The static stochastic knapsack problem with normally distributed item sizes
DOI10.1007/S10107-011-0443-5zbMATH Open1254.90143OpenAlexW2045043199MaRDI QIDQ715062FDOQ715062
Authors: Yasemin Merzifonluoğlu, Joseph Geunes, H. Edwin Romeijn
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
Recommendations
branch-and-bound algorithmrandom capacitystochastic knapsack problemefficient heuristic solution methodexpected net profit
Nonconvex programming, global optimization (90C26) Combinatorial optimization (90C27) Nonlinear programming (90C30) Stochastic programming (90C15) Mixed integer programming (90C11)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- The sample average approximation method for stochastic discrete optimization
- The Dynamic and Stochastic Knapsack Problem with Deadlines
- Allocating Bandwidth for Bursty Connections
- Stochastic binary problems with simple penalties for capacity constraints violations
- The Dynamic and Stochastic Knapsack Problem with Random Sized Items
- Upper bounds for the 0-1 stochastic knapsack problem and a B\&B algorithm
- An algorithm for maximizing target achievement in the stochastic knapsack problem with normal returns
- A Preference Order Dynamic Program for a Knapsack Problem with Stochastic Rewards
- Preference Order Stochastic Knapsack Problems: Methodological Issues
- Target market selection and marketing effort under uncertainty: the selective newsvendor
- The inverse newsvendor problem: choosing an optimal demand portfolio for capacitated resources
- A single-resource allocation problem with Poisson resource requirements
- Stochastic linear knapsack programming problem and its application to a portfolio selection problem
Cited In (24)
- The Dynamic and Stochastic Knapsack Problem with Random Sized Items
- The multi-Handler knapsack problem under uncertainty
- Logarithmic regret in the dynamic and stochastic knapsack problem with equal rewards
- The Risk-Averse Static Stochastic Knapsack Problem
- A single-resource allocation problem with Poisson resource requirements
- Title not available (Why is that?)
- Integrated demand and procurement portfolio management with spot market volatility and option contracts
- Scheduling jobs with normally distributed processing times on parallel machines
- Robust optimization approach for a chance-constrained binary knapsack problem
- An adaptive stochastic knapsack problem
- A column and constraint generation algorithm for the dynamic knapsack problem with stochastic item sizes
- Dynamic job assignment: a column generation approach with an application to surgery allocation
- An algorithm for maximizing target achievement in the stochastic knapsack problem with normal returns
- Exact algorithms for the 0-1 time-bomb knapsack problem
- Upper bounds for the 0-1 stochastic knapsack problem and a B\&B algorithm
- A shortest-path-based approach for the stochastic knapsack problem with non-decreasing expected overfilling costs
- Static stochastic Knapsack problems
- Stochastic binary problems with simple penalties for capacity constraints violations
- Heuristic policies for stochastic knapsack problem with time-varying random demand
- Approximability of the two-stage stochastic knapsack problem with discretely distributed weights
- Balancing the profit and capacity under uncertainties: a target‐based distributionally robust knapsack problem
- The dynamic and stochastic knapsack problem
- Semi-infinite relaxations for the dynamic knapsack problem with stochastic item sizes
- Relaxation analysis for the dynamic knapsack problem with stochastic item sizes
This page was built for publication: The static stochastic knapsack problem with normally distributed item sizes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q715062)