## F.2.2 Nonnumerical Algorithms and Problems (E.2-5, G.2, H.2-3)

The standard computational methods for computing the optimal value functions of Markov Decision Problems (MDP) require the exploration of the entire state space. This is practically infeasible for applications with huge numbers of states as they arise, e.\,g., from modeling the decisions in online optimization problems by MDPs. Exploiting column generation techniques, we propose and apply an LP-based method to determine an $\varepsilon$-approximation of the optimal value function at a given state by inspecting only states in a small neighborhood. In the context of online optimization problems, we use these methods in order to evaluate the quality of concrete policies with respect to given initial states. Moreover, the tools can also be used to obtain evidence of the impact of single decisions. This way, they can be utilized in the design of policies.

In this paper we consider a simple variant of the Online Dial-a-Ride Problem from a probabilistic point of view. To this end, we look at a probabilistic version of this online Dial-a-Ride problem and introduce a probabilistic notion of the competitive ratio which states that an algorithm performs well on the vast majority of the instances. Our main result is that under the assumption of high load a certain online algorithm is probabilistically $(1+o(1))$-competitive if the underlying graph is a tree. This result can be extended to general graphs by using well-known approximation techniques at the expense of a distortion factor~$O(\log\|V\|)$.

This thesis deals with a Dial-a-Ride problem on trees and considers both offline and online versions of this problem. We study the behavior of certain algorithms on random instances, i.e. we do probabilistic analysis. The focus is on results describing the typical behavior of the algorithms, i.e. results holding with (asymptotically) high probability. For the offline version, we present a simplified proof of a result of Coja-Oghlan, Krumke und Nierhoff. The results states that some heuristic using a minimum spanning tree to approximate a Steiner tree gives optimal results with high probability. This explains why this heuristic produces optimal solutions quite often. In the second part, probabilistic online versions of the problem are introduced. We study the online strategies REPLAN and IGNORE. Regarding the IGNORE strategy we can show that it works almost optimal under high load with high probability.