An adaptive stochastic knapsack problem
From MaRDI portal
Publication:297367
DOI10.1016/j.ejor.2014.06.027zbMath1339.90277MaRDI QIDQ297367
Publication date: 27 June 2016
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2014.06.027
90C15: Stochastic programming
90C59: Approximation methods and heuristics in mathematical programming
90C27: Combinatorial optimization
90C39: Dynamic programming
90C40: Markov and semi-Markov decision processes
Related Items
Unnamed Item, High generalization performance structured self-attention model for knapsack problem, The Risk-Averse Static Stochastic Knapsack Problem, Turnpikes in Finite Markov Decision Processes and Random Walk, Column generation strategies and decomposition approaches for the two-stage stochastic multiple knapsack problem, Lower bounds on the adaptivity gaps in variants of the stochastic knapsack problem
Uses Software
Cites Work
- Unnamed Item
- On two-stage stochastic knapsack problems
- The static stochastic knapsack problem with normally distributed item sizes
- Upper bounds for the 0-1 stochastic knapsack problem and a B\&B algorithm
- The asymptotic value-to-capacity ratio for the multi-class stochastic knapsack problem
- Random knapsacks with many constraints
- New trends in exact algorithms for the \(0-1\) knapsack problem
- The Dynamic and Stochastic Knapsack Problem
- TECHNICAL NOTE—The Adaptive Knapsack Problem with Stochastic Rewards
- Optimal project selection: Stochastic knapsack with finite time horizon
- The Stochastic Knapsack Revisited: Switch-Over Policies and Dynamic Pricing
- The Dynamic and Stochastic Knapsack Problem with Random Sized Items
- The stochastic knapsack problem
- A Renewal Decision Problem
- Note—On “A Renewal Decision Problem”
- Finite Horizon Stochastic Knapsacks with Applications to Yield Management