Single-machine stochastic scheduling with dependent processing times

Abstract

A single machine is available to process a collection of stochastic jobs preemptively. Rewards are received at job completions. We seek policies for machine allocation which maximize the total reward. Application areas point to the need to study such models for resource allocation when job processing requirements are dependent. To this end, models are developed in which the nature of such dependence is derived from various notions of positive and negative dependence in common usage in reliability. Optimal policies for resource allocation of simple structure are obtained for a variety of such models.