Expected Duration of Dynamic Markov Pert Networks
نویسنده
چکیده
In this paper, we apply the stochastic dynamic programming to approximate the mean project completion time in dynamic Markov PERT networks. It is assumed that the activity durations are independent random variables with exponential distributions, but some social and economical problems influence the mean of activity durations. It is also assumed that the social problems evolve in accordance with the independent semi-Markov processes over the planning horizon. By using the stochastic dynamic programming, we find a dynamic path with maximum expected length from the source node to the sink node of the stochastic dynamic network. The expected value of such path can be considered as an approximation for the mean project completion time in the original dynamic PERT network.
منابع مشابه
Expected Duration of Dynamic Markov PERT Networks
Abstract : In this paper , we apply the stochastic dynamic programming to approximate the mean project completion time in dynamic Markov PERT networks. It is assumed that the activity durations are independent random variables with exponential distributions, but some social and economical problems influence the mean of activity durations. It is also assumed that the social problems evolve in ac...
متن کاملA Multi Objective Fibonacci Search Based Algorithm for Resource Allocation in PERT Networks
The problem we investigate deals with the optimal assignment of resources to the activities of a stochastic project network. We seek to minimize the expected cost of the project include sum of resource utilization costs and lateness costs. We assume that the work content required by the activities follows an exponential distribution. The decision variables of the model are the allocated resourc...
متن کاملA heuristic method for consumable resource allocation in multi-class dynamic PERT networks
This investigation presents a heuristic method for consumable resource allocation problem in multi-class dynamic Project Evaluation and Review Technique (PERT) networks, where new projects from different classes (types) arrive to system according to independent Poisson processes with different arrival rates. Each activity of any project is operated at a devoted service station located in a n...
متن کاملResource allocation in multi-server dynamic PERT networks using multi-objective programming and Markov process
In this research, both resource allocation and reactive resource allocation problems in multi-server dynamic PERT networks are analytically modeled, where new projects are expected to arrive according to a Poisson process, and activity durations are also known as independent random variables with exponential distributions. Such system is represented as a queuing network, where multi servers at ...
متن کاملInterdiction Games on Markovian PERT Networks
In a stochastic interdiction game a proliferator aims to minimize the expected duration of a nuclear weapons development project, while an interdictor endeavors to maximize the project duration by delaying some of the project tasks. We formulate static and dynamic versions of the interdictor’s decision problem where the interdiction plan is either pre-committed or adapts to new information reve...
متن کامل