Dynamic and Stochastic Multi-Project Planning

2015
ISBN: 978-3-319-04539-9
Verlag: Springer International Publishing

Buch, Englisch, Band 673, 204 Seiten, Format (B × H): 155 mm x 235 mm, Gewicht: 3401 g

Reihe: Lecture Notes in Economics and Mathematical Systems

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.

Zielgruppe

Research

Autoren/Hrsg.

Melchiors, Philipp

Fachgebiete

• Wirtschaftswissenschaften Betriebswirtschaft Wirtschaftsmathematik und -statistik
• Wirtschaftswissenschaften Betriebswirtschaft Bereichsspezifisches Management Produktionsmanagement, Qualitätskontrolle
• Mathematik | Informatik Mathematik Operations Research
• Wirtschaftswissenschaften Betriebswirtschaft Unternehmensforschung
• Wirtschaftswissenschaften Betriebswirtschaft Management Projektmanagement

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 Autor(innen)

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".