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ORIGINAL ARTICLES

Scheduling jobs sharing multiple resources under uncertainty: A stochastic programming approach

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Pages 16-30 | Received 01 Jun 2008, Accepted 01 Mar 2009, Published online: 20 Nov 2009
 

Abstract

A two-stage stochastic integer program to determine an optimal schedule for jobs requiring multiple classes of resources under uncertain processing times, due dates, resource consumption and availabilities is formulated. Temporary resource capacity expansion for a penalty is allowed. Potential applications of this model include team scheduling problems that arise in service industries such as engineering consulting and operating room scheduling. An exact solution method is developed based on Benders decomposition for problems with a moderate number of scenarios. Benders decomposition is then embedded within a sampling-based solution method for problems with a large number of scenarios. A sequential sampling procedure is modified to allow for approximate solution of integer programs and its asymptotic validity and finite stopping are proved under this modification. The solution methodologies are compared on a set of test problems. Several algorithmic enhancements are added to improve efficiency.

Acknowledgements

We thank the referees for their insightful comments and Ken Baker for valuable input on an earlier version of this paper. This research is partially supported by the National Science Foundation under grant EFRI-0835930.

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