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Strategy evaluation for stochastic scheduling problems with order constraints

Published online by Cambridge University Press:  01 July 2016

K. D. Glazebrook
K. D. Glazebrook*
Affiliation:
University of Newcastle upon Tyne
*
∗ Postal address: Department of Mathematics and Statistics, University of Newcastle upon Tyne, NE1 7RU, UK.
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Abstract

A single machine is available to process a collection J of jobs. The machine is free to switch between jobs at any time, but processing must respect a set Γof precedence constraints. Jobs evolve stochastically and earn rewards as they are processed, not otherwise. The theoretical framework of forwards induction/Gittins indexation is used to develop approaches to strategy evaluation for quite general (J,Γ). The performance of both forwards induction strategies and a class of quasi-myopic heuristics is assessed.

Keywords

FORWARDS INDUCTIONGITTINS INDEXMARKOV DECISION PROCESS

Information

Type
Research Article
Information
Advances in Applied Probability , Volume 23 , Issue 1 , March 1991 , pp. 86 - 104
Copyright
Copyright © Applied Probability Trust 1991 

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Footnotes

During the course of this research, Dr Glazebrook was supported by the National Research Council as a Senior Research Associate at the Department of Operations Research, Naval Postgraduate School, Monterey, CA 93943-5000, USA.

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