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Minimization of expected variance of completion times on single machine for stochastic jobs

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  • V. Rajendra Prasad
  • D. K. Manna

Abstract

This article deals with the problem of scheduling jobs with random processing times on single machine in order to minimize the expected variance of job completion times. Sufficient conditions for the existence of V‐shaped optimal sequences are derived separately for general and ordered job processing times. It is shown that when coefficient of variation of random processing times are bounded by a certain value, an optimal sequence is V‐shaped. © 1997 John Wiley & Sons, Inc.

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  • V. Rajendra Prasad & D. K. Manna, 1997. "Minimization of expected variance of completion times on single machine for stochastic jobs," Naval Research Logistics (NRL), John Wiley & Sons, vol. 44(1), pages 97-108, February.
    • Handle: RePEc:wly:navres:v:44:y:1997:i:1:p:97-108
    DOI: 10.1002/(SICI)1520-6750(199702)44:13.0.CO;2-H
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    References listed on IDEAS

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    1. S. Chakravarthy, 1986. "A single‐machine scheduling problem with random processing times," Naval Research Logistics Quarterly, John Wiley & Sons, vol. 33(3), pages 391-397, August.
    2. Alan G. Merten & Mervin E. Muller, 1972. "Variance Minimization in Single Machine Sequencing Problems," Management Science, INFORMS, vol. 18(9), pages 518-528, May.
    3. Vina Vani & M. Raghavachari, 1987. "Deterministic and Random Single Machine Sequencing with Variance Minimization," Operations Research, INFORMS, vol. 35(1), pages 111-120, February.
    4. Samuel Eilon & I. G. Chowdhury, 1977. "Minimising Waiting Time Variance in the Single Machine Problem," Management Science, INFORMS, vol. 23(6), pages 567-575, February.
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