The static stochastic knapsack problem with normally distributed item sizes
From MaRDI portal
Publication:715062
DOI10.1007/s10107-011-0443-5zbMath1254.90143MaRDI QIDQ715062
H. Edwin Romeijn, Yasemin Merzifonluoğlu, Joseph Geunes
Publication date: 15 October 2012
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-011-0443-5
branch-and-bound algorithm; random capacity; stochastic knapsack problem; efficient heuristic solution method; expected net profit
90C11: Mixed integer programming
90C26: Nonconvex programming, global optimization
90C30: Nonlinear programming
90C15: Stochastic programming
90C27: Combinatorial optimization
Related Items
Relaxation Analysis for the Dynamic Knapsack Problem with Stochastic Item Sizes, Logarithmic Regret in the Dynamic and Stochastic Knapsack Problem with Equal Rewards, STATIC STOCHASTIC KNAPSACK PROBLEMS, Robust optimization approach for a chance-constrained binary knapsack problem, An adaptive stochastic knapsack problem, A shortest-path-based approach for the stochastic knapsack problem with non-decreasing expected overfilling costs, Integrated demand and procurement portfolio management with spot market volatility and option contracts, Dynamic job assignment: a column generation approach with an application to surgery allocation, Approximability of the two-stage stochastic knapsack problem with discretely distributed weights, The multi-Handler knapsack problem under uncertainty, Semi-Infinite Relaxations for the Dynamic Knapsack Problem with Stochastic Item Sizes
Cites Work
- Unnamed Item
- Unnamed Item
- A single-resource allocation problem with Poisson resource requirements
- Upper bounds for the 0-1 stochastic knapsack problem and a B\&B algorithm
- Stochastic linear knapsack programming problem and its application to a portfolio selection problem
- Stochastic binary problems with simple penalties for capacity constraints violations
- Target market selection and marketing effort under uncertainty: the selective newsvendor
- The Sample Average Approximation Method for Stochastic Discrete Optimization
- A Preference Order Dynamic Program for a Knapsack Problem with Stochastic Rewards
- The Inverse Newsvendor Problem: Choosing an Optimal Demand Portfolio for Capacitated Resources
- The Dynamic and Stochastic Knapsack Problem with Random Sized Items
- Preference Order Stochastic Knapsack Problems: Methodological Issues
- An algorithm for maximizing target achievement in the stochastic knapsack problem with normal returns
- The Dynamic and Stochastic Knapsack Problem with Deadlines
- Allocating Bandwidth for Bursty Connections