Solving stochastic resource-constrained project scheduling problems by closed-loop approximate dynamic programming
Project scheduling problems with both resource constraints and uncertain task durations have applications in a variety of industries. While the existing research literature has been focusing on finding an a priori open-loop task sequence that minimizes the expected makespan, finding a dynamic and ad...
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| Vydáno v: | European journal of operational research Ročník 246; číslo 1; s. 20 - 33 |
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| Hlavní autoři: | , |
| Médium: | Journal Article |
| Jazyk: | angličtina |
| Vydáno: |
Amsterdam
Elsevier B.V
01.10.2015
Elsevier Sequoia S.A |
| Témata: | |
| ISSN: | 0377-2217, 1872-6860 |
| On-line přístup: | Získat plný text |
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| Abstract | Project scheduling problems with both resource constraints and uncertain task durations have applications in a variety of industries. While the existing research literature has been focusing on finding an a priori open-loop task sequence that minimizes the expected makespan, finding a dynamic and adaptive closed-loop policy has been regarded as being computationally intractable. In this research, we develop effective and efficient approximate dynamic programming (ADP) algorithms based on the rollout policy for this category of stochastic scheduling problems. To enhance performance of the rollout algorithm, we employ constraint programming (CP) to improve the performance of base policy offered by a priority-rule heuristic. We further devise a hybrid ADP framework that integrates both the look-back and look-ahead approximation architectures, to simultaneously achieve both the quality of a rollout (look-ahead) policy to sequentially improve a task sequence, and the efficiency of a lookup table (look-back) approach. Computational results on the benchmark instances show that our hybrid ADP algorithm is able to obtain competitive solutions with the state-of-the-art algorithms in reasonable computational time. It performs particularly well for instances with non-symmetric probability distribution of task durations.
•A computationally tractable closed-loop algorithm for stochastic resource-constrained project scheduling (SRCPSP).•Theoretical results of the rollout policy for SRCPSP, including the sequential improvement property.•Enhanced base policy by embedding constraint programming in the rollout framework.•Integrated look-back and look-ahead approximation architectures to improve effectiveness and efficiency of the algorithm. |
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| AbstractList | Project scheduling problems with both resource constraints and uncertain task durations have applications in a variety of industries. While the existing research literature has been focusing on finding an a priori open-loop task sequence that minimizes the expected makespan, finding a dynamic and adaptive closed-loop policy has been regarded as being computationally intractable. In this research, we develop effective and efficient approximate dynamic programming (ADP) algorithms based on the rollout policy for this category of stochastic scheduling problems. To enhance performance of the rollout algorithm, we employ constraint programming (CP) to improve the performance of base policy offered by a priority-rule heuristic. We further devise a hybrid ADP framework that integrates both the look-back and look-ahead approximation architectures, to simultaneously achieve both the quality of a rollout (look-ahead) policy to sequentially improve a task sequence, and the efficiency of a lookup table (look-back) approach. Computational results on the benchmark instances show that our hybrid ADP algorithm is able to obtain competitive solutions with the state-of-the-art algorithms in reasonable computational time. It performs particularly well for instances with non-symmetric probability distribution of task durations. Project scheduling problems with both resource constraints and uncertain task durations have applications in a variety of industries. While the existing research literature has been focusing on finding an a priori open-loop task sequence that minimizes the expected makespan, finding a dynamic and adaptive closed-loop policy has been regarded as being computationally intractable. In this research, we develop effective and efficient approximate dynamic programming (ADP) algorithms based on the rollout policy for this category of stochastic scheduling problems. To enhance performance of the rollout algorithm, we employ constraint programming (CP) to improve the performance of base policy offered by a priority-rule heuristic. We further devise a hybrid ADP framework that integrates both the look-back and look-ahead approximation architectures, to simultaneously achieve both the quality of a rollout (look-ahead) policy to sequentially improve a task sequence, and the efficiency of a lookup table (look-back) approach. Computational results on the benchmark instances show that our hybrid ADP algorithm is able to obtain competitive solutions with the state-of-the-art algorithms in reasonable computational time. It performs particularly well for instances with non-symmetric probability distribution of task durations. •A computationally tractable closed-loop algorithm for stochastic resource-constrained project scheduling (SRCPSP).•Theoretical results of the rollout policy for SRCPSP, including the sequential improvement property.•Enhanced base policy by embedding constraint programming in the rollout framework.•Integrated look-back and look-ahead approximation architectures to improve effectiveness and efficiency of the algorithm. |
| Author | Li, Haitao Womer, Norman K. |
| Author_xml | – sequence: 1 givenname: Haitao surname: Li fullname: Li, Haitao email: lihait@umsl.edu, womerk@umsl.edu – sequence: 2 givenname: Norman K. surname: Womer fullname: Womer, Norman K. |
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| Keywords | Uncertain task durations Stochastic scheduling Approximate dynamic programming Resource-constrained project scheduling Simulation |
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| SubjectTerms | Algorithms Approximate dynamic programming Approximation Dynamic programming Heuristic Project management Resource-constrained project scheduling Scheduling algorithms Simulation Stochastic models Stochastic scheduling Studies Uncertain task durations |
| Title | Solving stochastic resource-constrained project scheduling problems by closed-loop approximate dynamic programming |
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