Sequencing jobs on a single machine with a common due date and stochastic processing times

This paper presents a procedure for sequencing jobs on a single machine with jobs having a common due date and stochastic processing times. The performance measure to be optimized is the expected incompletion cost. Job processing times are normally distributed random variables, and the variances of the processing times are proportional to their means. The optimal sequences are shown to have a W- or V-shape. Based on this property computationally attractive solution methods are presented.