Dynamic and stochastic multi-project planning:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Abschlussarbeit Buch |
| Sprache: | English |
| Veröffentlicht: |
Cham [u.a.]
Springer
2015
|
| Schriftenreihe: | Lecture notes in economics and mathematical systems
673 |
| Schlagworte: | |
| Online-Zugang: | Inhaltstext Inhaltsverzeichnis |
| Beschreibung: | XV, 204 S. graph. Darst. 235 mm x 155 mm |
| ISBN: | 9783319045399 3319045393 |
Internformat
MARC
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| 245 | 1 | 0 | |a Dynamic and stochastic multi-project planning |c Philipp Melchiors |
| 264 | 1 | |a Cham [u.a.] |b Springer |c 2015 | |
| 300 | |a XV, 204 S. |b graph. Darst. |c 235 mm x 155 mm | ||
| 336 | |b txt |2 rdacontent | ||
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| 490 | 1 | |a Lecture notes in economics and mathematical systems |v 673 | |
| 502 | |a Zugl.: München, Techn. Univ., Diss., 2013 | ||
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| 653 | |a Research | ||
| 653 | |a PBU | ||
| 653 | |a Project planning | ||
| 653 | |a Markov decision processes | ||
| 653 | |a Simulation | ||
| 653 | |a Scheduling | ||
| 653 | |a Capacity planning | ||
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Datensatz im Suchindex
| _version_ | 1806331349028569088 |
|---|---|
| adam_text |
Contents
1 Introduction . 1
1.1 Background. 1
1.2 Research Focus. 3
1.2.1 Order Acceptance and Capacity Planning. 3
1.2.2 Resource-Constrained Multi-project Scheduling. 4
1.3 Outline. 5
2 Problem Statements . 7
2.1 General Assumptions and Notation. 7
2.1.1 Projects. 7
2.1.2 Resources. 8
2.1.3 Project Types. 9
2.1.4 Objective Functions. 11
2.2 Dynamic-Stochastic Multi-project Scheduling Problem. 12
2.2.1 Non-preemptive Scheduling Problem. 12
2.2.2 Preemptive Scheduling Problem. 14
2.3 Order Acceptance and Capacity Planning Problem. 15
2.3.1 Multi-project Environment. 15
2.3.2 Order Acceptance Decisions. 16
2.3.3 Resource Allocation Decisions. 17
3 Literature Review. 19
3.1 Dynamic Programming and Approximate Dynamic
Programming. — 19
3.2 Project Scheduling. 21
3.2.1 Static-Deterministic Project Scheduling. 21
3.2.2 Dynamic-Deterministic Project Scheduling. 22
3.2.3 Static-Stochastic Project Scheduling. 22
3.2.4 Dynamic-Stochastic Project Scheduling. 24
3.3 Capacity Planning. 26
3.4 Order Acceptance. 27
vii
Contents
viii
4 Continuous-Time Markov Decision Processes. 29
4.1 General Structure. 29
4.2 Basic Definitions and Relevant Properties . 30
4.3 Objective Function . 32
4.4 Evaluation and Optimality Equations. 33
4.5 Uniformization. 34
4.6 General Solution Methodologies. 36
4.6.1 Value Iteration. 36
4.6.2 Policy Iteration. 36
4.7 Implementation. 39
4.7.1 Generation of the State Space —. 39
4.7.2 Solution Methodologies. 41
5 Generation of Problem Instances . 43
5.1 Generation of Project Networks. 44
5.2 Generation Procedure. 44
5.2.1 Step 1: Assignment of Activity Types to Resource Types . 44
5.2.2 Step 2: Determination of Expected Durations
of the Activity Types. 45
5.2.3 Step 3: Variation Check of the Expected Activity
Durations. 47
5.2.4 Step 4: Adjustments to Resource Type Specific
Utilizations. 49
5.2.5 Step 5: Check of Project Type Workloads. 49
5.2.6 Step 6: Storage of Additional Parameters . 50
6 Scheduling Using Priority Policies. 51
6.1 Priority Policies. 51
6.1.1 Computation of Rule Parameters. 52
6.1.2 Priority Rules . 53
6.2 Experimental Design. 57
6.2.1 Preliminaries. 57
6.2.2 Generation of Problem Instances. 58
6.2.3 Simulation Set Up . 60
6.3 Main Effects of Problem Parameters. 61
6.3.1 Due Date Tightness. 61
6.3.2 Number of Resources. 62
6.3.3 Order Strength. 64
6.3.4 Variation of Expected Activity Durations. 66
6.3.5 Utilization per Resource. 66
6.3.6 Observations for Problem Instances with a Single
Project Type. 68
6.4 Detailed Analysis. 68
6.4.1 Performance for Special Cases. 68
6.4.2 Performance for the Remaining Problem Instances. 69
Contents 1X
7 Optimal and Near Optimal Scheduling Policies. 73
7.1 Models as a Markov Decision Process. 74
7.1.1 Non-preemptive Scheduling Problem. 74
7.1.2 Preemptive Scheduling Problem. 82
7.1.3 Numerical Example. 92
7.2 Optimal Policy for the Single Resource Case Without
Preemptions. 101
7.3 Project State Ordering Policies . 104
7.3.1 Preemptive Project State Ordering Policies . 104
7.3.2 Non-preemptive Project State Ordering Policies. 114
7.3.3 Project State Ordering Priority Policies . 117
7.3.4 Numerical Example. 117
7.4 Scheduling Using Approximate Dynamic Programming. 118
7.4.1 Basic Idea. 118
7.4.2 Approximation Based on the Preemptive Problem. 119
7.4.3 Approximation Using Linear Function Approximation. 123
7.4.4 Approximation for the Non-preemptive Problem
Based on Linear Function Approximation
for the Preemptive Problem. 133
7.5 Computational Study. 133
7.5.1 Experimental Design . 134
7.5.2 Priority Policies. 136
7.5.3 Simulation Setup. 136
7.5.4 Results for the Preemptive Problem. 136
7.5.5 Results for the Non-preemptive Problem. 140
7.5.6 Performance of Linear Function Approximation. 145
8 Integrated Dynamic Order Acceptance and Capacity Planning. 157
8.1 Stochastic Dynamic Programming. 157
8.1.1 State Variables. 157
8.1.2 Decision Variables. 158
8.1.3 Exogenous Information Process. 159
8.1.4 Transition Function. 159
8.1.5 Objective Function. 160
8.2 Solution Methodology. 161
8.3 Computational Investigation. 168
8.3.1 Structure of Optimal Policies . 168
8.3.2 Benefit of Crashing and Flexible MPP. 174
x Contents
9 Conclusions and Future Work. 183
A Abbreviations. 187
B Symbols. 189
B.l General. 189
B.1.1 System. 189
B. 1.2 Markov Decision Processes. 189
B.1.3 Projects and Project Types . 190
B. 1.4 Resources and Resource Types. 191
B.2 Generation of Problem Instances —. 191
B.2.1 Problem Parameters. 191
B .2.2 Generation Procedure. 192
B.3 Scheduling . 192
B.3.1 General. 192
B.3.2 Scheduling Using Priority Policies . 192
B.3.3 Markov Decision Process for the Non-preemptive
Problem. 193
B.3.4 Markov Decision Process for the Preemptive Problem. 194
B.3.5 Optimal Policy for the Non-preemptive Problem
with a Single Resource. 194
B.3.6 Preemptive Project State Ordering Policies . 195
B.3.7 Non-preemptive Project State Ordering Policies. — 196
B.3.8 Approximate Dynamic Programming. 196
B.4 Order Acceptance and Capacity Planning. 197
Bibliography
199 |
| any_adam_object | 1 |
| author | Melchiors, Philipp |
| author_facet | Melchiors, Philipp |
| author_role | aut |
| author_sort | Melchiors, Philipp |
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| building | Verbundindex |
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| classification_rvk | QH 420 QP 360 |
| classification_tum | WIR 527d |
| ctrlnum | (OCoLC)911496351 (DE-599)DNB1045790257 |
| dewey-full | 650 |
| dewey-hundreds | 600 - Technology (Applied sciences) |
| dewey-ones | 650 - Management and auxiliary services |
| dewey-raw | 650 |
| dewey-search | 650 |
| dewey-sort | 3650 |
| dewey-tens | 650 - Management and auxiliary services |
| discipline | Wirtschaftswissenschaften |
| format | Thesis Book |
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| publishDate | 2015 |
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| series | Lecture notes in economics and mathematical systems |
| series2 | Lecture notes in economics and mathematical systems |
| spelling | Melchiors, Philipp Verfasser aut Dynamic and stochastic multi-project planning Philipp Melchiors Cham [u.a.] Springer 2015 XV, 204 S. graph. Darst. 235 mm x 155 mm txt rdacontent n rdamedia nc rdacarrier Lecture notes in economics and mathematical systems 673 Zugl.: München, Techn. Univ., Diss., 2013 Führungstheorie (DE-588)4247909-5 gnd rswk-swf Projektsteuerung (DE-588)4175899-7 gnd rswk-swf Markov-Kette (DE-588)4037612-6 gnd rswk-swf Scheduling (DE-588)4179449-7 gnd rswk-swf Wirtschaftswissenschaften (DE-588)4066528-8 gnd rswk-swf Multiprojektmanagement (DE-588)7515603-9 gnd rswk-swf Optimierung (DE-588)4043664-0 gnd rswk-swf Entscheidungstheorie (DE-588)4138606-1 gnd rswk-swf Operations Research (DE-588)4043586-6 gnd rswk-swf Research PBU Project planning Markov decision processes Simulation Scheduling Capacity planning (DE-588)4113937-9 Hochschulschrift gnd-content Multiprojektmanagement (DE-588)7515603-9 s Optimierung (DE-588)4043664-0 s Scheduling (DE-588)4179449-7 s Markov-Kette (DE-588)4037612-6 s DE-604 Wirtschaftswissenschaften (DE-588)4066528-8 s Operations Research (DE-588)4043586-6 s Führungstheorie (DE-588)4247909-5 s Projektsteuerung (DE-588)4175899-7 s Entscheidungstheorie (DE-588)4138606-1 s 1\p DE-604 Lecture notes in economics and mathematical systems 673 (DE-604)BV000000036 673 X:MVB text/html http://deposit.dnb.de/cgi-bin/dokserv?id=4555710&prov=M&dok_var=1&dok_ext=htm Inhaltstext Digitalisierung UB Augsburg - ADAM Catalogue Enrichment application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028003879&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Melchiors, Philipp Dynamic and stochastic multi-project planning Lecture notes in economics and mathematical systems Führungstheorie (DE-588)4247909-5 gnd Projektsteuerung (DE-588)4175899-7 gnd Markov-Kette (DE-588)4037612-6 gnd Scheduling (DE-588)4179449-7 gnd Wirtschaftswissenschaften (DE-588)4066528-8 gnd Multiprojektmanagement (DE-588)7515603-9 gnd Optimierung (DE-588)4043664-0 gnd Entscheidungstheorie (DE-588)4138606-1 gnd Operations Research (DE-588)4043586-6 gnd |
| subject_GND | (DE-588)4247909-5 (DE-588)4175899-7 (DE-588)4037612-6 (DE-588)4179449-7 (DE-588)4066528-8 (DE-588)7515603-9 (DE-588)4043664-0 (DE-588)4138606-1 (DE-588)4043586-6 (DE-588)4113937-9 |
| title | Dynamic and stochastic multi-project planning |
| title_auth | Dynamic and stochastic multi-project planning |
| title_exact_search | Dynamic and stochastic multi-project planning |
| title_full | Dynamic and stochastic multi-project planning Philipp Melchiors |
| title_fullStr | Dynamic and stochastic multi-project planning Philipp Melchiors |
| title_full_unstemmed | Dynamic and stochastic multi-project planning Philipp Melchiors |
| title_short | Dynamic and stochastic multi-project planning |
| title_sort | dynamic and stochastic multi project planning |
| topic | Führungstheorie (DE-588)4247909-5 gnd Projektsteuerung (DE-588)4175899-7 gnd Markov-Kette (DE-588)4037612-6 gnd Scheduling (DE-588)4179449-7 gnd Wirtschaftswissenschaften (DE-588)4066528-8 gnd Multiprojektmanagement (DE-588)7515603-9 gnd Optimierung (DE-588)4043664-0 gnd Entscheidungstheorie (DE-588)4138606-1 gnd Operations Research (DE-588)4043586-6 gnd |
| topic_facet | Führungstheorie Projektsteuerung Markov-Kette Scheduling Wirtschaftswissenschaften Multiprojektmanagement Optimierung Entscheidungstheorie Operations Research Hochschulschrift |
| url | http://deposit.dnb.de/cgi-bin/dokserv?id=4555710&prov=M&dok_var=1&dok_ext=htm http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028003879&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV000000036 |
| work_keys_str_mv | AT melchiorsphilipp dynamicandstochasticmultiprojectplanning |