论文标题
机器学习与预测和优化的交集:理论和应用
The intersection of machine learning with forecasting and optimisation: theory and applications
论文作者
论文摘要
预测和优化是在实践中广泛使用的两个主要操作研究领域。这些方法以多种方式互相增长。但是,这两个领域之间关系的性质尚未得到足够的探索或理解。我们主张集成这两个领域,并探索几个需要预测和优化才能处理不确定性的问题。我们进一步研究了机器学习与预测和优化的交集,以解决现实世界中的问题。最后,我们为那些有兴趣在该领域工作的人提供了几个研究方向。
Forecasting and optimisation are two major fields of operations research that are widely used in practice. These methods have contributed to each other growth in several ways. However, the nature of the relationship between these two fields and integrating them have not been explored or understood enough. We advocate the integration of these two fields and explore several problems that require both forecasting and optimisation to deal with the uncertainties. We further investigate some of the methodologies that lie at the intersection of machine learning with prediction and optimisation to address real-world problems. Finally, we provide several research directions for those interested to work in this domain.