Semi-infinite relaxations for the dynamic knapsack problem with stochastic item sizes
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Publication:2817835
DOI10.1137/15M1036233zbMATH Open1346.90606OpenAlexW2508968471MaRDI QIDQ2817835FDOQ2817835
Authors: Daniel Blado, Weihong Hu, Alejandro Toriello 
Publication date: 2 September 2016
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/15m1036233
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Combinatorial optimization (90C27) Dynamic programming (90C39) Integer programming (90C10) Semi-infinite programming (90C34)
Cites Work
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- Stochastic linear knapsack programming problem and its application to a portfolio selection problem
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Cited In (12)
- Dynamic node packing
- Logarithmic regret in the dynamic and stochastic knapsack problem with equal rewards
- Network-based approximate linear programming for discrete optimization
- Approximations to stochastic dynamic programs via information relaxation duality
- Adaptive Bin Packing with Overflow
- A column and constraint generation algorithm for the dynamic knapsack problem with stochastic item sizes
- Stochastic knapsack revisited: the service level perspective
- Recent contributions to linear semi-infinite optimization
- Recent contributions to linear semi-infinite optimization: an update
- Relaxation analysis for the dynamic knapsack problem with stochastic item sizes
- Title not available (Why is that?)
- Generalized Restless Bandits and the Knapsack Problem for Perishable Inventories
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