Including an Industrial Optimization Day
HEC Montréal, May 7 - 9, 2012
JOPT2012
HEC Montréal, 7 — 9 May 2012
TA1 Séance plénière 3 / Plenary Session 3
May 8, 2012 09:00 AM – 10:00 AM
Location: Amphithéâtre IBM
Chaired by Michel Gendreau
1 Presentation
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09:00 AM - 10:00 AM
Data Driven Online Resource Allocation Problems
In this talk we are interested in a general class of data driven online resource allocation problems exhibiting a combination of (i) incomplete and uncertain input streams revealed over time, (ii) time-sensitive objectives, and (iii) computational constraints for making online decisions. After discussing some contexts and applications for this class of problems (sponsored search auctions and online auctions; on-demand video/movie requests; yield management; kidney exchanges) we will discuss in details various methodological and algorithmic results we have obtained on some basic canonical problems from this class: online bipartite matching problems, online matroidal secretary problems, and online linear programming. Research funded in part by NSF, ONR, and AFOSR.