Resource Planning for Randomly Arriving Stochastic Jobs

This paper presents a method for planning resources across a finite time horizon when the demands on resources arrive in a Poisson fashion and are stochastic. The approach used is a chance-constrained programming model whose parameters are estimated using an Edgeworth approximation technique.

• 저널Management Science · 21(8) · 931–936
• 토픽Risk and Portfolio Optimization · Management Science and Operations Research
• DOI10.1287/mnsc.21.8.931
• 저자Norman R. Lyons