A data stream management system, DSMS, comprising: a data receiving module arranged to receive an input data stream from each of a plurality of data stream sources, and respective location information associated with sets of one or more of the data stream sources; a continuous query execution module operable to execute a continuous query against data items received via the input data streams to generate at least one output data stream for output to a client of the DSMS; a load shedding module operable to execute a load shedding process when the DSMS is overloaded with data from the input data streams, so as to discard some of the data items as received by the DSMS or that have been partially processed by the DSMS; and a learning module (113; 113') operable to determine, when the DSMS is not overloaded and for the location information associated with each of the sets of one or more data stream sources, a respective utility value indicating a utility to the client of the DSMS of data from the set of one or more data stream sources, by processing a feedback signal that is based on the at least one output data stream, the learning module (113; 113') being arranged to store the location information in association with the corresponding data utility value, wherein the load shedding module is configured to control the load shedding process by using location information received by the data receiving module when the DSMS is overloaded, together with the location information and data utility values stored by the learning module (113; 113'), to identify one or more input data streams whose data items are to be discarded. a data receiving module arranged to receive an input data stream from each of a plurality of data stream sources, and respective location information associated with sets of one or more of the data stream sources; a continuous query execution module operable to execute a continuous query against data items received via the input data streams to generate at least one output data stream for output to a client of the DSMS; a load shedding module operable to execute a load shedding process when the DSMS is overloaded with data from the input data streams, so as to discard some of the data items as received by the DSMS or that have been partially processed by the DSMS; and a learning module (113; 113') operable to determine, when the DSMS is not overloaded and for the location information associated with each of the sets of one or more data stream sources, a respective utility value indicating a utility to the client of the DSMS of data from the set of one or more data stream sources, by processing a feedback signal that is based on the at least one output data stream, the learning module (113; 113') being arranged to store the location information in association with the corresponding data utility value, wherein the load shedding module is configured to control the load shedding process by using location information received by the data receiving module when the DSMS is overloaded, together with the location information and data utility values stored by the learning module (113; 113'), to identify one or more input data streams whose data items are to be discarded.