Decomposition techniques for a loosely-coupled resource allocation problem

We are interested by contributing to stochastic problems of which the main distinction is that some tasks may create other tasks. In particular we present a first approach which represent the problem by an acyclic graph, and solves each node in a certain order so as to produce an optimal solution. Then, we detail a second algorithm, which solves each task separately, using the first approach, and where an on-line heuristic computes the global actions to execute when the state of a task changes.