Uncertainty conscious scheduling

Uncertainty Conscious Scheduling by Two-Stage Stochastic Optimization... 

The use of uncertainty conscious schedulers - schedulers which consider the uncertain parameters already at the scheduling stage - have the potential to lead to a significant increase in the profit compared to deterministic methods. However, the resulting optimization problems are usually of large scale and it is difficult to solve them within the short period of time available in a real-time environment. 

The vast majority of model based chemical batch scheduling approaches ignore the uncertainty by assuming the data to be certainly known. In contrast, uncertainty conscious scheduling approaches do not ignore the uncertainties. They can be classified according to two approaches [1,2] ... 

In the first part of this chapter (Section 9.2), we present an uncertainty conscious scheduling approach that combines reactive scheduling and stochastic scheduling by using a moving horizon scheme with an uncertainty conscious model. In this approach, it is assumed that decisions are made sequentially and that the effect of the revealed uncertainties can be partially compensated by later decisions. The sequence of decisions and observations is modeled by a sequence of two-stage stochastic programs. 

An uncertainty conscious scheduling approach for real-time scheduling was presented in this chapter. The approach is based on a moving horizon scheme where in each time period a two-stage stochastic program is solved. For the investigated example it was found that the stochastic scheduler improved the objective on average by 10% compared to a deterministic scheduler. 

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