Project scheduling problem with stochastic activity duration times.pdf

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Project scheduling problem with stochastic activity duration times.pdf

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Project scheduling problem with stochastic activity duration times

Applied Mathematics and Computation 168 (2005) 342–353 /locate/amcProject scheduling problem with stochastic activity duration times Hua Ke *, Baoding Liu Uncertainty Theory Laboratory, Department of Mathematical Sciences, Tsinghua University, Beijing 100084, ChinaAbstract Project scheduling problem is to determine the schedule of allocating resources so as to balance the total cost and the completion time. This paper considers project schedul- ing problem with stochastic activity duration times, which has the objective of minimiz- ing the total cost under some completion time limits. Three types of stochastic models will be built to solve the problem according to different management requirements. Moreover, stochastic simulation and genetic algorithm will be integrated to design a hybrid intelligent algorithm to solve the above models. Finally, some numerical exam- ples are illustrated to show the effectiveness of the algorithm. 2004 Elsevier Inc. All rights reserved. Keywords: Project scheduling; Stochastic programming; Stochastic simulation; Genetic algorithm0096-3003/$ - see front matter 2004 Elsevier Inc. All rights reserved. doi:10.1016/j.amc.2004.09.002 * Corresponding author. E-mail addresses: hke@ (H. Ke), liu@ (B. Liu). H. Ke, B. Liu / Appl. Math. Comput. 168 (2005) 342–353 3431. Introduction Project scheduling problem, which has been widely studied since early 1960s, is to determine the schedule of allocating resources so as to balance the total cost and the completion time. Uncertainty always exists in project scheduling problem, due to the vague- ness of project activity duration times. Generally, the uncertainty of activity duration times in project scheduling problem was assumed to be stochastic. Freeman [8,9] first introduced probability theory into project scheduling prob- lem in 1960. Charnes and Cooper [3,4] and Charnes et al. [5] studied project scheduling problem via chance constrained programming in early 1960s. Gol- enko-Ginzburg and Gon