Browsing by Author "Prestwich, Steven"

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Citation - WoS: 25
Citation - Scopus: 32
A Global Chance-Constraint for Stochastic Inventory Systems Under Service Level Constraints
(Springer, 2008) Rossi, Roberto; Tarim, S. Armagan; Hnich, Brahim; Prestwich, Steven
We consider a class of production/inventory control problems that has a single product and a single stocking location, for which a stochastic demand with a known non-stationary probability distribution is given. Under the widely-known replenishment cycle policy the problem of computing policy parameters under service level constraints has been modeled using various techniques. Tarim and Kingsman introduced a modeling strategy that constitutes the state-of-the-art approach for solving this problem. In this paper we identify two sources of approximation in Tarim and Kingsman's model and we propose an exact stochastic constraint programming approach. We build our approach on a novel concept, global chance-constraints, which we introduce in this paper. Solutions provided by our exact approach are employed to analyze the accuracy of the model developed by Tarim and Kingsman.
Citation - WoS: 11
Citation - Scopus: 12
A Survey on Cp-Ai Hybrids for Decision Making Under Uncertainty
(Springer, 2011) Hnich, Brahim; Rossi, Roberto; Tarim, S. Armagan; Prestwich, Steven
In this survey, we focus on problems of decision making under uncertainty. First, we clarify the meaning of the word uncertainty and we describe the general structure of problems that fall into this class. Second, we provide a list of problems from the Constraint Programming, Artificial Intelligence, and Operations Research literatures in which uncertainty plays a role. Third, we survey existing modeling frameworks that provide facilities for handling uncertainty. A number of general purpose and specialized hybrid solution methods are surveyed, which deal with the problems in the list provided. These approaches are categorized into three main classes: stochastic reasoning-based, reformulation-based, and sample-based. Finally, we provide a classification for other related approaches and frameworks in the literature.