2009 Fiscal Year Final Research Report
Studies on Online Optimization Problems with the Concept of Utility Function
| Project/Area Number |
19700015
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| Research Category |
Grant-in-Aid for Young Scientists (B)
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| Allocation Type | Single-year Grants |
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| Research Field |
Fundamental theory of informatics
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| Research Institution | Toyohashi University of Technology (2008-2009)
Kwansei Gakuin University (2007) |
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Principal Investigator |
FUJIWARA Hiroshi Toyohashi University of Technology, 工学部, 助教 (80434893)
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| Project Period (FY) |
2007 – 2009
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| Keywords | アルゴリズム理論 / オンライン最適化 / 数理工学 / 金融工学 / オペレーションズ・リサーチ |
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| Research Abstract |
This research studies online optimization problems with the concept of utility function. In the field of microeconomics they define a utility function as combination of quantities even with different dimensions. As measure of performance of algorithms, however, such a method has not been applied. We give reformulations of online problems by taking into account constraints as the objective and setting the expectation of measures as the objective. The main results are summarized as follows : For One-Way Trading we show that the optimal strategy totally differs significantly depending on what utility function is applied. For Scheduling of Online and Offline Jobs we propose a practical and robust scheduling algorithm through this framework.
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