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A scheduling policy strongly influences the performance of a manufacturing system. However, the design of an effective scheduling policy is complicated and time-consuming due to the complexity of each scheduling decision as well as the interactions among these decisions. This paper develops four new multi-objective genetic programming based hyper-heuristic (MO-GPHH) methods for automatic design of scheduling policies including dispatching rules and due-date assignment rules in job shop environments. Besides using three existing search strategies NSGA-II, SPEA2 and HaD-MOEA to develop new MO-GPHH methods, a new approach called Diversified Multi-Objective Cooperative Coevolution (DMOCC) is also proposed. The novelty of these MO-GPHH methods is that they are able to handle multiple scheduling decisions simultaneously. The experimental results show that the evolved Pareto fronts represent effective scheduling policies that can dominate scheduling policies from combinations of existing dispatching rules with dynamic/regression-based duedate assignment rules. The evolved scheduling policies also show dominating performance on unseen simulation scenarios with different shop settings. In addition, the uniformity of the scheduling policies obtained from the proposed method of DMOCC is better than those evolved by other evolutionary approaches.