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Operations Research, Systems Engineering and Industrial Engineering

Research Collection School Of Computing and Information Systems

Scalability

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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 …