A simulation solution to the PERT problem. (English) Zbl 0718.90028

Sculli, D.

IMA J. Math. Appl. Bus. Ind. 2, No. 3, 255-265 (1990).

Summary: The completion times of a set of paths through a PERT network are expressed in terms of the multivariate normal distribution. The inverse transformation of the multivariate normal distribution to the multivariate independent normal distribution is then used to obtain a random sample of the completion times for the set of paths. Additional paths are introduced progressively until their contribution becomes insignificant. Economy, in terms of computational load, is achieved by the need to generate the completion times of entire paths only, and by the use of simulation variance reduction techniques.

MSC:

90B15	Stochastic network models in operations research
90B35	Deterministic scheduling theory in operations research
65C20	Probabilistic models, generic numerical methods in probability and statistics

Keywords:

completion times of a set of paths; PERT network; multivariate normal distribution; inverse transformation; simulation variance reduction techniques