Maximizing expected utility over a knapsack constraint
Year of publication: |
March 2016
|
---|---|
Authors: | Yu, Jianjin ; Ahmed, Shabbir |
Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 44.2016, 2, p. 180-185
|
Subject: | Knapsack problem | Utility maximization | Submodularity | Sample average approximation | Approximation algorithm | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Erwartungsnutzen | Expected utility | Ganzzahlige Optimierung | Integer programming | Algorithmus | Algorithm |
-
Quasi-polynomial algorithms for submodular tree orienteering and directed network design problems
Ghuge, Rohan, (2022)
-
Knapsack problems with sigmoid utilities : approximation algorithms via hybrid optimization
Srivastava, Vaibhav, (2014)
-
Heuristic and exact algorithms for the interval min-max regret knapsack problem
Furini, Fabio, (2015)
- More ...
-
A lifted linear programming branch-and-bound algorithm for mixed-integer conic quadratic programs
Vielma, Juan Pablo, (2008)
-
Sample average approximation of expected value constrained stochastic programs
Wang, Wei, (2008)
-
Supply chain design under uncertainty using sample average approximation and dual decomposition
Schütz, Peter, (2009)
- More ...