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Single-machine stochastic scheduling with dependent processing times

Part of: Operations research and management science

Published online by Cambridge University Press:  01 July 2016

K. D. Glazebrook  and
Lyn R. Whitaker
K. D. Glazebrook*
Affiliation:
University of Newcastle upon Tyne
Lyn R. Whitaker*
Affiliation:
Naval Postgraduate School
*
∗Postal address: Department of Mathematics and Statistics, University of Newcastle upon Tyne, Newcastle upon Tyne, NE1 7RU, UK.
∗∗Postal address: Department of Operations Research, Naval Postgraduate School, Monterey, California 93943, USA.
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Abstract

A single machine is available to process a collection of stochastic jobs preemptively. Rewards are received at job completions. We seek policies for machine allocation which maximize the total reward. Application areas point to the need to study such models for resource allocation when job processing requirements are dependent. To this end, models are developed in which the nature of such dependence is derived from various notions of positive and negative dependence in common usage in reliability. Optimal policies for resource allocation of simple structure are obtained for a variety of such models.

Keywords

ASSOCIATED RANDOM VARIABLESMARKOV DECISION PROCESSOPTIMAL POLICYSTOCHASTIC SCHEDULING

MSC classification

Primary: 90B35: Scheduling theory, deterministic
Type
Research Article
Information
Advances in Applied Probability , Volume 24 , Issue 3 , September 1992 , pp. 635 - 652
Copyright
Copyright © Applied Probability Trust 1992 

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Footnotes

Research supported by the National Research Council.

Research supported by the NPS Research Foundation.

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