Scheduling Markovian PERT networks to maximize the net present value

نویسندگان

  • Stefan Creemers
  • Roel Leus
  • Marc Lambrecht
چکیده

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

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عنوان ژورنال:
  • Oper. Res. Lett.

دوره 38  شماره 

صفحات  -

تاریخ انتشار 2010