Authors:
            
                    Alireza Etminaniesfahani
                    
                        
                                1
                            
                    
                    ; 
                
                    Hanyu Gu
                    
                        
                                1
                            
                    
                    ; 
                
                    Leila Naeni
                    
                        
                                2
                            
                    
                     and
                
                    Amir Salehipour
                    
                        
                                3
                            
                    
                    
                
        
        
            Affiliations:
            
                    
                        
                                1
                            
                    
                    School of Mathematical and Physical Sciences, University of Technology Sydney, Sydney, Australia
                
                    ; 
                
                    
                        
                                2
                            
                    
                    School of the Built Environment, University of Technology Sydney, Sydney, Australia
                
                    ; 
                
                    
                        
                                3
                            
                    
                    The University of Sydney Business School, The University of Sydney, Sydney, Australia
                
        
        
        
        
        
             Keyword(s):
            Approximate Dynamic Programming, RCPSP, Priority Rule, Uncertainty.
        
        
            
                
                
            
        
        
            
                Abstract: 
                The resource-constrained project scheduling problems (RCPSP) with uncertainties have been widely studied. The existing approaches focus on open-loop task scheduling, and only a few research studies develop a dynamic and adaptive closed-loop policy as it is regarded as computationally time-consuming. In this paper, an approximate dynamic programming (ADP) approach is developed to solve the RCPSPs with stochastic task duration (SRCPSP). The solution from a deterministic average project is utilised to reduce the computational burden associated with the roll-out policy, and a parameter is introduced in the roll-out policy to control the search strength. We test the proposed approach on 960 benchmark instances from the well-known library PSPLIB with 30 and 60 tasks and compare the results with the state-of-the-art algorithms for solving the SRCPSPs. The results show that our average-project-based ADP (A-ADP) approach provides competitive solutions in a short computational time. The invest
                igation of the characteristics of the instances also discloses that when resources are tight, it is more important to intensify the search in the roll-out policy.
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