New closed-loop approximate dynamic programming for solving stochastic decentralized multi-project scheduling problem with resource transfers

Abstract

Resource transfers and uncertain activity durations are two practical factors that are difficult to cope with in real project management. This paper studies a new decentralized multi-project scheduling problem with both resource transfers and uncertain activity durations, we name it the stochastic decentralized multi-project scheduling problem with resource transfers (SDRCMPSPTT). To tackle the curse-of-dimensionality of an exact solution approach, we develop a new and effective rollout policy-based approximate dynamic programming (ADP) algorithm for SDRCMPSPTT. Based on the benchmark instances, we build a new data set and examine the performance of 12 priority rule heuristics, then select the two best ones as the base policy for our rollout algorithm. The proposed approach is verified under a stochastic environment by assessing different base heuristic policies, computational results show that the rollout algorithm can further improve the solution quality of the base heuristics. Compared with the state-of-the-art algorithm for solving the decentralized multi-project scheduling problem under a deterministic environment, our rollout policy-based ADP algorithm can also obtain competitive solutions.