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On the undiscounted tax problem with precedence constraints

Published online by Cambridge University Press:  01 July 2016

K. D. Glazebrook
K. D. Glazebrook*
Affiliation:
University of Newcastle upon Tyne
*
∗ Postal address: Department of Mathematics and Statistics, University of Newcastle upon Tyne, NE1 7RU, UK.
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Abstract

A single machine is available to process a collection of jobs J, each of which evolves stochastically under processing. Jobs incur costs while awaiting the machine at a rate which is state dependent and processing must respect a set of precedence constraints Γ. Index policies are optimal in a variety of scenarios. The indices concerned are characterised as values of restart problems with the average reward criterion. This characterisation yields a range of efficient approaches to their computation. Index-based suboptimality bounds are derived for general processing policies. These bounds enable us to develop sensitivity analyses and to evaluate scheduling heuristics.

Keywords

AVERAGE REWARD OPTIMALITYINDEX POLICYRESTART PROBLEMSTOCHASTIC SCHEDULINGSUBOPTIMALITY BOUNDSWEIGHTED FLOWTIME

MSC classification

Primary: 90C40: Markov and semi-Markov decision processes
Type
General Applied Probability
Information
Advances in Applied Probability , Volume 28 , Issue 4 , December 1996 , pp. 1123 - 1144
Copyright
Copyright © Applied Probability Trust 1996 

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