Minimizing makespan in a multiclass fluid network with parameter uncertainty

Authors:
Burak Büke;John j. Hasenbein;David p. Morton
Affiliations:
Graduate program in operations research & industrial engineering, department of mechanical engineering, the university of texas at austin, austin, tx 78712-0292 e-mail: bukeb@mail.utexas ...;Graduate program in operations research & industrial engineering, department of mechanical engineering, the university of texas at austin, austin, tx 78712-0292 e-mail: bukeb@mail.utexas ...;Graduate program in operations research & industrial engineering, department of mechanical engineering, the university of texas at austin, austin, tx 78712-0292 e-mail: bukeb@mail.utexas ...
Venue:
Probability in the Engineering and Informational Sciences
Year:
2009

Citing 13
Cited 0

Solving SLP recourse problems with arbitrary multivariate distributions—the dependent case

Mathematics of Operations Research
An algorithm for a class of continuous linear programs

SIAM Journal on Control and Optimization
Forms of Optimal Solutions for Separated Continuous Linear Programs

SIAM Journal on Control and Optimization
Fluid models for single buffer systems

Frontiers in queueing
Discounted Stochastic Fluid Programs

Mathematics of Operations Research
A Fluid Heuristic for Minimizing Makespan in Job Shops

Operations Research
Optimal and Hierarchical Controls in Dynamic Stochastic Manufacturing Systems: A Survey

Manufacturing & Service Operations Management
Perturbation Analysis of Multiclass Stochastic Fluid Models

Discrete Event Dynamic Systems
A Method for Staffing Large Call Centers Based on Stochastic Fluid Models

Manufacturing & Service Operations Management
Optimal Threshold Levels in Stochastic Fluid Models via Simulation-based Optimization

Discrete Event Dynamic Systems
A simplex based algorithm to solve separated continuous linear programs

Mathematical Programming: Series A and B
Optimizing Call Center Staffing Using Simulation and Analytic Center Cutting-Plane Methods

Management Science
Control Techniques for Complex Networks

Control Techniques for Complex Networks

Quantified Score

Hi-index	0.00

Visualization

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.