Optimal Policies in Time-Varying Scheduling

This chapter addresses stochastic scheduling problems in which the processing times are varying during processing jobs. Two types of models, involving deteriorating processing times and learning effects respectively, are introduced and their solutions are

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Xiaoqiang Cai Xianyi Wu Xian Zhou

Optimal Stochastic Scheduling

International Series in Operations Research & Management Science

Volume 207

Series Editor: Frederick S. Hillier Stanford University, CA, USA

For further volumes: http://www.springer.com/series/6161

Xiaoqiang Cai



Xianyi Wu



Xian Zhou

Optimal Stochastic Scheduling

123

Xiaoqiang Cai Department of Systems Engineering and Engineering Management The Chinese University of Hong Kong Shatin, N.T., Hong Kong SAR

Xianyi Wu Department of Statistics and Actuarial Science East China Normal University Shanghai, People’s Republic of China

Xian Zhou Department of Applied Finance and Actuarial Studies Macquarie University North Ryde, Sydney Australia

ISSN 0884-8289 ISSN 2214-7934 (electronic) ISBN 978-1-4899-7404-4 ISBN 978-1-4899-7405-1 (eBook) DOI 10.1007/978-1-4899-7405-1 Springer New York Heidelberg Dordrecht London Library of Congress Control Number: 2014930759 © Springer Science+Business Media New York 2014 This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. Exempted from this legal reservation are brief excerpts in connection with reviews or scholarly analysis or material supplied specifically for the purpose of being entered and executed on a computer system, for exclusive use by the purchaser of the work. Duplication of this publication or parts thereof is permitted only under the provisions of the Copyright Law of the Publisher’s location, in its current version, and permission for use must always be obtained from Springer. Permissions for use may be obtained through RightsLink at the Copyright Clearance Center. Violations are liable to prosecution under the respective Copyright Law. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. While the advice and information in this book are believed to be true and accurate at the date of publication, neither the authors nor the editors nor the publisher can accept any legal responsibility for any errors or omissions that may be made. The publisher makes no warranty, express or implied, with respect to the material contained herein. Printed on acid-free paper Springer is part of Springer Science+Business Media (www.springer.com)

Preface

Machine scheduling concerns about how to optimally allocate the limited resources (machines available) to process jobs over time. It is a decision-making process that plays a crucial role in many environments, including manufacturin