ﻻ يوجد ملخص باللغة العربية
Consider a set of jobs with independent random service times to be scheduled on a single machine. The jobs can be surgeries in an operating room, patients appointments in outpatient clinics, etc. The challenge is to determine the optimal sequence and appointment times of jobs to minimize some function of the server idle time and service start-time delay. We introduce a generalized objective function of delay and idle time, and consider $l_1$-type and $l_2$-type cost functions as special cases of interest. Determining an index-based policy for the optimal sequence in which to schedule jobs has been an open problem for many years. For example, it was conjectured that `least variance first (LVF) policy is optimal for the $l_1$-type objective. This is known to be true for the case of two jobs with specific distributions. A key result in this paper is that the optimal sequencing problem is non-indexable, i.e., neither the variance, nor any other such index can be used to determine the optimal sequence in which to schedule jobs for $l_1$ and $l_2$-type objectives. We then show that given a sequence in which to schedule the jobs, sample average approximation yields a solution which is statistically consistent.
We consider the problem of scheduling appointments for a finite customer population to a service facility with customer no-shows, to minimize the sum of customer waiting time and server overtime costs. Since appointments need to be scheduled ahead of
In this paper, we develop a new formulation of changeover constraints for mixed integer programming problem (MIP) that emerges in solving a short-term production scheduling problem. The new model requires fewer constraints than the original formulati
This paper investigates optimal consumption in the stochastic Ramsey problem with the Cobb-Douglas production function. Contrary to prior studies, we allow for general consumption processes, without any a priori boundedness constraint. A non-standard
In this paper we study a Markovian two-dimensional bounded-variation stochastic control problem whose state process consists of a diffusive mean-reverting component and of a purely controlled one. The main problems characteristic lies in the interact
In this paper, we aim to solve the high dimensional stochastic optimal control problem from the view of the stochastic maximum principle via deep learning. By introducing the extended Hamiltonian system which is essentially an FBSDE with a maximum co