Bounds on optimal values in stochastic scheduling

Bounds on optimal values in stochastic scheduling

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Article ID: iaor2000834
Country: Netherlands
Volume: 21
Issue: 3
Start Page Number: 107
End Page Number: 114
Publication Date: Oct 1997
Journal: Operations Research Letters
Authors: ,
Keywords: stochastic processes
Abstract:

Consistent stochastic orders of processing times and objective functions yield optimal policies in many stochastic scheduling problems. When these orders fail to hold, however, finding optimal values may be difficult. In this paper, we show how to bind these values in general situations including problems with unreliable machines and tardiness-based objectives.

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