The Risk-Averse Static Stochastic Knapsack Problem.

Yasemin Merzifonluoglu Joseph Geunes

Published in: INFORMS J. Comput. (2021)

Keyphrases

risk averse
risk neutral
utility function
decision makers
stochastic programming
risk aversion
portfolio management
expected utility
reinforcement learning
objective function
multi objective
optimization problems
decision problems