Hostname: page-component-76c49bb84f-7l7zb Total loading time: 0 Render date: 2025-07-10T17:35:42.900Z Has data issue: false hasContentIssue false
  • English
  • Français

Scheduling Jobs That Are Subject to Deterministic Due Dates and Have Deteriorating Expected Rewards

Published online by Cambridge University Press:  27 July 2009

Takashi Ishikida  and
Yat-wah Wan
Takashi Ishikida
Affiliation:
Division of the Humanities and Social Sciences, California Institute of Technology, Pasadena, California
Yat-wah Wan
Affiliation:
Department of Industrial Engineering and Engineering Management, Hong Kong University of Science and Technology, Clear Water Bay, Hong Kong
Get access Rights & Permissions [Opens in a new window]

Abstract

A single server processes jobs that can yield rewards but expire on predetermined dates. Expected immediate rewards from each job are deteriorating. The instance is formulated as a multiarmed bandit problem, and an index-based scheduling policy is shown to maximize the expected total reward.

Information

Type
Research Article
Information
Probability in the Engineering and Informational Sciences , Volume 11 , Issue 1 , January 1997 , pp. 65 - 78
Copyright
Copyright © Cambridge University Press 1997

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

Article purchase

Temporarily unavailable

References

1.Boxma, O.J. & Forst, F.G. (1986). Minimizing the expected weighted number of tardy jobs in stochastic flow shops. Operations Research Letters 5: 119–126.CrossRefGoogle Scholar
2.De, P., Ghosh, J.B., & Wells, C.E. (1993). On the minimization of the weighted number of tardy jobs with random processing times and deadlines. Computers and Operations Research 18: 457–463.CrossRefGoogle Scholar
3.Gittins, J.C. (1989). Multi-armed Bandit Allocation Indices. New York: John Wiley & Sons.Google Scholar
4.Glazebrook, K.D. (1983). On stochastic scheduling problems with due dates. International Journal of System Science 14: 1259–1271.CrossRefGoogle Scholar
5.Ishikida, T. & Varaiya, P.P. (1994). Multi-armed bandit problem revisited. Journal of Optimization Theory and Applications 83: 113–154.CrossRefGoogle Scholar
6.Mandelbaum, A. (1986). Discrete multi-armed bandits and multi-parameter processes. Probability Theory and Related Fields 71: 129–147.CrossRefGoogle Scholar
7.Pinedo, M. (1983). Stochastic scheduling with release dates and due dates. Operations Research 31:559–572.CrossRefGoogle Scholar
8.Pitman, J.W. & Speed, T.P. (1973). A note on random times. Stochastic Processes and Their Applications 1: 369–374.CrossRefGoogle Scholar
9.Ross, S. (1983). Introduction to Stochastic Dynamic Programming. New York: Academic Press.Google Scholar
10.Wan, Y.-w. & Ishikida, T. (1996). Scheduling jobs that are subject to due dates and have deteriorating expected rewards. Technical Report, Department of Industrial Engineering and Engineering Management, Hong Kong University of Science and Technology.Google Scholar