A Preference Order Dynamic Program for a Knapsack Problem with Stochastic Rewards
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Cited in
(21)- Theory and applications of generalized dynamic programming: An overview
- Some comments on preference order dynamic programming models
- Mean, variance and probabilistic criteria in finite Markov decision processes: A review
- Exact algorithms for the 0-1 time-bomb knapsack problem
- A column and constraint generation algorithm for the dynamic knapsack problem with stochastic item sizes
- Experiments with dynamic programming algorithms for nonseparable problems
- Product selection, machine time allocation, and scheduling decisions for manufacturing perishable products subject to a deadline
- The multi-Handler knapsack problem under uncertainty
- Semi-infinite relaxations for the dynamic knapsack problem with stochastic item sizes
- Interactive procedure for a multiobjective stochastic discrete dynamic problem
- Adaptivity in the stochastic blackjack knapsack problem
- Relaxation analysis for the dynamic knapsack problem with stochastic item sizes
- The Risk-Averse Static Stochastic Knapsack Problem
- Static stochastic Knapsack problems
- Stochastic models for budget optimization in search-based advertising
- Optimizing gas entry-exit capacity utilization under uncertainty
- Model-based algorithms for the 0-1 time-bomb knapsack problem
- The static stochastic knapsack problem with normally distributed item sizes
- A single-resource allocation problem with Poisson resource requirements
- Discrete dynamic programming with outcomes in random variable structures
- A multiobjective metaheuristic for a mean-risk static stochastic knapsack problem
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