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On the undiscounted tax problem with precedence constraints

Published online by Cambridge University Press:  01 July 2016

K. D. Glazebrook*
Affiliation:
University of Newcastle upon Tyne
*
Postal address: Department of Mathematics and Statistics, University of Newcastle upon Tyne, NE1 7RU, UK.

Abstract

A single machine is available to process a collection of jobs J, each of which evolves stochastically under processing. Jobs incur costs while awaiting the machine at a rate which is state dependent and processing must respect a set of precedence constraints Γ. Index policies are optimal in a variety of scenarios. The indices concerned are characterised as values of restart problems with the average reward criterion. This characterisation yields a range of efficient approaches to their computation. Index-based suboptimality bounds are derived for general processing policies. These bounds enable us to develop sensitivity analyses and to evaluate scheduling heuristics.

Type
General Applied Probability
Copyright
Copyright © Applied Probability Trust 1996 

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