A multiobjective metaheuristic for a mean-risk static stochastic knapsack problem
From MaRDI portal
Recommendations
- The Risk-Averse Static Stochastic Knapsack Problem
- scientific article; zbMATH DE number 1488081
- Stochastic Algorithms: Foundations and Applications
- On the computational efficiency of multiple objective metaheuristics. The knapsack problem case study
- Approximating the solution of a dynamic, stochastic multiple knapsack problem
- Approximating multiobjective knapsack problems
- scientific article; zbMATH DE number 1830735
- A multiobjective metaheuristic for a mean-risk multistage capacity investment problem
- An approximate dynamic programming approach to solving a dynamic, stochastic multiple knapsack problem
Cites work
- scientific article; zbMATH DE number 44282 (Why is no real title available?)
- scientific article; zbMATH DE number 1114460 (Why is no real title available?)
- scientific article; zbMATH DE number 1975083 (Why is no real title available?)
- A Preference Order Dynamic Program for a Knapsack Problem with Stochastic Rewards
- A hybrid heuristic approach to discrete multi-objective optimization of credit portfolios
- A scatter search method for bi-criteria \(\{0,1\}\)-knapsack problems
- A simulated annealing algorithm with constant temperature for discrete stochastic optimization
- A survey and annotated bibliography of multiobjective combinatorial optimization
- An MCDM approach to portfolio optimization.
- An algorithm for maximizing target achievement in the stochastic knapsack problem with normal returns
- An efficient preprocessing procedure for the multidimensional 0-1 knapsack problem
- An efficient tabu search approach for the 0-1 multidimensional knapsack problem
- An improved simulated annealing simulation optimization method for discrete parameter stochastic systems
- An interactive evolutionary metaheuristic for multiobjective combinatorial optimization
- An interactive heuristic method for multi-objective combinatorial optimization
- Binary knapsack problems with random budgets
- Coherent measures of risk
- Conditional value-at-risk in stochastic programs with mixed-integer recourse
- Convexity and decomposition of mean-risk stochastic programs
- Deviation measures in linear two-stage stochastic programming
- Dual Stochastic Dominance and Related Mean-Risk Models
- From stochastic dominance to mean-risk models: Semideviations as risk measures
- Heuristics for cardinality constrained portfolio optimization
- Multi-objective meta-heuristics: An overview of the current state-of-the-art
- Multiple criteria decision making combined with finance: a categorized bibliographic study.
- On a Class of Minimax Stochastic Programs
- On deviation measures in stochastic integer programming
- On robust optimization of two-stage systems
- Optimization of Convex Risk Functions
- Pareto simulated annealing—a metaheuristic technique for multiple‐objective combinatorial optimization
- Polyhedral Risk Measures in Stochastic Programming
- Preference Order Stochastic Knapsack Problems: Methodological Issues
- Progressive hedging as a meta-heuristic applied to stochastic lot-sizing
- Scenarios and Policy Aggregation in Optimization Under Uncertainty
- Selecting portfolios with fixed costs and minimum transaction lots
- Simulated annealing for complex portfolio selection problems.
- Simulation-based optimization using simulated annealing with ranking and selection
- Some comments on preference order dynamic programming models
- Stochastic Algorithms: Foundations and Applications
- Stochastic programming with integer variables
- Tabu search based procedure for solving the 0-1 multiobjective knapsack problem: The two objectives case
- Tabu search when noise is present: An illustration in the context of cause and effect analysis
- Taby search for multiobjective combinatorial optimization: TAMOCO
- The multidimensional 0-1 knapsack problem: an overview.
- The sample average approximation method for stochastic discrete optimization
Cited in
(7)- Recent trends in metaheuristics for stochastic combinatorial optimization
- The Risk-Averse Static Stochastic Knapsack Problem
- Integrated demand and procurement portfolio management with spot market volatility and option contracts
- On two-stage stochastic knapsack problems
- Upper bounds for the 0-1 stochastic knapsack problem and a B\&B algorithm
- A multiobjective metaheuristic for a mean-risk multistage capacity investment problem
- Stage- and scenario-wise Fenchel decomposition for stochastic mixed 0-1 programs with special structure
This page was built for publication: A multiobjective metaheuristic for a mean-risk static stochastic knapsack problem
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q989843)
