Maximizing the expected net present value in a project with uncertain cash flows

DOI10.1016/j.ejor.2021.01.039zbMath1487.90314MaRDI QIDQ2239980

Yanyan Li

Publication date: 5 November 2021

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2021.01.039

zbMATH Keywords

stochastic programming; project scheduling; net present value; Benders decomposition

Mathematics Subject Classification ID

90C15: Stochastic programming

90B35: Deterministic scheduling theory in operations research

90B36: Stochastic scheduling theory in operations research

Uses Software

• RanGen