A robust approach to the chance-constrained knapsack problem.
Olivier KlopfensteinDritan NacePublished 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