Joint chance constrained probabilistic simple temporal networks via column generation

Murray, Andrew and Cashmore, Michael and Arulselvan, Ashwin and Frank, Jeremy; (2022) Joint chance constrained probabilistic simple temporal networks via column generation. In: 15th International Symposium on Combinatorial Search. Association for the Advancement of Artificial Intelligence, California, USA, pp. 305-307. ISBN 1577358732

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Abstract

Probabilistic Simple Temporal Networks (PSTN) are used to represent scheduling problems under uncertainty. In a temporal network that is Strongly Controllable (SC) there exists a concrete schedule that is robust to any uncertainty. We solve the problem of determining Chance Constrained PSTN SC as a Joint Chance Constrained optimisation problem via column generation, lifting the usual assumptions of independence and Boole’s inequality typically leveraged in PSTN literature. Our approach offers on average a 10 times reduction in cost versus previous methods.