Abstract
Stochastic Constraint Programming is an extension of Constraint Programming for modelling and solving combinatorial problems involving uncertainty. A solution to such a problem is a policy tree that specifies decision variable assignments in each scenario. Several solution methods have been proposed but none seems practical for large multi-stage problems. We propose an incomplete approach: specifying a policy tree indirectly by a parameterised function, whose parameter values are found by evolutionary search. On some problems this method is orders of magnitude faster than a state-of-the-art scenario-based approach, and it also provides a very compact representation of policy trees.
B. Hnich is supported by the Scientific and Technological Research Council of Turkey (TUBITAK) under Grant No. SOBAG-108K027. This material is based in part upon works supported by the Science Foundation Ireland under Grant No. 05/IN/I886.
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Prestwich, S., Tarim, S.A., Rossi, R., Hnich, B. (2009). Evolving Parameterised Policies for Stochastic Constraint Programming. In: Gent, I.P. (eds) Principles and Practice of Constraint Programming - CP 2009. CP 2009. Lecture Notes in Computer Science, vol 5732. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-04244-7_53
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