TECHNICAL NOTE—The Adaptive Knapsack Problem with Stochastic Rewards

Published Online:https://doi.org/10.1287/opre.1100.0857

References

  • Bertsekas D. P.Dynamic Programming: Deterministic and Stochastic Models (1987) (Prentice-Hall, Englewood Cliffs, NJ) Google Scholar
  • Bertsekas D. P., Castanon D. A. Rollout algorithms for stochastic scheduling problems. J. Heuristics (1999) 5(1):89–108CrossrefGoogle Scholar
  • Birge J. R., Louveaux F.Introduction to Stochastic Programming (1997) (Springer, New York) Google Scholar
  • Carraway R., Schmidt R., Weatherford L. An algorithm for maximizing target achievement in the stochastic knapsack problem with normal returns. Naval Res. Logist. (1993) 40(2):161–173CrossrefGoogle Scholar
  • Charnes A., Cooper W. W. Chance-constrainted programming. Management Sci. (1959) 6(1):73–79LinkGoogle Scholar
  • Dantzig G. B. Discrete-variable extremum problems. Oper. Res. (1957) 5(2):266–277LinkGoogle Scholar
  • Dean B. C., Goemans M. X., Vondrak J. Approximating the stochastic knapsack problem: The benefit of adaptivity. 45th Annual IEEE Sympos. Foundations Comput. Sci. (FOCS 2004) (2004) (IEEE Computer Society, Washington, DC) 208–217CrossrefGoogle Scholar
  • Goel A., Indyk P. Stochastic load balancing and related problems. 40th Annual IEEE Sympos. Foundations Comput. Sci. (FOCS'99) (1999) (IEEE Computer Society, Washington, DC) 579–586CrossrefGoogle Scholar
  • Henig M. Risk criteria in a stochastic knapsack problem. Oper. Res. (1990) 38(5):820–825LinkGoogle Scholar
  • Kleinberg J., Rabani Y., Tardos E. Allocating bandwidth for bursty connections. Proc. 29th ACM Sympos. Theory Comput. (1997) (ACM, New York) 664–673CrossrefGoogle Scholar
  • Kleywegt A. J., Papastavrou J. D. The dynamic and stochastic knapsack problem with random sized items. Oper. Res. (2001) 49(1):26–41LinkGoogle Scholar
  • Kusic D., Kandasamy N. Risk-aware limited lookahead control for dynamic resource provisioning in enterprise computing systems. Cluster Comput. (2007) 10(4):395–408CrossrefGoogle Scholar
  • Morton D. P., Wood R., Woodruff D. On a stochastic knapsack problem and generalizations. Advances in Computational and Stochastic Optimization, Logic Programming and Heuristic Search (1998) (Kluwer, Boston) 149–168CrossrefGoogle Scholar
  • Novoa C., Storer R. An approximate dynamic programming approach for the vehicle routing problem with stochastic demands. Eur. J. Oper. Res. (2009) 196(2):509–515CrossrefGoogle Scholar
  • Prékopa A.Stochastic Programming (1995) (Kluwer, Boston) CrossrefGoogle Scholar
  • Slyke V. R., Young Y. Finite horizon stochastic knapsacks with applications to yield management. Oper. Res. (2000) 48(1):155–172LinkGoogle Scholar
  • Sniedovich M. Preference order stochastic knapsack problems: Methodological issues. J. Oper. Res. Soc. (1980) 31(11):1025–1032CrossrefGoogle Scholar
  • Steinberg E., Parks M. S. A preference order dynamic program for a knapsack problem with stochastic rewards. J. Oper. Res. Soc. (1979) 30(2):141–147CrossrefGoogle Scholar
INFORMS site uses cookies to store information on your computer. Some are essential to make our site work; Others help us improve the user experience. By using this site, you consent to the placement of these cookies. Please read our Privacy Statement to learn more.