Scenario-based Stochastic Constraint Programming

dc.creatorManandhar, Suresh
dc.creatorTarim, Armagan
dc.creatorWalsh, Toby
dc.date2009-05-22
dc.date.accessioned2026-07-07T13:17:45Z
dc.date.available2026-07-07T13:17:45Z
dc.descriptionTo 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.
dc.descriptionProceedings of the Eighteenth International Joint Conference on Artificial Intelligence (IJCAI-03)
dc.identifierhttps://arxiv.org/abs/0905.3763
dc.identifierhttp://arxiv.org/abs/0905.3763
dc.identifierIJCAI 2003: 257-262
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/231215
dc.subjectArtificial Intelligence
dc.subjectI.2.4
dc.titleScenario-based Stochastic Constraint Programming
dc.typetext

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