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Incluant une Journée industrielle de l'optimisation
HEC Montréal, 7 - 9 mai 2012
JOPT2012
HEC Montréal, 7 — 9 mai 2012
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TA1 Séance plénière 3 / Plenary Session 3
8 mai 2012 09h00 – 10h00
Salle: Amphithéâtre IBM
Présidée par Michel Gendreau
1 présentation
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09h00 - 10h00
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.