Least Squares Approximation to the Distribution of Project Completion Times with Gaussian Uncertainty

DOI10.1287/opre.2016.1528zbMath1354.90088OpenAlexW2464025377MaRDI QIDQ2957465

Zhichao Zheng, Karthik Natarajan, Chung-Piaw Teo

Publication date: 26 January 2017

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://ink.library.smu.edu.sg/lkcsb_research/5126

zbMATH Keywords

project managementpersistencyStein's identitydistribution approximationstatistical timing analysis

Mathematics Subject Classification ID

Stochastic programming (90C15) Approximation methods and heuristics in mathematical programming (90C59)

Uses Software

• YALMIP
• AS 177

Cites Work

• Unnamed Item
• Unnamed Item
• Fundamentals of Stein's method
• On upper and lower bounds for the variance of a function of a random variable
• The \(d\)-variate vector Hermite polynomial of order \(k\)
• On the copositive representation of binary and continuous nonconvex quadratic programs
• A new approximation algorithm for obtaining the probability distribution function for project completion time
• On path correlation and PERT bias
• Persistence in discrete optimization under data uncertainty
• Approximation of the Stability Number of a Graph via Copositive Programming
• Scheduling Arrivals to a Stochastic Service Delivery System Using Copositive Cones
• Price of Correlations in Stochastic Optimization
• A “Joint+Marginal” Approach to Parametric Polynomial Optimization
• Mixed 0-1 Linear Programs Under Objective Uncertainty: A Completely Positive Representation
• Persistency Model and Its Applications in Choice Modeling
• TRACTABLE ROBUST EXPECTED UTILITY AND RISK MODELS FOR PORTFOLIO OPTIMIZATION
• Determining the K Most Critical Paths in PERT Networks
• Bounding the Project Completion Time Distribution in PERT Networks
• Approximating the Criticality Indices of the Activities in PERT Networks
• A Simple Approximation to the Completion Time Distribution for a PERT Network
• A Method for the Solution of the Distribution Problem of Stochastic Linear Programming
• On convex quadratic approximation
• Efficient Estimation of Arc Criticalities in Stochastic Activity Networks
• Multivariate normal approximations by Stein's method and size bias couplings
• Expected Critical Path Lengths in PERT Networks
• Choice Prediction With Semidefinite Optimization When Utilities are Correlated
• The Greatest of a Finite Set of Random Variables
• A Note on Asymptotic Joint Normality
• An Estimate of Expected Critical-Path Length in PERT Networks
• Optimal Transport
• On copositive programming and standard quadratic optimization problems