Management at University College Cork, Ireland
STOCHASTIC CONSTRAINT PROGRAMMING FOR MINIMISING RISK
Stochastic Programming is a subfield of Operations Research that can
solve multi-stage decision problems. Constraint Programming is a
younger subfield of Artificial Intelligence aimed at deterministic
(non-stochastic) problems, with a rich modelling language and a large
family of powerful solution algorithms. Stochastic Constraint
Programming (SCP) is a recent hybrid of the two frameworks, designed
to compactly model and efficiently solve problems involving both
constraints and uncertainty. However, SCP requires further
development in order to be a useful real-world tool, as most current
solution algorithms do not scale up to large applications.
This project will develop SCP for risk management. It is part of a
project jointly funded by the Irish Research Council for Science and
Engineering Technology (IRCSET) and IBM. Three different strands will
work alongside IBM in carrying out new research to make users better
informed about risk, through a wide variety of mathematical and AI
instruments. Its overarching objective is to bring together
complementary approaches to risk assessment and delivery.
Principal Investigator: Dr S. Prestwich (s.prestwich@cs.ucc.ie)
Candidates should have a recent Ph.D. in Computer Science or
Operations Research, with strong programming skills and experience in
constraint programming and/or stochastic optimization.
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