Optimal project selection: Stochastic knapsack with finite time horizon.

Leonard L. Lu Steve Y. Chiu Louis Anthony Cox Jr.

Published in: J. Oper. Res. Soc. (1999)

Keyphrases

dynamic programming
optimal solution
optimal selection
greedy heuristic
knapsack problem
project management
case study
closed form
upper bound
selection algorithm
selection strategy
locally optimal
worst case
optimal control
state space
digital libraries
discrete random variables