马尔可夫链
计算机科学
路径(计算)
数学优化
状态空间
发电机(电路理论)
马尔可夫过程
关键路径法
国家(计算机科学)
简单(哲学)
马尔可夫模型
连续时间马尔可夫链
数学
算法
变阶马尔可夫模型
功率(物理)
工程类
机器学习
计算机网络
统计
哲学
物理
认识论
系统工程
量子力学
作者
Vidyadhar G. Kulkarni,Veena Adlakha
出处
期刊:Operations Research
[Institute for Operations Research and the Management Sciences]
日期:1986-10-01
卷期号:34 (5): 769-781
被引量:192
标识
DOI:10.1287/opre.34.5.769
摘要
This paper investigates pert networks with independent and exponentially distributed activity durations. We model such networks as finite-state, absorbing, continuous-time Markov chains with upper triangular generator matrices. The state space is related to the network structure. We present simple and computationally stable algorithms to evaluate the usual performance criteria: the distribution and moments of project completion time, the probability that a given path is critical, and other related performance measures. In addition, we algorithmically analyze conditional performance measures—for example, project completion time, given a critical path—and present computational results. We then study extensions both to resource-constrained pert networks and to a special class of nonexponential pert networks.
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