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Minimizing the expected makespan of a project with stochastic activity durations under resource constraints

Author

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  • Stefan Creemers

    (LEM - Lille économie management - UMR 9221 - UA - Université d'Artois - UCL - Université catholique de Lille - Université de Lille - CNRS - Centre National de la Recherche Scientifique)

Abstract

The resource-constrained project scheduling problem (RCPSP) has been widely studied. A fundamental assumption of the basic type of RCPSP is that activity durations are deterministic (i.e., they are known in advance). In reality, however, this is almost never the case. In this article, we illustrate why it is important to incorporate activity duration uncertainty, and develop an exact procedure to optimally solve the stochastic resource-constrained scheduling problem. A computational experiment shows that our approach works best when solving small- to medium-sized problem instances where activity durations have a moderate-to-high level of variability. For this setting, our model outperforms the existing state-of-the-art. In addition, we use our model to assess the optimality gap of existing heuristic approaches, and investigate the impact of making scheduling decisions also during the execution of an activity rather than only at the end of an activity.

Suggested Citation

  • Stefan Creemers, 2015. "Minimizing the expected makespan of a project with stochastic activity durations under resource constraints," Post-Print hal-02992649, HAL.
    • Handle: RePEc:hal:journl:hal-02992649
    DOI: 10.1007/s10951-015-0421-5
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    Citations

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    Cited by:

    1. Morteza Davari & Erik Demeulemeester, 2019. "Important classes of reactions for the proactive and reactive resource-constrained project scheduling problem," Annals of Operations Research, Springer, vol. 274(1), pages 187-210, March.
    2. Öncü Hazir & Gündüz Ulusoy, 2020. "A classification and review of approaches and methods for modeling uncertainty in projects," Post-Print hal-02898162, HAL.
    3. Rostami, Salim & Creemers, Stefan & Leus, Roel, 2024. "Maximizing the net present value of a project under uncertainty: Activity delays and dynamic policies," European Journal of Operational Research, Elsevier, vol. 317(1), pages 16-24.
    4. Kosztyán, Zsolt T. & Jakab, Róbert & Novák, Gergely & Hegedűs, Csaba, 2020. "Survive IT! Survival analysis of IT project planning approaches," Operations Research Perspectives, Elsevier, vol. 7(C).
    5. Alessio Angius & András Horváth & Marcello Urgo, 2021. "A Kronecker Algebra Formulation for Markov Activity Networks with Phase-Type Distributions," Mathematics, MDPI, vol. 9(12), pages 1-22, June.
    6. Brčić, Mario & Katić, Marija & Hlupić, Nikica, 2019. "Planning horizons based proactive rescheduling for stochastic resource-constrained project scheduling problems," European Journal of Operational Research, Elsevier, vol. 273(1), pages 58-66.
    7. Szmerekovsky, Joseph G. & Venkateshan, Prahalad & Simonson, Peter D., 2023. "Project scheduling under the threat of catastrophic disruption," European Journal of Operational Research, Elsevier, vol. 309(2), pages 784-794.
    8. Creemers, Stefan, 2019. "The preemptive stochastic resource-constrained project scheduling problem," European Journal of Operational Research, Elsevier, vol. 277(1), pages 238-247.
    9. Stefan Creemers, 2019. "The preemptive stochastic resource-constrained project scheduling problem," Post-Print hal-02992618, HAL.
    10. Morteza Davari & Erik Demeulemeester, 2019. "The proactive and reactive resource-constrained project scheduling problem," Journal of Scheduling, Springer, vol. 22(2), pages 211-237, April.
    11. Salim Rostami & Stefan Creemers & Roel Leus, 2018. "New strategies for stochastic resource-constrained project scheduling," Journal of Scheduling, Springer, vol. 21(3), pages 349-365, June.
    12. Zsolt T. Kosztyán & István Szalkai, 2020. "Multimode resource-constrained project scheduling in flexible projects," Journal of Global Optimization, Springer, vol. 76(1), pages 211-241, January.
    13. Creemers, Stefan, 2018. "Maximizing the expected net present value of a project with phase-type distributed activity durations: An efficient globally optimal solution procedure," European Journal of Operational Research, Elsevier, vol. 267(1), pages 16-22.
    14. Balouka, Noemie & Cohen, Izack, 2021. "A robust optimization approach for the multi-mode resource-constrained project scheduling problem," European Journal of Operational Research, Elsevier, vol. 291(2), pages 457-470.
    15. Satic, U. & Jacko, P. & Kirkbride, C., 2024. "A simulation-based approximate dynamic programming approach to dynamic and stochastic resource-constrained multi-project scheduling problem," European Journal of Operational Research, Elsevier, vol. 315(2), pages 454-469.
    16. Hazır, Öncü & Ulusoy, Gündüz, 2020. "A classification and review of approaches and methods for modeling uncertainty in projects," International Journal of Production Economics, Elsevier, vol. 223(C).
    17. Bruni, M.E. & Di Puglia Pugliese, L. & Beraldi, P. & Guerriero, F., 2017. "An adjustable robust optimization model for the resource-constrained project scheduling problem with uncertain activity durations," Omega, Elsevier, vol. 71(C), pages 66-84.

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