Performance of LLMs on Stochastic Modeling Operations Research Problems: From Theory to Practice

Fuente: arXiv
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Main Authors: Kumar, Akshit, Peng, Tianyi, Wu, Yuhang, Zeevi, Assaf
Format: Preprint
Published: 2025
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author Kumar, Akshit
Peng, Tianyi
Wu, Yuhang
Zeevi, Assaf
author_facet Kumar, Akshit
Peng, Tianyi
Wu, Yuhang
Zeevi, Assaf
contents Large language models (LLMs) have exhibited expert-level capabilities across various domains. However, their abilities to solve problems in Operations Research (OR) -- the analysis and optimization of mathematical models derived from real-world problems or their verbal descriptions -- remain underexplored. In this work, we take a first step toward evaluating LLMs' abilities to solve stochastic modeling problems, a core class of OR problems characterized by uncertainty and typically involving tools from probability, statistics, and stochastic processes. We manually procure a representative set of graduate-level homework and doctoral qualification-exam problems and test LLMs' abilities to solve them. We further leverage SimOpt, an open-source library of simulation-optimization problems and solvers, to investigate LLMs' abilities to make real-world decisions under uncertainty. Our results show that, though a nontrivial amount of work is still needed to reliably automate the stochastic modeling pipeline in reality, state-of-the-art LLMs demonstrate proficiency on par with human experts in both classroom and practical settings. These findings highlight the potential of building AI agents that assist OR researchers and amplify the real-world impact of OR through automation.
format Preprint
id arxiv_https___arxiv_org_abs_2506_23924
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Performance of LLMs on Stochastic Modeling Operations Research Problems: From Theory to Practice
Kumar, Akshit
Peng, Tianyi
Wu, Yuhang
Zeevi, Assaf
Artificial Intelligence
Large language models (LLMs) have exhibited expert-level capabilities across various domains. However, their abilities to solve problems in Operations Research (OR) -- the analysis and optimization of mathematical models derived from real-world problems or their verbal descriptions -- remain underexplored. In this work, we take a first step toward evaluating LLMs' abilities to solve stochastic modeling problems, a core class of OR problems characterized by uncertainty and typically involving tools from probability, statistics, and stochastic processes. We manually procure a representative set of graduate-level homework and doctoral qualification-exam problems and test LLMs' abilities to solve them. We further leverage SimOpt, an open-source library of simulation-optimization problems and solvers, to investigate LLMs' abilities to make real-world decisions under uncertainty. Our results show that, though a nontrivial amount of work is still needed to reliably automate the stochastic modeling pipeline in reality, state-of-the-art LLMs demonstrate proficiency on par with human experts in both classroom and practical settings. These findings highlight the potential of building AI agents that assist OR researchers and amplify the real-world impact of OR through automation.
title Performance of LLMs on Stochastic Modeling Operations Research Problems: From Theory to Practice
topic Artificial Intelligence
url https://arxiv.org/abs/2506.23924