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

作者：

Highlights：

• An MDP model is established to formulate the problem studied in this paper.

• A new rollout-based ADP algorithm is developed to obtain closed-loop solutions.

• Rollout algorithm performs better than the base heuristics significantly.

• The rollout algorithm is further verified by solving deterministic problems.

摘要

•An MDP model is established to formulate the problem studied in this paper.•A new rollout-based ADP algorithm is developed to obtain closed-loop solutions.•Rollout algorithm performs better than the base heuristics significantly.•The rollout algorithm is further verified by solving deterministic problems.

论文关键词：Decentralized multi-project scheduling,Resource transfers,Uncertain activity durations,Approximate dynamic programming,Rollout algorithm

论文评审过程：Received 10 March 2021, Revised 28 May 2021, Accepted 9 July 2021, Available online 24 July 2021, Version of Record 29 July 2021.

论文官网地址：https://doi.org/10.1016/j.eswa.2021.115593