Wiesemann, Wolfram; Kuhn, Daniel; Rustem, Berç - In: European Journal of Operational Research 202 (2010) 2, pp. 356-367
We address the maximization of a project's expected net present value when the activity durations and cash flows are described by a discrete set of alternative scenarios with associated occurrence probabilities. In this setting, the choice of scenario-independent activity start times frequently...