The role of the nonanticipativity constraint in commercial software for stochastic project scheduling

Recently announced commercial project scheduling products address the stochastic project scheduling problem. Their solution methods do not consider the nonanticipativity constraint and thus provide potentially unattainable solutions to stochastic resource constrained project scheduling problems. The nonanticipativity constraint of multiperiod stochastic problems imposes the requirement that solutions be based only on information known at the time of decisions. Users should use the results from these programs with extreme care.