Stochastic Optimization for Real Time Service Capacity Allocation under Random Service Demand - Naver Labs Europe
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The problem of repeated allocation of limited renewable service resources to distributed service centers is considered here. The objective is to assure a given Quality of Service expressed through percentage of demand which is satis?ed during a speci?ed time period. Resource requirements are not fully known at the time when a decision about the service resource distribution is taken.
The problem is approximated by a succession of stochastic optimization problems solved at the time of resource allocation. Solutions of these problems are derived by applying duality theory. We pay a special attention to the interplay between performance and risk by introducing the concept of a risk budget. Results of numerical experiments con?rm the e¢ ciency of the approach.

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