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Stochastic Task Networks

Trading Performance for Stability

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Integration of AI and OR Techniques in Constraint Programming (CPAIOR 2017)

Abstract

This paper concerns networks of precedence constraints between tasks with random durations, known as stochastic task networks, often used to model uncertainty in real-world applications. In some applications, we must associate tasks with reliable start-times from which realized start-times will (most likely) not deviate too far. We examine a dispatching strategy according to which a task starts as early as precedence constraints allow, but not earlier than its corresponding planned release-time. As these release-times are spread farther apart on the time-axis, the randomness of realized start-times diminishes (i.e. stability increases). Effectively, task start-times becomes less sensitive to the outcome durations of their network predecessors. With increasing stability, however, performance deteriorates (e.g. expected makespan increases). Assuming a sample of the durations is given, we define an LP for finding release-times that minimize the performance penalty of reaching a desired level of stability. The resulting LP is costly to solve, so, targeting a specific part of the solution-space, we define an associated Simple Temporal Problem (STP) and show how optimal release-times can be constructed from its earliest-start-time solution. Exploiting the special structure of this STP, we present our main result, a dynamic programming algorithm that finds optimal release-times with considerable efficiency gains.

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Notes

  1. 1.

    As in Bidot et al. [3], stability here refers to the extent that a predictive schedule (planned release-times in our case) is expected to remain close to the realized schedule.

  2. 2.

    Knowing the distribution of D, we assume to be able to draw \(\mathcal {P}\).

  3. 3.

    The reader can easily recognize the similarity of the proposed LP with a so-called Sample Average Approximation (SAA) of a stochastic optimization problem [14].

  4. 4.

    Since \((s,t)\in \varLambda ^*\) implies \(\max _{p'} s_{jp'} - w = t_j\) for all j.

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Correspondence to Cees Witteveen .

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Mountakis, K.S., Klos, T., Witteveen, C. (2017). Stochastic Task Networks. In: Salvagnin, D., Lombardi, M. (eds) Integration of AI and OR Techniques in Constraint Programming. CPAIOR 2017. Lecture Notes in Computer Science(), vol 10335. Springer, Cham. https://doi.org/10.1007/978-3-319-59776-8_25

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  • DOI: https://doi.org/10.1007/978-3-319-59776-8_25

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