scholarly journals A discrete-time approximation technique for the time-cost trade-off in PERT networks

2007 ◽  
Vol 41 (1) ◽  
pp. 61-81 ◽  
Author(s):  
Amir Azaron ◽  
Masatoshi Sakawa ◽  
Reza Tavakkoli-Moghaddam ◽  
Nima Safaei
1998 ◽  
Vol 49 (11) ◽  
pp. 1153 ◽  
Author(s):  
E. Demeulemeester ◽  
B. De Reyck ◽  
B. Foubert ◽  
W. Herroelen ◽  
M. Vanhoucke

2007 ◽  
Vol 10 (4-5) ◽  
pp. 311-326 ◽  
Author(s):  
Mario Vanhoucke ◽  
Dieter Debels

2001 ◽  
Vol 47 (4) ◽  
pp. 2485-2495 ◽  
Author(s):  
Anna Gerardi ◽  
Paola Tardelli

1986 ◽  
Vol 18 (03) ◽  
pp. 724-746
Author(s):  
W. J. R. Eplett

The theory of allocation indices for defining the optimal policy in multi-armed bandit problems developed by Gittins is presented in the continuous-time case where the projects (or ‘arms’) are strong Markov processes. Complications peculiar to the continuous-time case are discussed. This motivates investigation of whether approximation of the continuous-time problems by discrete-time versions provides a valid technique with convergent allocation indices and optimal expected rewards. Conditions are presented under which the convergence holds.


2009 ◽  
Vol 164 (2-3) ◽  
pp. 490-496 ◽  
Author(s):  
G.L.L. Reniers ◽  
A. Audenaert ◽  
B.J.M. Ale ◽  
N. Pauwels ◽  
K. Soudan

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