Single-machine scheduling with exponential processing times and general stochastic cost functions

Xiaoqiang Cai*, Xian Zhou

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

17 Citations (Scopus)

Abstract

We study a single-machine stochastic scheduling problem with n jobs in which each job has a random processing time and a general stochastic cost function which may include a random due date and weight. The processing times are exponentially distributed whereas the stochastic cost functions and the due dates may follow any distributions. The objective is to minimize the expected sum of the cost functions. We prove that a sequence in an order based on the product of the rate of processing time with the expected cost function is optimal and under certain conditions a sequence with the weighted shortest expected processing time first (WSEPT) structure is optimal. We show that this generalizes previous known results to more general situations. Examples of applications to practical problems are also discussed.

Original languageEnglish
Pages (from-to)317-332
Number of pages16
JournalJournal of Global Optimization
Volume31
Issue number2
DOIs
Publication statusPublished - Feb 2005
Externally publishedYes

Keywords

  • Due dates
  • Exponential processing times
  • Single machine
  • Stochastic cost functions
  • Stochastic scheduling

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