
    Wu, Xiangyu
    IEEE TRANSACTIONS ON SUSTAINABLE ENERGY, 2018, 9 (04) : 1798 - 1811
  • [10] Resource Allocation for Femtocell Networks by Using Chance-Constrained Optimization
    Zhang, Yujie
    Wang, Shaowei
    2015 IEEE WIRELESS COMMUNICATIONS AND NETWORKING CONFERENCE (WCNC), 2015, : 1805 - 1810