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Variance Minimization in Single Machine Sequencing Problems

Author

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  • Alan G. Merten

    (Department of Industrial Engineering, University of Michigan)

  • Mervin E. Muller

    (International Bank for Reconstruction and Development)

Abstract

The variance of flow-time and variance of waiting-time performance measures are analyzed for the single machine sequencing problem. These measures are compared and contrasted to the performance measures of mean flow-time and mean waiting-time. In particular, while the two mean performance measures attain their minimums at the same job sequence, it is shown that the sequence that minimizes the variance of flow-time is antithetical to the sequence that minimizes the variance of waiting-time. However, the minimum values of the two variance measures are equal. Relationships are also derived for the special problems where either all the job processing-times are equal or all the job weights are equal.

Suggested Citation

  • Alan G. Merten & Mervin E. Muller, 1972. "Variance Minimization in Single Machine Sequencing Problems," Management Science, INFORMS, vol. 18(9), pages 518-528, May.
    • Handle: RePEc:inm:ormnsc:v:18:y:1972:i:9:p:518-528
    DOI: 10.1287/mnsc.18.9.518
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