Title
Analysis of Heuristics for Stochastic Programming: Results for Hierarchical Scheduling Problems
Abstract
<P>Certain multistage decision problems that arise frequently in operations management planning and control allow a natural formulation as multistage stochastic programs. In job shop scheduling, for example, the first stage could correspond to the acquisition of resources subject to probabilistic information about the jobs to be processed, and the second stage to the actual allocation of the resources to the jobs given deterministic information about their processing requirements. For two simple versions of this two-stage hierarchical scheduling problem, we describe heuristic solution methods and show that their performance is asymptotically optimal both in expectation and in probability.</P>
Year
DOI
Venue
1983
10.1287/moor.8.4.525
Math. Oper. Res.
DocType
Volume
Issue
Journal
8
4
ISSN
Citations 
PageRank 
0364-765X
15
12.09
References 
Authors
1
6
Name
Order
Citations
PageRank
M. A. H. Dempster123551.25
M. L. Fisher25543.85
L. Jansen33625.91
B. J. Lageweg4274117.55
J. K. Lenstra51689329.39
A. H. G. Rinnooy Kan62109497.45