A Stochastic Approach to Hierarchical Planning and Scheduling

Dempster MAH (1984). A Stochastic Approach to Hierarchical Planning and Scheduling. IIASA Research Report (Reprint). IIASA, Laxenburg, Austria: RR-84-006. Reprinted from Deterministic and Stochastic Scheduling, M.A.H. Dempster et al. (eds), D. Reidel Publishing Co., Dordrecht, Netherlands, pp. 271-296 [1982] [1984].

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Abstract

This paper surveys recent results for stochastic discrete programming models of hierarchical planning problems. Practical problems of this nature typically involve a sequence of decision over time at an increasing level of detail and with increasingly accurate information. These may be modeled by multistage stochastic programs whose lower levels (later stages) are stochastic versions of similar NP-hard deterministic combinatorial optimization problems and hence require the use of approximations and heuristics for near-optimal solution. After a brief survey of distributional assumptions on processing times under which SEPT and LEPT policies remain optimal for m-machine scheduling problems, results are presented for various 2-level scheduling problems in which the first stage concerns the acquisition (or assignment) of machines. For example, heuristics which are asymptotically optimal in expectation as the number of jobs in the system increases are analyzed for problems whose second stages are either identical or uniform m-machine scheduling problems. A 3-level location, distribution and routing model in the plane is also discussed.

Item Type: Monograph (IIASA Research Report (Reprint))
Research Programs: System and Decision Sciences - Core (SDS)
Bibliographic Reference: Reprinted from Deterministic and Stochastic Scheduling; M.A.H. Dempster et al. (eds), D. Reidel Publishing Co., Dordrecht, Netherlands, pp. 271-296 [1982] [1984]
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 01:54
Last Modified: 19 Jul 2016 07:17
URI: http://pure.iiasa.ac.at/2406

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