A Stochastic Knapsack Problem with Continuous Random Capacity
نویسندگان
چکیده
منابع مشابه
On a Stochastic Knapsack Problem
The deterministic knapsack problem is a well known and well studied NP-hard combinatorial optimization problem. It consists in filling a knapsack with items out of a given set such that the weight capacity of the knapsack is respected and the total reward maximized. For a review of references on the stochastic knapsack problem, stochastic gradient algorithms and branch-and-bound methods see [4]...
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Given a set of items with associated deterministic weights and random rewards, the Adaptive Stochastic Knapsack Problem (Adaptive SKP) maximizes the probability of reaching a predetermined target reward level when items are inserted sequentially into a capacitated knapsack before the reward of each item is realized. This model arises in resource allocation problems which permit or require seque...
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This paper considers a distributionally robust version of a quadratic knapsack problem. In this model, a subsets of items is selected to maximizes the total profit while requiring that a set of knapsack constraints be satisfied with high probability. In contrast to the stochastic programming version of this problem, we assume that only part of information on random data is known, i.e., the firs...
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When transportation plans are developed, problem parameters are often not known with certainty. In addition, the parameters may vary throughout the time period during which the plan is implemented. Thus, improvements can often be made in the quality of such plans by accounting for this variability. However, incorporating stochasticity into problems that are already large-scale and difficult to ...
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ژورنال
عنوان ژورنال: Journal of Mathematics and Statistics
سال: 2008
ISSN: 1549-3644
DOI: 10.3844/jmssp.2008.269.276