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Dynamic and Stochastic Multi-Project...
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Melchiors, Philipp.
Dynamic and Stochastic Multi-Project Planning
Record Type:
Language materials, printed : Monograph/item
Title/Author:
Dynamic and Stochastic Multi-Project Planning/ by Philipp Melchiors.
Author:
Melchiors, Philipp.
Description:
XV, 204 p. 37 illus.online resource. :
Contained By:
Springer Nature eBook
Subject:
Operations Research/Decision Theory. -
Online resource:
https://doi.org/10.1007/978-3-319-04540-5
ISBN:
9783319045405
Dynamic and Stochastic Multi-Project Planning
Melchiors, Philipp.
Dynamic and Stochastic Multi-Project Planning
[electronic resource] /by Philipp Melchiors. - 1st ed. 2015. - XV, 204 p. 37 illus.online resource. - Lecture Notes in Economics and Mathematical Systems,6730075-8442 ;. - Lecture Notes in Economics and Mathematical Systems,679.
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.
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.
ISBN: 9783319045405
Standard No.: 10.1007/978-3-319-04540-5doiSubjects--Topical Terms:
669176
Operations Research/Decision Theory.
LC Class. No.: HD69.P75
Dewey Class. No.: 658.404
Dynamic and Stochastic Multi-Project Planning
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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.
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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.
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