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Traditionally, research on routing and wavelength assignment over wavelength-routed WDM networks is concerned with immediate reservation (IR) demands. An IR demand typically does not specify a holding time for data transmission and the start time of the data transmission is assumed to be immediate (i.e. when the connection request arrives). The concept of advance reservation (AR) has recently been gaining attention for optical networks. An AR demand typically specifies information about the start of the data transmission or a deadline, as well as the holding time of the transmission. AR has several important applications for both wide-area networks and Grid networks. For example, AR can be used for adjusting virtual topologies to adapt to predictable peak hour traffic usage. It can be used to provide high-bandwidth services such as video conferencing and in Grid applications requiring the scheduled distribution of large files and for co-allocation of network and grid resources. AR can also be beneficial to the network by allowing the network operator to better plan resource usage and therefore increase utilization. Knowledge of the holding time can lead to more optimal decisions for resource allocation. This translates to better quality of service for users. In this paper we provide a comprehensive survey of the past and current work on advance reservation for optical networks. There have been many variations of the advance reservation concept proposed, so we will also provide a broad classification. In addition to the survey, we will discuss what we believe are important areas of future work and open challenges for advance reservation on optical networks.