The risk-averse static stochastic knapsack problem
Yasemin Merzifonluoglu, Joseph Geunes
| Year of publication: |
2021
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|---|---|
| Authors: | Merzifonluoglu, Yasemin ; Geunes, Joseph |
| Published in: |
INFORMS journal on computing : JOC. - Catonsville, MD : INFORMS, ISSN 1091-9856, ZDB-ID 1316077-1. - Vol. 33.2021, 3, p. 931-948
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| Subject: | stochastic knapsack problem | conditional value-at-risk | normal distribution | Theorie | Theory | Ganzzahlige Optimierung | Integer programming | Risikomaß | Risk measure | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/ijoc.2020.0972 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012628776