When aiming on improving efficiency and reducing cost in manufacturing environments, production scheduling can play an important role. Although a common workshop is full of uncertainties, when using mathematical programs researchers have mainly focused on deterministic problems. After briefly reviewing and discussing popular modeling approaches in the field of stochastic programming, this paper proposes a new approach based on utility theory for a certain range of problems and under some practical assumptions. Expected utility programming, as the proposed approach, will be compared with the other well-known methods and its meaningfulness and usefulness will be illustrated via a numerical examples and a real case.