Adaptivity in the stochastic blackjack knapsack problem
نویسندگان
چکیده
منابع مشابه
The benefit of adaptivity in the stochastic knapsack problem with dependence on the state of nature
We consider a stochastic variant of the NP-hard 0/1 knapsack problem in which item values are deterministic and item sizes are random variables with known, arbitrary distributions. These distributions depend on a common random variable θ denoting the state of the nature. We assume that if we fix a value of θ, then the size variables are independent. So θ induces a limited dependency among the s...
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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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(a) A policy of just playing item 3. This policy has depth 1. (b) A policy that plays item 2 first. If it is small, it plays item 1 whereas if it is large it plays item 3. After this, the final item is determined due to the fact that there are only 3 items in the problem. This policy has depth 2. Figure 4: Examples of policies in the simple 3 item, 2 sizes stochastic knapsack problem. Each blue...
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ژورنال
عنوان ژورنال: Theoretical Computer Science
سال: 2014
ISSN: 0304-3975
DOI: 10.1016/j.tcs.2013.11.029