Scheduling under Uncertainty: Optimizing Against a Randomizing Adversary

Deterministic models for project scheduling and control suffer from the fact that they assume complete information and neglect random influences that occur during project execution. A typical consequence is the underestimation of the expected project duration and cost frequently observed in practice. To cope with these phenomena, we consider scheduling models in which processing times are random but precedence and resource constraints are fixed. Scheduling is done by policies which consist of an online process of decisions that are based on the observed past and the a priori knowledge of the distribution of processing times. We give an informal survey on different classes of policies and show that suitable combinatorial properties of such policies give insight into optimality, computational methods, and their approximation behavior. In particular, we present recent constant-factor approximation algorithms for simple policies in machine scheduling that are based on a suitable polyhedral relaxation of the performance space of policies

Branch-and-Bound Algorithms for Stochastic Resource-Constrained Project Scheduling

We study branch-and-bound algorithms for resource-constrained project scheduling where processing times of jobs are random. The objective is to find a so-called scheduling policy which minimizes the project makespan in expectation. The proposed procedures are based upon four classes of scheduling policies which differ considerably with respect to their computational tractability as well as with respect to the optimum costs that can be achieved within the respective class. The purpose of the paper is twofold. First, we establish results on the trade-off between computational efficiency and solution quality for each of the considered classes of policies and evaluate their practical applicability for scheduling stochastic resource-constrained projects. Second, we develop and apply various ingredients such as dominance rules and lower bounds that turn out to be useful within the computation. In order to comprehensively study these issues we have implemented five different branch-and-bound algorithms and explore their computational behavior on 1440 test instances

Project scheduling under undertainty – survey and research potentials.

The vast majority of the research efforts in project scheduling assume complete information about the scheduling problem to be solved and a static deterministic environment within which the pre-computed baseline schedule will be executed. However, in the real world, project activities are subject to considerable uncertainty, that is gradually resolved during project execution. In this survey we review the fundamental approaches for scheduling under uncertainty: reactive scheduling, stochastic project scheduling, stochastic GERT network scheduling, fuzzy project scheduling, robust (proactive) scheduling and sensitivity analysis. We discuss the potentials of these approaches for scheduling projects under uncertainty.Management; Project management; Robustness; Scheduling; Stability;

Solution and quality robust project scheduling: a methodological framework.

The vast majority of the research efforts in project scheduling over the past several years has concentrated on the development of exact and suboptimal procedures for the generation of a baseline schedule assuming complete information and a deterministic environment. During execution, however, projects may be the subject of considerable uncertainty, which may lead to numerous schedule disruptions. Predictive-reactive scheduling refers to the process where a baseline schedule is developed prior to the start of the project and updated if necessary during project execution. It is the objective of this paper to review possible procedures for the generation of proactive (robust) schedules, which are as well as possible protected against schedule disruptions, and for the deployment of reactive scheduling procedures that may be used to revise or re-optimize the baseline schedule when unexpected events occur. We also offer a methodological framework that should allow project management to identify the proper scheduling methodology for different project scheduling environments. Finally, we survey the basics of Critical Chain scheduling and indicate in which environments it is useful.Framework; Information; Management; Processes; Project management; Project scheduling; Project scheduling under uncertainty; Stability; Robust scheduling; Quality; Scheduling; Stability; Uncertainty;

A classification of predictive-reactive project scheduling procedures.

The vast majority of the project scheduling research efforts over the past several years have concentrated on the development of workable predictive baseline schedules, assuming complete information and a static and deterministic environment. During execution, however, a project may be subject to numerous schedule disruptions. Proactive-reactive project scheduling procedures try to cope with these disruptions through the combination of a proactive scheduling procedure for generating predictive baseline schedules that are hopefully robust in that they incorporate safety time to absorb anticipated disruptions with a reactive procedure that is invoked when a schedule breakage occurs during project execution.proactive-reactive project scheduling; time uncertainty; stability; timely project completion; preselective strategies; resource constraints; trade-off; complexity; stability; management; makespan; networks; subject; job;

Optimal constrained non-renewable resource allocation in PERT networks with discrete activity times

AbstractIn this paper, we develop an approach to optimally allocate a limited nonrenewable resource among the activities of a project, represented by a PERT-Type Network (PTN). The project needs to be completed within some specified due date. The objective is to maximize the probability of project completion on time. The duration of each activity is an arbitrary discrete random variable and also depends on the amount of consumable resource allocated to it. On the basis of the structure of networks, they are categorized as either reducible or irreducible. For each network structure, an analytical algorithm is presented. Through some examples, the algorithms are illustrated

Resource-constrained project scheduling for timely project completion with stochastic activity durations.

We investigate resource-constrained project scheduling with stochastic activity durations. Various objective functions related to timely project completion are examined, as well as the correlation between these objectives. We develop a GRASP-heuristic to produce high-quality solutions, using so-called descriptive sampling. The algorithm outperforms other existing algorithms for expected-makespan minimization. The distribution of the possible makespan realizations for a given scheduling policy is studied, and problem difficulty is explored as a function of problem parameters.GRASP; Project scheduling; Uncertainty;