Dynamic and Stochastic Multi-Project Planning

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 this book 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 the book presents a new model for the effective computation of optimal policies based on a Markov decision process. Finally, the book provides insights into the structure of optimal policies.

Inhaltsverzeichnis

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.

Über den Autor / die Autorin

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".

Zusammenfassung

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 this book 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 the book presents a new model for the effective computation of optimal policies based on a Markov decision process. Finally, the book provides insights into the structure of optimal policies.

Produktdetails

• Autoren: Philipp Melchiors
• Verlag: Springer, Berlin
• Sprache: Englisch
• Produktform: Taschenbuch
• Erschienen: 17.01.2014
• EAN: 9783319045399
• ISBN: 978-3-31-904539-9
• Seiten: 204
• Abmessung: 155 mm x 229 mm x 14 mm
• Gewicht: 346 g
• Illustration: XV, 204 p. 37 illus.
• Serien: Lecture Notes in Economics and Mathematical Systems; Lecture Notes in Economics and Mathematical Systems
• Themen: Sozialwissenschaften, Recht,Wirtschaft > Wirtschaft > Management; Management, Operations Research, B, Optimization, Business and Management, Operations Management, Innovation/Technology Management, Operations Research/Decision Theory, Operations Research and Decision Theory, Project management, Management & management techniques, Research & development management, Operations Research, Management Science, Management decision making, Management science, Management of specific areas, Industrial Management, Operational research, Decision Making, Production management, Mathematical optimization, Discrete Optimization