Search arXiv⌕ Search
Home/Archive/arXiv

arXiv · 2208.13544

The Airport Check-in Counter Allocation Problem: A Survey

T. R. Lalita·G. S. R. Murthy
View original source ↗Read source document ↗Export metadata ↓

Abstract

An important passenger service area that has an impact on passenger satisfaction and airport revenue is the check-in counters. The check-in counter allocation problem consists of allocating adjacent counters to airlines at an airport and scheduling the counters through the day subject to operational constraints. It is a special form of the well-known RCPSP and an NP-hard problem. In addition, the continuous demand for the highest possible number of counters throughout the day by each airline makes it a daily challenge for airport operators. As the counters are a resource, this problem is equivalent to the adjacent resource scheduling problem, making the solutions for this problem extendable to any adjacent resource scheduling problem. Decisions made at the check-in counters affect the movement of passengers in the airport and bad decisions can result in chaos. Since the 1980s several authors have proposed a multitude of models with variations in the optimization criteria, modeling, airport requirements, and airport layouts. This article presents a state-of-art survey on the airport check-in counter allocation problem by focusing on relevant models and algorithms. Relevant literature is discussed based on the type of problem solved, objectives considered and methodology considered. The value of this research is to help airport operators in planning and allocation of check-in counters, increase airport revenue, improve passenger flow within existing constraints, and optimize utilization of the existing infrastructure.

Explore related subjects

math.OC

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

T. R. Lalita, G. S. R. Murthy. 2022-08-29. The Airport Check-in Counter Allocation Problem: A Survey. https://arxiv.org/abs/2208.13544

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

arXiv2026

Dynamic Programming-Compatible Uncertainty Sets in Robust Markov Decision Processes

In this paper, we investigate the compatibility of robust Markov Decision Processes (RMDPs) with dynamic programming under various assumptions on the uncertainty set, i.e., we investigate when one can solve an RMDP by solving a fixed point equation. We show that in all generality, s-rectangular and sa-rectangular uncertainty sets are the only models of uncertainty that are compatible with dynamic programming. Our analysis shows that existing non-rectangular models, including r-rectangularity, are only weakly compatible with dynamic programming, as they require the assumption that rewards do not depend on the next state. In this case, our results imply that one can always construct a rectangular uncertainty set that is equivalent, for both policy evaluation and optimization, to the dynamic programming-compatible non-rectangular model. This highlights a key limitation: dynamic-programming-compatible non-rectangular uncertainty sets, although practically relevant for uncertainty quantification, do not provide a genuinely distinct assessment of policy performance. Interestingly, our proof techniques rely on identifying a novel simultaneous solvability property, which we show is central to several important properties of RMDPs, including the existence of stationary optimal policies and dynamic programming-based formulations. The simultaneous solvability property enables a unified approach to studying all existing models of uncertainty, rectangular and non-rectangular alike.

math.OC↗
arXiv2026

A simple and practical adaptive trust-region method

We present an adaptive trust-region method for unconstrained optimization that allows inexact solutions to the trust-region subproblems. Our method is a simple variant of the classical trust-region method of Ssorensen. The method achieves the best possible convergence bound up to an additive logarithmic term for finding an $ε$-approximate stationary point, i.e., $O( Δ_f L^{1/2} ε^{-3/2}) + \tilde{O}(1)$ iterations, where $L$ is the Lipschitz constant of the Hessian, $Δ_f$ is the optimality gap, and $ε$ is the termination tolerance for the gradient norm. This improves over existing trust-region methods whose worst-case bound is at least a factor of $L$ worse. We compare our performance with state-of-the-art trust-region (TRU) and cubic regularization (ARC) methods from the GALAHAD library on the CUTEst benchmark problems with at least 100 variables. We also compare with the recently developed Universal trust-region (UTR) method, using the same subproblem solver. In terms of shifted geometric mean of wall-clock times our method's is between $1.2\times$ and $2\times$ faster. We report similar improvements for number of function evaluations, factorizations, gradient evaluations and Hessian evaluations. Compared to the conference version of this paper, our revised method includes several practical enhancements. These modifications dramatically improved performance, including almost an order of magnitude reduction in the shifted geometric mean of wall-clock times. We also show that it suffices for the function to be continuously twice-differentiable to guarantee that either the minimum gradient norm converges to zero or the objective value tends towards negative infinity, even when the iterates diverge.

math.OC↗
arXiv2026

Rough Stochastic Pontryagin Maximum Principle and an Indirect Shooting Method

We derive first-order Pontryagin optimality conditions for stochastic optimal control with deterministic controls for systems modeled by rough differential equations (RDE) driven by Gaussian rough paths. This Pontryagin Maximum Principle (PMP) applies to systems following stochastic differential equations (SDE) driven by Brownian motion, yet it does not rely on forward-backward SDEs and involves the same Hamiltonian as the deterministic PMP. The proof consists of first deriving various integrable error bounds for solutions to nonlinear and linear RDEs by leveraging recent results on Gaussian rough paths. The PMP then follows using standard techniques based on needle-like variations. As an application, we propose the first indirect shooting method for nonlinear stochastic optimal control and show that it converges 10x faster than a direct method on a stabilization task.

math.OC↗