Stochastic Knapsack Problems
نویسندگان
چکیده
In this paper we study and solve two different variants of static knapsack problems with random weights: The stochastic knapsack problem with simple recourse as well the stochastic knapsack problem with probabilistic constraint. Special regard is given the corresponding continuous problems and three different problem solving methods are presented. The resolution of the continuous problems serves to provide upper bounds in a branch-and-bound framework in order to solve the original problems. Numerical results on a dataset from the literature as well as a set of randomly generated instances are given.
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