Stochastic Single Machine JIT Scheduling with Geometric Processing Times and Due Dates

In this paper, we investigate a static stochastic single machine JIT scheduling problem in which the jobs’ processing times are stochastically independent and follow geometric distributions whose mean is provided, due dates are geometrically distributed with a common mean, and both the unit penalty of earliness/tardiness and the fixed penalty of earliness/tardiness are deterministic and different. The objective is to minimize the expected total penalties for quadratic earliness, quadratic tardiness, and early and tardy jobs. We prove that the optimal schedule to minimize this problem is V-shaped with respect to the ratio of mean processing time to unit tardiness penalty under the specific condition. Also, we show a special case and two theorems related to this JIT scheduling problem under specific situations where the optimal solutions exist. Finally, based on the V-shaped characteristic, a dynamic programming algorithm is designed to achieve an optimal V-shaped schedule in pseudopolynomial time.