{"type":"ScholarlyArticle","title":"Methods for off-line/on-line optimization under uncertainty","authors":[{"name":"Allegra De Filippo","slug":"allegra-de-filippo","given":"Allegra","family":"De Filippo","affiliation":"Department of Computer Science and Engineering , University of Bologna"},{"name":"Michele Lombardi","slug":"michele-lombardi","given":"Michele","family":"Lombardi","affiliation":"Department of Computer Science and Engineering , University of Bologna"},{"name":"Michela Milano","slug":"michela-milano","given":"Michela","family":"Milano","affiliation":"Department of Computer Science and Engineering , University of Bologna"}],"abstract":"In this work we present two general techniques to deal with multi-stage optimization problems under uncertainty, featuring off-line and on-line decisions. The methods are applicable when: 1) the uncertainty is exogenous; 2) there exists a heuristic for the on-line phase that can be modeled as a parametric convex optimization problem. The first technique replaces the on-line heuristics with an anticipatory solver, obtained through a systematic procedure. The second technique consists in making the off-line solver aware of the on-line heuristic, and capable of controlling its parameters so as to steer its behavior. We instantiate our approaches on two case studies: an energy management system with uncertain renewable generation and load demand, and a vehicle routing problem with uncertain travel times. We show how both techniques achieve high solution quality w.r.t. an oracle operating under perfect information, by obtaining different trade-offs in terms of computation time.","doi":"10.24963/ijcai.2018/177","url":"https://ijcai.org/proceedings/2018/177","pdf":"https://ijcai.org/proceedings/2018/0177.pdf","markdown":"https://ijcai.org/proceedings/2018/177.md","bibtex":"https://ijcai.org/proceedings/2018/bibtex/177","volume":{"slug":"2018","title":"Proceedings of the Twenty-Seventh International Joint Conference on Artificial Intelligence","short_title":"IJCAI 2018","url":"https://ijcai.org/proceedings/2018/","year":2018,"location":"Stockholm","dates":"13-19 July 2018","editors":"Jérôme Lang","isbn":"978-0-9992411-2-7","publisher":"International Joint Conferences on Artificial Intelligence Organization","doi_prefix":"10.24963/ijcai.2018"},"section":"Constraints and SAT","track":"Main track","number":177,"pages":{"first":1270,"last":1276},"keywords":["Heuristic Search and Game Playing: Combinatorial Search and Optimisation","Uncertainty in AI: Uncertainty in AI","Constraints and SAT: Constraint Optimisation"],"videos":[],"references":[{"position":1,"raw":"[Awasthi and Sandholm, 2009] Pranjal Awasthi and Tuomas Sandholm. 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