Some Stochastic Optimization Problems

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Abstract:

We study a variety of stochastic optimization models related to assignment problems, scheduling models, queueing loss models, bandit problems, and others. We have obtained optimal policies in many cases, good heuristic ones in others, and have presented ways to analyze properties of these policies. In most cases, we have considered both static and dynamic policies. We have also analyzed stochastic systems related to queueing models with setup times, win probabilities in random knockout tournaments, and have obtained a new variation of the friendship paradox that your friends tend to have more friends than you do. In addition, we have made contributions to stochastic model theory by showing how to improve Poisson approximation bounds when applied to the probability that at least one of a set of events occurs. In all cases, we have presented a variety of possible applications of our model.

Author(s):
Ross, Sheldon
Author Organization(s):
University of Southern California Los Angeles United States
Descriptive Note:
Technical Report,01 Apr 2014,30 Mar 2017
Supplementary Note:
01 Jan 0001, 01 Jan 0001, ARO Report 2017 July Sep.
Pagination:
0017

Security Markings

DOCUMENT & CONTEXTUAL SUMMARY

Distribution:
Approved For Public Release
Distribution Statement:
Approved For Public Release;

RECORD

Collection: TR
Identifying Numbers
Report Number(s):
ARO-65391-MA.12
Contract/Grant Number(s):
W911NF-14-1-0166
Monitor Series:
ARO-65391-MA.12
 Subject Terms
Joint Capability Areas:
JCA_6.4.1_Secure Information Exchange; JCA_6_Net Centric; JCA_5_Command and Control; JCA_6.4_Information Assurance; JCA_5.2.2_Develop Knowledge and Situational Awareness; JCA_5.2_Understand; JCA_1_Force Support; JCA_1.3_Human Capital Management; JCA_5.3_Planning; JCA_1.3.2_Personnel Management; JCA_6.1_Information Transport; JCA_4.6_Engineering; JCA_1.2_Force Preparation; JCA_1.4.1_Force Health Protection; JCA_1.4_Force Support; JCA_8_Building Partnerships
Communities of Interest:
Human Systems
Descriptor(s):
scheduling (production), stochastic processes, computational modeling, operations research, optimization
Field(s)/Group(s):
Statistics and Probability, Operations Research, Statistics and Probability, Operations Research
Keyword(s):
bounding Poisson approximation errors, friendship paradox, random knockout tournaments, bandit problem, stochastic optimization models
Report Date:
2017 May 09
Creation Date:
2018 Aug 20