A scenario based approach for flexible resource loading under uncertainty


Wullink, G. and Gademann, A.J.R.M. and Hans, E.W. and Harten, A. van (2003) A scenario based approach for flexible resource loading under uncertainty. [Report]

Abstract:Order acceptance decisions in manufacture-to-order environments are often
made based on incomplete or uncertain information. To promise reliable due
dates and to manage resource capacity adequately, resource capacity loading
is an indispensable supporting tool. We propose a scenario based approach
for resource loading under uncertainty that minimises the expected costs. The
approach uses an MILP to find a plan that has minimum expected costs over
all relevant scenarios. We propose an exact and a heuristic solution approach to
solve this MILP. A disadvantage of this approach is that the MILP may become
too large to solve in reasonable time. We therefore propose another approach
that uses an MILP with a sample of all scenarios. We use the same exact and
heuristic methods to solve this MILP.
Computational experiments show that, especially for instances with much
slack, solutions obtained with deterministic techniques for a expected scenario
can be improved with respect to their expected costs. We also show that for
large instances the heuristic outperforms the exact approach given a computation
time as a stopping criterion.
Item Type:Report
Management and Governance (SMG)
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Link to this item:http://purl.utwente.nl/publications/70240
Publisher URL:http://beta.ieis.tue.nl/node/1326
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