Optimal project selection: Stochastic knapsack with finite time horizon

DOI10.1057/PALGRAVE.JORS.2600721MaRDI QIDQ3157368zbMATH OpenOpenAlexFDO

Authors

Publication date 13 January 2005

Published in The Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1057/palgrave.jors.2600721

zbMATH Keywords

project selectionstochastic dynamic programmingcapital budgetingon-line selection rule

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Dynamic programming (90C39) Stochastic programming (90C15)

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Cited in

(11)

• Distributionally robust scheduling of stochastic knapsack arrivals
• Greedy algorithm for the general multidimensional knapsack problem
• Product selection, machine time allocation, and scheduling decisions for manufacturing perishable products subject to a deadline
• An adaptive stochastic knapsack problem
• Managing underperformance risk in project portfolio selection
• Optimal selection of project portfolios using reinvestment strategy within a flexible time horizon
• Data-driven project portfolio selection: decision-dependent stochastic programming formulations with reliability and time to market requirements
• Optimal project portfolio selection with carryover constraint
• One approach to solving a discrete production planning problem with interval data
• Static stochastic Knapsack problems
• L-class enumeration algorithms for a discrete production planning problem with interval resource quantities

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