Scenario-based stochastic constraint programming

Authors:
Suresh Manandhar;Armagan Tarim;Toby Walsh
Affiliations:
Department of Computer Science, University of York, England;Department of Computer Science, University of York, England;Cork Constraint Computation Centre, University College Cork, Ireland
Venue:
IJCAI'03 Proceedings of the 18th international joint conference on Artificial intelligence
Year:
2003

Citing 5
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Abstract

To model combinatorial decision problems involving uncertainty and probability, we extend the stochastic constraint programming framework proposed in [Walsh, 2002] along a number of important dimensions (e.g. to multiple chance constraints and to a range of new objectives). We also provide a new (but equivalent) semantics based on scenarios. Using this semantics, we can compile stochastic constraint programs down into conventional (nonstochastic) constraint programs. This allows us to exploit the full power of existing constraint solvers. We have implemented this framework for decision making under uncertainty in stochastic OPL, a language which is based on the OPL constraint modelling language [Hentenryck et al., 1999]. To illustrate the potential of this framework, we model a wide range of problems in areas as diverse as finance, agriculture and production.