Optimal ordering rule for a stochastic sequencing model

In this note, necessary and sufficient conditions are derived for the optimality of a sequencing rule for a class of stochastic sequential models. The optimal sequential rule generalizes the deterministic results, given in Refs. 1–2, for situations when some of the parameters of the problem are random variables. Two cases are given to demonstrate the usefulness of the results.The author would like to acknowledge the support provided by King Fahd University of Petroleum and Minerals, Dhahran, Saudi Arabia, during his sabbatical leave. Also, the Industrial and Operations Engineering Department, University of Michigan, is acknowledged for hosting the author.