Papers › Learning From Scenarios for Stochastic Repairable Scheduling

Learning From Scenarios for Stochastic Repairable Scheduling

6 Dec 2023arXiv:2312.03492archive 2025-07-28

Kim van den Houten, David M. J. Tax, Esteban Freydell, Mathijs de Weerdt

When optimizing problems with uncertain parameter values in a linear objective, decision-focused learning enables end-to-end learning of these values. We are interested in a stochastic scheduling problem, in which processing times are uncertain, which brings uncertain values in the constraints, and thus repair of an initial schedule may be needed. Historical realizations of the stochastic processing times are available. We show how existing decision-focused learning techniques based on stochastic smoothing can be adapted to this scheduling problem. We include an extensive experimental evaluation to investigate in which situations decision-focused learning outperforms the state of the art for such situations: scenario-based stochastic optimization.

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