Expectation and chance-constrained models and algorithms for insuring critical paths

Management Science

Volumn 56, Issue 10, 2010, Pages 1794-1814

  Shen, Siqian ^a   Smith, J Cole ^a   Ahmed, Shabbir ^b  

^a J Crayton Pruitt Family Department of Biomedical Engineering   (United States)

^b Georgia Institute of Technology   (United States)

Author keywords

Chance constrained programming; Integer programming; Project management; Reformulation linearization technique; Sample average approximation

Indexed keywords

BENDERS DECOMPOSITION; CHANCE-CONSTRAINED; CHANCE-CONSTRAINED MODEL; CHANCE-CONSTRAINED PROGRAMMING; COMPLETION TIME; CRITICAL PATHS; DECISION MAKERS; DECOMPOSITION STRATEGY; DEPENDENT TASKS; NONCONVEX; PENALTY FUNCTION; PROJECT COMPLETION; REFORMULATION-LINEARIZATION TECHNIQUE; SAMPLE AVERAGE APPROXIMATION; SCENARIO GENERATION; SEMI-CONTINUOUS; STOCHASTIC OPTIMIZATION PROBLEMS; TRADE OFF; TWO STAGE;

COMPUTER PROGRAMMING; DYNAMIC PROGRAMMING; GLOBAL OPTIMIZATION; INTEGER PROGRAMMING; LINEARIZATION; PROJECT MANAGEMENT;

PROBLEM SOLVING;

EID: 77958059429     PISSN: 00251909     EISSN: 15265501     Source Type: Journal    
DOI: 10.1287/mnsc.1100.1208     Document Type: Article

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