Investigación
calendar_month Publicación: 02/01/2024
A target-time-windows technique for project scheduling under uncertainty
Autor: Marcos Goycoolea, Patricio Lamas, Alexandra Newman, Bernardo Pagnoncelli
Profesor Relacionado: Marcos Goycoolea
We address the problem of determining the start times of activities in order tomaximize the expected net present value of a project given precedence constraints.We assume that each activity has a random duration and profit with a knownprobability distribution. Most approaches generate either: a baseline schedule thatis robust to uncertainty (using proactive approaches), or a policy that reacts to therevelation of uncertainty (using reactive approaches). We propose an integratedproactive-reactive technique that generates both a baseline time window for eachactivity’s start time, and a policy that indicates how the schedule should be adaptedfor each realization of uncertainty. The time window explicitly constrains the extentto which the realized start times vary. An important feature of our approach is that,once computed, it can easily be communicated and implemented in practice.Numerical experiments show that the objective value of the solutions generated byour technique can be within 4%, on average, of the optimal value obtained withperfect information, and up to 50% better when compared to an earliest-startpolicy. Moreover, the variability of activities’ start times can be 10 times smallerwhen compared to those generated by other policies. We solve an instance with 300scenarios and 357 activities in 30 min, illustrating the scalability of our technique ona real-world problem that produces out-of-sample feasible solutions with a desiredprobability.
