A robust approach to the chance-constrained knapsack problem.

Olivier Klopfenstein Dritan Nace

Published in: Oper. Res. Lett. (2008)

Keyphrases

knapsack problem
chance constrained
robust optimization
combinatorial optimization problems
optimal solution
dynamic programming

optimization problems
test problems
chance constraints
np hard
exact algorithms
greedy algorithm

chance constrained programming
stochastic programming
computationally tractable
evolutionary algorithm
production planning
mathematical programming

multiple objectives
machine learning
combinatorial optimization
sufficient conditions
reinforcement learning
learning algorithm