Scheduling Markovian PERT networks to maximize the net present value

作者：Creemers Stefan; Leus Roel^*; Lambrecht Marc

来源：Operations Research Letters, 2010, 38(1): 51-56.

DOI：10.1016/j.orl.2009.10.006

• Project scheduling
• Net present value
• Stochastic activity durations
• Exponential distribution

We examine project scheduling with net present value objective and exponential activity durations, using a continuous-time Markov decision chain. On the basis of a judicious partitioning of the state space, we achieve a significant performance improvement as compared to the existing algorithms.

• 出版日期2010-1