EURO 2024 Copenhagen
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3808. Evaluation of VaR and CVaR for the Makespan in Interval Valued Blocking Job Shops

Invited abstract in session WB-60: Job shop scheduling, stream Project Management and Scheduling.

Wednesday, 10:30-12:00
Room: S09 (building: 101)

Authors (first author is the speaker)

1. Marcella Samà
Roma Tre University
2. Marco Pranzo
Dipartimento di Ingegneria dell'Informazione, Università di Siena
3. Carlo Meloni
"La Sapienza" University of Roma

Abstract

We take into account the blocking job shop scheduling problem (BJSS) where processing, release and sequence-dependent setup times have uncertain interval durations. Scheduling problems which take uncertainties into account are computationally complex and the literature on stochastic and uncertain scheduling is relatively limited compared to the that on deterministic scheduling. As such, analysts often use deterministic models that incorporate simplified representations of the most relevant stochastic aspects in order to determine or select the schedule to implement. We propose a method for the evaluation of the risk that the makespan of deterministically computed solutions worsens under the worst-case realizations of the uncertainty. An interval-valued network approach is proposed to model the feasible solutions characterized by uncertain values on the given constraints’ durations. The study assumes the Value-at-Risk and the Conditional Value-at-Risk as measures, and addresses both modeling and computational issues. The impact of different sources of uncertainty on the overall performance of the proposed approach is analyzed. The results of the experimental campaign show that the method, for both the computational time and the quality of the evaluations, has broad applicability and can support the decision-makers for taking into account their risk sensibility.

Keywords

Status: accepted

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