Stochastic Sequencing on One Machine with Earliness and Tardiness Penalties

In this paper the objective is to find a job sequence that minimizes, stochastically or in expectation, the sum of the total weighted job earliness and the total weighted job tardiness on one machine, when the job processing times are independent and identically distributed random variables. We first derive results for the case in which the jobs share a common, random due date. We then obtain results when the job due dates are distinct, independent random variables.