Manandhar, S., Tarim, A. and Walsh, T. (2003) Scenario-based stochastic constraint programming. In: Proceedings of the 18th International Joint Conference in Artificial Intelligence. IJCAI 03, August 9-15, 2003, Acapulco, Mexico. , pp. 257-262.Full text not available from this repository.
To model combinatorial decision problems involving uncertainty and probability, we extend the stochastic constraint programming framework proposed in [Walsh, 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 (nonstochastic) 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.
|Item Type:||Proceedings Paper|
|Institution:||The University of York|
|Academic Units:||The University of York > Computer Science (York)|
|Depositing User:||York RAE Import|
|Date Deposited:||08 Apr 2009 17:30|
|Last Modified:||08 Apr 2009 17:30|