The Risk-Averse Static Stochastic Knapsack Problem

DOI10.1287/IJOC.2020.0972MaRDI QIDQ5085467zbMATH OpenOpenAlexFDO

Authors Yasemin Merzifonluoğlu, Joseph Geunes

Publication date 27 June 2022

Published in INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/ijoc.2020.0972

zbMATH Keywords

conditional value-at-risknormal distributionstochastic knapsack problem

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Recommendations

• The static stochastic knapsack problem with normally distributed item sizes
• scientific article; zbMATH DE number 5685026
• Static stochastic Knapsack problems
• A single-resource allocation problem with Poisson resource requirements
• scientific article; zbMATH DE number 1114460

Cites work

• A multiobjective metaheuristic for a mean-risk static stochastic knapsack problem
• A Preference Order Dynamic Program for a Knapsack Problem with Stochastic Rewards
• An adaptive stochastic knapsack problem
• An algorithm for maximizing target achievement in the stochastic knapsack problem with normal returns
• Approximating the stochastic Knapsack problem: the benefit of adaptivity
• Dual Stochastic Dominance and Related Mean-Risk Models
• Dynamic job assignment: a column generation approach with an application to surgery allocation
• Foundations of inventory management
• On two-stage stochastic knapsack problems
• Preference Order Stochastic Knapsack Problems: Methodological Issues
• The Dynamic and Stochastic Knapsack Problem with Deadlines
• The Dynamic and Stochastic Knapsack Problem with Random Sized Items
• The sample average approximation method for stochastic discrete optimization
• The static stochastic knapsack problem with normally distributed item sizes
• Upper bounds for the 0-1 stochastic knapsack problem and a B\&B algorithm

Cited in

(4)

• scientific article; zbMATH DE number 7059787 (Why is no real title available?)
• A deep reinforcement learning framework for solving two-stage stochastic programs
• Mixed-integer linear programming approximations for the stochastic knapsack
• A multiobjective metaheuristic for a mean-risk static stochastic knapsack problem

This page was built for publication: The Risk-Averse Static Stochastic Knapsack Problem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5085467)