Including an Industrial Optimization Day

HEC Montréal, May 7 - 9, 2012


HEC Montréal, May 7 — 9, 2012

Schedule Authors My Schedule
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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

    • Patrick Jaillet, presenter, Massachusetts Institute of Technology

    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.