An optimization model for stochastic project networks with cash flows

DOI10.1007/S10287-006-0018-8zbMATH Open1136.90009OpenAlexW2089299992MaRDI QIDQ867428FDOQ867428

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

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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)

Cites Work

• Title not available (Why is that?)
• Resource-constrained project scheduling: Notation, classification, models, and methods
• Bounding the Project Completion Time Distribution in PERT Networks
• Stochastic Network Programming for Financial Planning Problems
• Expected Critical Path Lengths in PERT Networks
• Bounding Distributions for a Stochastic Acyclic Network
• Project network models with discounted cash flows a guided tour through recent developments
• Scheduling a project to maximize its net present value: An integer programming approach
• Critical Path Analyses Via Chance Constrained and Stochastic Programming
• On the Expected Duration of PERT Type Networks
• Activity Delay in Stochastic Project Networks
• Scheduling a Project to Maximize Its Present Value: A Zero-One Programming Approach
• The payment scheduling problem
• The scheduling of activities to maximize the net present value of projects
• Computing the probability distribution of project duration in a PERT network
• Technical Note—Expected Completion Time in Pert Networks
• Computational experience with an optimal procedure for the scheduling of activities to maximize the net present value of projects

Cited In (10)

• Project planning with alternative technologies in uncertain environments
• Maximizing the net present value of a project under uncertainty: activity delays and dynamic policies
• Maximizing the expected net present value in a project with uncertain cash flows
• 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
• Scheduling projects with stochastic activity duration to maximize expected net present value
• Maximizing the net present value of a project under uncertainty
• Stochastic project networks. Temporal analysis, scheduling and cost minimization
• Title not available (Why is that?)
• Scheduling multi-mode projects under uncertainty to optimize cash flows: a Monte Carlo ant colony system approach

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