The following scheduling problem is considered. There are two railway stations with double track. In each station there exists a variety of orders. Each order is a wagon with it’s release date, value(weight) and due date. Wagons are delivered by train. All trains consist of the same number of wagons and overcome the distance between stations in the same amount of time. Dynamical programming algorithm constructing the optimal schedule in compliance with criterion of minimal maximum weighted lateness in O(n6) operations.