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IOE/MFG 543

Chapter 10:
Single machine stochastic
models
Sections 10.1 and 10.4
You may skip Sections 10.210.3

Expected weighted
completion time 1||

E
wjexpected
C j)
(The
completion times are the

sum of the expected processing times


WSEPT rule

Sequence the jobs in decreasing order of


the ratio wj/E(Xj)=jwj
Also called the w rule

Theorem 10.1.1

The WSEPT rule minimizes E(wjCj)

(i)
(ii)

in the class of nonpreemptive static policies and


in the class of nonpreemptive dynamic policies

Breakdowns at an exponential rate can


also be easily handled

Preemptions and
nonpreemptive WSEPT

If all processing time distribution are ICR


w increases as the job is being processed
WSEPT is optimal

If some processing time distribution are


DCR
w decreases as the job is being processed
WSEPT may not be optimal

Example 10.1.2
Xj=0
w.p. pj
Xj=exp(j)
w.p. (1-pj)
3

Deterministic due
dates

Minimizing the maximum lateness


Lmax when the processing times are
stochastic
Theorem 10.1.5
The EDD rule minimizes the
(expected) maximum lateness Lmax for
arbitrarily distributed processing times
and deterministic due dates
4

Minimizing hmax

Suppose we want to minimize


max{E(h1(C1)),, E(hn(Cn))}
The backward algorithm for minimizing h max can
be modified to include stochastic processing
times
The implementation can be difficult because the
completion time of the job being scheduled last
is unknown and depends on the distribution of
the processing times of all the earlier jobs
The task becomes easier if hj(Cj) is linear in Cj
since E(hj(Cj))=hj(E(Cj)) in that case
5

Section 10.4
Exponential processing
times

Some problems that cannot be solved


to optimality for arbitrary processing
time distributions can be solved in the
special case of exponential processing
time distributions
The problem is in some cases even
easier than when the processing
times are deterministic!
6

Expected total weighted


number of tardy jobs 1|d=dj|

wjUj)

The deterministic version of 1|d=dj|wjUj is


NP-hard
Theorem 10.4.1

The WSEPT rule minimizes the expected


weighted number of tardy jobs in the classes of
(i)
(ii)
(iii)

nonpreemptive static list policies


nonpreemptive dynamic policies
preemptive dynamic policies

A similar result holds for geometric


(discrete) processing times (see Theorem
10.4.2)
7

Breakdowns and
release dates

The WSEPT rule also applies in the case


of breakdowns
The effect of the breakdown is to shorten the
time until the due date
The WSEPT rule is independent of this time

If the jobs have stochastic release dates


the preemptive version of WSEPT rule is
optimal
The WSEPT rule is not necessarily optimal
when preemptions are not allowed
8

Expected total
weighted tardiness 1|
d=d

j| wjT
j)
Theorem
10.4.5

The WSEPT rule minimizes the


expected total weighted tardiness
in the classes of
(i)
(ii)
(iii)

nonpreemptive static list policies


nonpreemptive dynamic policies
preemptive dynamic policies