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

Upper bounds for the 0-1 stochastic knapsack problem and a B\&B algorithm (Q993710)

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scientific article; zbMATH DE number 5788822
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Upper bounds for the 0-1 stochastic knapsack problem and a B\&B algorithm
scientific article; zbMATH DE number 5788822

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    Upper bounds for the 0-1 stochastic knapsack problem and a B\&B algorithm (English)
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    20 September 2010
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    static stochastic Knapsack problems with random weights
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    simple recourse
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    chance constrained
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    expectation constrained
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    stochastic gradient algorithm
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    arrow-hurwicz
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    SOCP
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