Optimal project selection: Stochastic knapsack with finite time horizon

DOI10.1057/palgrave.jors.2600721zbMath1054.90569OpenAlexW2066637620MaRDI QIDQ3157368

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Publication date: 13 January 2005

Published in: 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

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

Related Items (8)

An adaptive stochastic knapsack problem ⋮ Managing Underperformance Risk in Project Portfolio Selection ⋮ Data-driven project portfolio selection: decision-dependent stochastic programming formulations with reliability and time to market requirements ⋮ STATIC STOCHASTIC KNAPSACK PROBLEMS ⋮ Product selection, machine time allocation, and scheduling decisions for manufacturing perishable products subject to a deadline ⋮ \(L\)-class enumeration algorithms for a discrete production planning problem with interval resource quantities ⋮ Greedy algorithm for the general multidimensional knapsack problem ⋮ One approach to solving a discrete production planning problem with interval data

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