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Volumn 36, Issue 5, 2008, Pages 628-632

A robust approach to the chance-constrained knapsack problem

Author keywords

Knapsack problem; Robust optimization; Stochastic programming

Indexed keywords

COMBINATORIAL MATHEMATICS;

EID: 50249084962     PISSN: 01676377     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.orl.2008.03.006     Document Type: Article
Times cited : (46)

References (13)
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    • Atamtürk, A.1
  • 2
    • 0442266090 scopus 로고    scopus 로고
    • Robust solutions of Linear Programming problems contamined with uncertain data
    • Ben-Tal A., and Nemirovski A. Robust solutions of Linear Programming problems contamined with uncertain data. Math. Program. A88 (2000) 411-424
    • (2000) Math. Program. , vol.A88 , pp. 411-424
    • Ben-Tal, A.1    Nemirovski, A.2
  • 3
    • 0141712989 scopus 로고    scopus 로고
    • Robust optimization - methodology and applications
    • Ben-Tal A., and Nemirovski A. Robust optimization - methodology and applications. Math. Program. B92 (2002) 453-480
    • (2002) Math. Program. , vol.B92 , pp. 453-480
    • Ben-Tal, A.1    Nemirovski, A.2
  • 4
    • 84870613023 scopus 로고    scopus 로고
    • Robust discrete optimization and network flows
    • Bertsimas D., and Sim M. Robust discrete optimization and network flows. Math. Program. B98 (2003) 49-71
    • (2003) Math. Program. , vol.B98 , pp. 49-71
    • Bertsimas, D.1    Sim, M.2
  • 5
    • 3042762207 scopus 로고    scopus 로고
    • The price of robustness
    • Bertsimas D., and Sim M. The price of robustness. Oper. Res. 52 1 (2004) 35-53
    • (2004) Oper. Res. , vol.52 , Issue.1 , pp. 35-53
    • Bertsimas, D.1    Sim, M.2
  • 7
    • 12344268988 scopus 로고    scopus 로고
    • Uncertain convex programs: Randomized solutions and confidence levels
    • Calafiore G., and Campi M.C. Uncertain convex programs: Randomized solutions and confidence levels. Math. Program. A102 (2005) 25-46
    • (2005) Math. Program. , vol.A102 , pp. 25-46
    • Calafiore, G.1    Campi, M.C.2
  • 8
    • 38549139665 scopus 로고    scopus 로고
    • X. Chen, M. Sim, P. Sun, A robust optimization perspective of stochastic programming, Oper. Res. (2007) (in press)
    • X. Chen, M. Sim, P. Sun, A robust optimization perspective of stochastic programming, Oper. Res. (2007) (in press)
  • 12
    • 36248992411 scopus 로고    scopus 로고
    • Convex approximations of chance constrained programs
    • Nemirovski A., and Shapiro A. Convex approximations of chance constrained programs. SIAM J. Optim. 17 (2006) 969-996
    • (2006) SIAM J. Optim. , vol.17 , pp. 969-996
    • Nemirovski, A.1    Shapiro, A.2
  • 13
    • 83555175174 scopus 로고    scopus 로고
    • M.C. Pinar, A note on robust 0-1 optimization with uncertain cost coefficients, 4OR, 2 (2004) 309-316
    • M.C. Pinar, A note on robust 0-1 optimization with uncertain cost coefficients, 4OR, 2 (2004) 309-316


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.