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Dynamic and Stochastic Multi-Project Planning

  • Philipp Melchiors

Part of the Lecture Notes in Economics and Mathematical Systems book series (LNE, volume 673)

Table of contents

  1. Front Matter
    Pages i-xv
  2. Philipp Melchiors
    Pages 1-6
  3. Philipp Melchiors
    Pages 7-18
  4. Philipp Melchiors
    Pages 19-28
  5. Philipp Melchiors
    Pages 29-41
  6. Philipp Melchiors
    Pages 43-50
  7. Philipp Melchiors
    Pages 51-71
  8. Philipp Melchiors
    Pages 73-156
  9. Philipp Melchiors
    Pages 183-185
  10. Back Matter
    Pages 187-204

About this book

Introduction

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.

Keywords

Capacity planning Markov decision processes Project planning Scheduling Simulation

Authors and affiliations

  • Philipp Melchiors
    • 1
  1. 1.Technische Universität MünchenMünchenGermany

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-319-04540-5
  • Copyright Information Springer International Publishing Switzerland 2015
  • Publisher Name Springer, Cham
  • eBook Packages Business and Economics
  • Print ISBN 978-3-319-04539-9
  • Online ISBN 978-3-319-04540-5
  • Series Print ISSN 0075-8442
  • Series Online ISSN 2196-9957
  • Buy this book on publisher's site
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