| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1143359 | Operations Research Letters | 2010 | 6 Pages |
Abstract
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Discrete Mathematics and Combinatorics
Authors
Stefan Creemers, Roel Leus, Marc Lambrecht,