Gap reduction techniques for stochastic optimization using one-step anticipatory algorithm

An apparatus comprising:

• a memory configured to store input data descriptive of a stochastic scheduling optimization problem;
• and
• a processor configured to receive the input data from the memory, to generate at least one solution to the stochastic scheduling optimization problem using a one-step anticipatory algorithm, and to output the generated at least one solution,
• where the one-step anticipatory algorithm is configured to reduce an anticipatory gap of the stochastic scheduling optimization problem, where the anticipatory gap is a measure of stochasticity of the stochastic scheduling optimization problem, where the one-step anticipatory algorithm operates by determining a set of possible decisions for the stochastic scheduling optimization problem, generating a plurality of scenarios and solving the plurality of scenarios to obtain the at least one solution.

A non-transitory program storage device readable by a machine, tangibly embodying a program of instructions executable by the machine for performing operations, said operations comprising:

• receiving input data descriptive of a stochastic scheduling optimization problem;
• generating at least one solution to the stochastic scheduling optimization problem using a one-step anticipatory algorithm, where the one-step anticipatory algorithm is configured to reduce an anticipatory gap of the stochastic scheduling optimization problem, where the anticipatory gap is a measure of stochasticity of the stochastic scheduling optimization problem, where the one-step anticipatory algorithm operates by determining a set of possible decisions for the stochastic scheduling optimization problem, generating a plurality of scenarios and solving the plurality of scenarios to obtain the at least one solution;
• and
• outputting the generated at least one solution.