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MINIMIZING MAKESPAN IN A MULTICLASS FLUID NETWORK WITH PARAMETER UNCERTAINTY

Published online by Cambridge University Press:  30 April 2009

Burak Büke ,
John J. Hasenbein  and
David P. Morton
Burak Büke
Affiliation:
Graduate Program in Operations Research & Industrial Engineering, Department of Mechanical Engineering, The University of  Texas at Austin, Austin, TX 78712-0292 E-mail: [email protected]; [email protected]; [email protected]
John J. Hasenbein
Affiliation:
Graduate Program in Operations Research & Industrial Engineering, Department of Mechanical Engineering, The University of  Texas at Austin, Austin, TX 78712-0292 E-mail: [email protected]; [email protected]; [email protected]
David P. Morton
Affiliation:
Graduate Program in Operations Research & Industrial Engineering, Department of Mechanical Engineering, The University of  Texas at Austin, Austin, TX 78712-0292 E-mail: [email protected]; [email protected]; [email protected]
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Abstract

We introduce and investigate a new type of decision problem related to multiclass fluid networks. Optimization problems arising from fluid networks with known parameters have been studied extensively in the queueing, scheduling, and optimization literature. In this article, we explore the makespan problem in fluid networks, with the assumption that the parameters are known only through a probability distribution. Thus, the decision maker does not have complete knowledge of the parameters in advance. This problem can be formulated as a stochastic nonlinear program. We provide necessary and sufficient feasibility conditions for this class of problems. We also derive a number of other structural results that can be used in developing effective computational procedures for solving stochastic fluid makespan problems.

Type
Research Article
Information
Probability in the Engineering and Informational Sciences , Volume 23 , Issue 3 , July 2009 , pp. 457 - 480
Copyright
Copyright © Cambridge University Press 2009

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