Dynamic and Stochastic Multi-Project Planning

ISBN-13: 9783319045399 / Angielski / Miękka / 2015 / 204 str.

Philipp Melchiors

Opis

This book deals with dynamic and stochastic methods for multi-project planning. Based on the idea of using queueing networks for the analysis of dynamic-stochastic multi-project environments thisbook addresses two problems: detailed scheduling of project activities, and integrated order acceptance and capacity planning. In an extensive simulation study, the book thoroughly investigates existing scheduling policies. To obtain optimal and near optimal scheduling policies new models and algorithms are proposed based on the theory of Markov decision processes and Approximate Dynamic programming. Then thebook presents a new model for the effective computation of optimal policies based on a Markov decision process.Finally, thebook provides insights into the structure of optimal policies."

Spis treści

1. Introduction.- 2. Problem Statements.- 3. Literature Review.- 4. Continuous-time Markov Decision Processes.- 5. Generation of Problem Instances.- 6. Scheduling Using Priority Policies.- 7. Optimal and Near Optimal Scheduling Policies.- 8. Integrated Dynamic Order Acceptance and Capacity Planning.- 9. Conclusions and Future Work.

O autorze

Philipp Melchiors is a consultant for an Operations Research focused consulting company. Prior to his current position he worked as research and teaching assistant at the TUM School of Management, Technische Universität München. During this time he wrote his Ph.D. thesis on "Dynamic and stochastic multi-project planning".