Upper bounds for the 0-1 stochastic knapsack problem and a B&B algorithm

Annals of Operations Research

Volumn 176, Issue 1, 2010, Pages 77-93

  Kosuch, Stefanie ^a   Lisser, Abdel ^a  

^a UFR 919 Laboratoire d'Informatique Pour la Mécanique et les Sciences de l'Ingénieur   (France)

Author keywords

Arrow Hurwicz; B B algorithm; Chance constrained; Expectation constrained; Simple recourse; SOCP; Static stochastic knapsack problems with random weights; Stochastic gradient algorithm

Indexed keywords

EID: 77949424327     PISSN: 02545330     EISSN: 15729338     Source Type: Journal    
DOI: 10.1007/s10479-009-0577-5     Document Type: Article

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