A dynamic programming approach to planning with decision networks

Ph.D.J. Gordon Davi

Resource allocation in multi-class dynamic PERT networks with finite capacity

In this paper, the resource allocation problem in multi-class dynamic PERT networks with finite capacity of concurrent projects (COnstant Number of Projects In Process (CONPIP)) is studied. The dynamic PERT network is modeled as a queuing network, where new projects from different classes (types) are generated according to independent Poisson processes with different rates over the time horizon. Each activity of a project is performed at a devoted service station with one server located in a node of the network, whereas activity durations for different classes in each service station are independent and exponentially distributed random variables with different service rates. Indeed, the projects from different classes may be different in their precedence networks and also the durations of the activities. For modeling the multi-class dynamic PERT . networks with CONPIP, we first consider every class separately and convert the queueing network of every class into a proper stochastic network. Then, by constructing a proper finite-state continuous-time Markov model, a system of differential equations is created to compute the project completion time distribution for any particular project. The problem is formulated as a multi-objective model with three objectives to optimally control the resources allocated to the service stations. Finally, we develop a simulated annealing (SA) algorithm to solve this multi-objective problem, using the goal attainment formulation.We also compare the SA results against the results of a discrete-time approximation of the original optimal control problem, to show the effectiveness of the proposed solution technique.N/

A Multi Objective Fibonacci Search Based Algorithm for Resource Allocation in PERT Networks

The problem we investigate deals with the optimal assignment of resources to the activities of a stochastic project network. We seek to minimize the expected cost of the project include sum of resource utilization costs and lateness costs. We assume that the work content required by the activities follows an exponential distribution. The decision variables of the model are the allocated resource quantities. We construct a continuous time Markov chain model for the activity network and use the PhaseType distribution to evaluate the project completion time. Then we use Fibonacci search over the interval of permissible allocations to the activity to seek the minimum expected cost

Learning perception and planning with deep active inference

Active inference is a process theory of the brain that states that all living organisms infer actions in order to minimize their (expected) free energy. However, current experiments are limited to predefined, often discrete, state spaces. In this paper we use recent advances in deep learning to learn the state space and approximate the necessary probability distributions to engage in active inference

Expert Elicitation for Reliable System Design

This paper reviews the role of expert judgement to support reliability assessments within the systems engineering design process. Generic design processes are described to give the context and a discussion is given about the nature of the reliability assessments required in the different systems engineering phases. It is argued that, as far as meeting reliability requirements is concerned, the whole design process is more akin to a statistical control process than to a straightforward statistical problem of assessing an unknown distribution. This leads to features of the expert judgement problem in the design context which are substantially different from those seen, for example, in risk assessment. In particular, the role of experts in problem structuring and in developing failure mitigation options is much more prominent, and there is a need to take into account the reliability potential for future mitigation measures downstream in the system life cycle. An overview is given of the stakeholders typically involved in large scale systems engineering design projects, and this is used to argue the need for methods that expose potential judgemental biases in order to generate analyses that can be said to provide rational consensus about uncertainties. Finally, a number of key points are developed with the aim of moving toward a framework that provides a holistic method for tracking reliability assessment through the design process.Comment: This paper commented in: [arXiv:0708.0285], [arXiv:0708.0287], [arXiv:0708.0288]. Rejoinder in [arXiv:0708.0293]. Published at http://dx.doi.org/10.1214/088342306000000510 in the Statistical Science (http://www.imstat.org/sts/) by the Institute of Mathematical Statistics (http://www.imstat.org

Optimization-Based Architecture for Managing Complex Integrated Product Development Projects

By the mid-1990\u27s, the importance of early introduction of new products to both market share and profitability became fully understood. Thus, reducing product time-to-market became an essential requirement for continuous competition. Integrated Product Development (IPD) is a holistic approach that helps to overcome problems that arise in a complex product development project. IPD emphasis is to provide a framework for an effective planning and managing of engineering projects. Coupled with the fact that about 70% of the life cycle cost of a product is committed at early design phases, the motivation for developing and implementing more effective methodologies for managing the design process of IPD projects became very strong. The main objective of this dissertation is to develop an optimization-based architecture that helps guiding the project manager efforts for managing the design process of complex integrated product development projects. The proposed architecture consists of three major phases: system decomposition, process re-engineering, and project scheduling and time-cost trade-off analysis. The presented research contributes to five areas of research: (1) Improving system performance through efficient re-engineering of its structure. The Dependency Structure Matrix (DSM) provides an effective tool for system structure understanding. An optimization algorithm called Simulated Annealing (SA) was implemented to find an optimal activity sequence of the DSM representing a design project. (2) A simulation-based optimization framework that integrates simulated annealing with a commercial risk analysis software called Crystal Ball was developed to optimally re-sequence the DSM activities given stochastic activity data. (3) Since SA was originally developed to handle deterministic objective functions, a modified SA algorithm able to handle stochastic objective functions was presented. (4) A methodology for the conversion of the optimally sequenced DSM into an equivalent DSM, and then into a project schedule was proposed. (5) Finally, a new hybrid time-cost trade-off model based on the trade-off of resources for project networks was presented. These areas of research were further implemented through a developed excel add-in called “optDSM”. The tool was developed by the author using Visual Basic for Application (VBA) programming language