Portfolio selection and scheduling on a single machine environment.
Claude YugmaLionel DupontChristophe RapinePublished in: SMC (2) (2002)
Keyphrases
- single machine
- scheduling problem
- portfolio selection
- minimize total
- release dates
- release times
- maximum lateness
- scheduling jobs
- weighted tardiness
- processing times
- sequence dependent setup times
- rolling horizon
- earliness tardiness
- total weighted tardiness
- setup times
- deteriorating jobs
- identical machines
- production scheduling
- parallel machines
- flowshop
- single machine scheduling problem
- dynamic programming
- precedence constraints
- tabu search
- job shop
- multiple objectives
- weighted number of tardy jobs
- completion times
- competitive ratio
- robust optimization
- financial markets
- job shop scheduling problem
- resource consumption
- lot sizing
- convergence rate
- lower bound
- shortest processing time