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Operations Research, Systems Engineering and Industrial Engineering Commons

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Series

Computer Sciences

Singapore Management University

2016

Budget control

Articles 1 - 2 of 2

Full-Text Articles in Operations Research, Systems Engineering and Industrial Engineering

Simultaneous Optimization And Sampling Of Agent Trajectories Over A Network, Hala Mostafa, Akshat Kumar, Hoong Chuin Lau May 2016

Simultaneous Optimization And Sampling Of Agent Trajectories Over A Network, Hala Mostafa, Akshat Kumar, Hoong Chuin Lau

Research Collection School Of Computing and Information Systems

We study the problem of optimizing the trajectories of agents moving over a network given their preferences over which nodes to visit subject to operational constraints on the network. In our running example, a theme park manager optimizes which attractions to include in a day-pass to maximize the pass’s appeal to visitors while keeping operational costs within budget. The first challenge in this combinatorial optimization problem is that it involves quantities (expected visit frequencies of each attraction) that cannot be expressed analytically, for which we use the Sample Average Approximation. The second challenge is that while sampling is typically done …


Shortest Path Based Decision Making Using Probabilistic Inference, Akshat Kumar Feb 2016

Shortest Path Based Decision Making Using Probabilistic Inference, Akshat Kumar

Research Collection School Of Computing and Information Systems

We present a new perspective on the classical shortest path routing (SPR) problem in graphs. We show that the SPR problem can be recast to that of probabilistic inference in a mixture of simple Bayesian networks. Maximizing the likelihood in this mixture becomes equivalent to solving the SPR problem. We develop the well known Expectation-Maximization (EM) algorithm for the SPR problem that maximizes the likelihood, and show that it does not get stuck in a locally optimal solution. Using the same probabilistic framework, we then address an NP-Hard network design problem where the goal is to repair a network of …