An optimization model for stochastic project networks with cash flows

DOI10.1007/S10287-006-0018-8MaRDI QIDQ867428zbMATHOpenAlexFDO

Authors Stefano Benati

Publication date 15 February 2007

Published in Computational Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10287-006-0018-8

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Deterministic scheduling theory in operations research (90B35) Stochastic programming (90C15) Stochastic network models in operations research (90B15)

Recommendations

• Scheduling projects with stochastic activity duration to maximize expected net present value
• Scheduling projects to maximize net present value -- the case of time-dependent, contingent cash flows
• Scheduling project activities to maximize the net present value the case of linear time-dependent cash flows
• Scheduling Markovian PERT networks to maximize the net present value
• Project network models with discounted cash flows a guided tour through recent developments

Cites work

• scientific article; zbMATH DE number 663895 (Why is no real title available?)
• Activity Delay in Stochastic Project Networks
• Bounding Distributions for a Stochastic Acyclic Network
• Bounding the Project Completion Time Distribution in PERT Networks
• Computational experience with an optimal procedure for the scheduling of activities to maximize the net present value of projects
• Computing the probability distribution of project duration in a PERT network
• Critical Path Analyses Via Chance Constrained and Stochastic Programming
• Expected Critical Path Lengths in PERT Networks
• On the Expected Duration of PERT Type Networks
• Project network models with discounted cash flows a guided tour through recent developments
• Resource-constrained project scheduling: Notation, classification, models, and methods
• Scheduling a Project to Maximize Its Present Value: A Zero-One Programming Approach
• Scheduling a project to maximize its net present value: An integer programming approach
• Stochastic Network Programming for Financial Planning Problems
• Technical Note—Expected Completion Time in Pert Networks
• The payment scheduling problem
• The scheduling of activities to maximize the net present value of projects

Cited in

(10)

• scientific article; zbMATH DE number 3876907 (Why is no real title available?)
• Maximizing the net present value of a project under uncertainty: activity delays and dynamic policies
• Scheduling multi-mode projects under uncertainty to optimize cash flows: a Monte Carlo ant colony system approach
• Maximizing the net present value of a project under uncertainty
• Maximizing the expected net present value in a project with uncertain cash flows
• Stochastic project networks. Temporal analysis, scheduling and cost minimization
• Stochastic network optimization models for investment planning
• Maximizing the expected net present value of a project with phase-type distributed activity durations: an efficient globally optimal solution procedure
• Project planning with alternative technologies in uncertain environments
• Scheduling projects with stochastic activity duration to maximize expected net present value

This page was built for publication: An optimization model for stochastic project networks with cash flows

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q867428)