The Risk-Averse Static Stochastic Knapsack Problem

DOI10.1287/ijoc.2020.0972OpenAlexW3093416312MaRDI QIDQ5085467

Joseph Geunes, Yasemin Merzifonluoğlu

Publication date: 27 June 2022

Published in: INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/ijoc.2020.0972

zbMATH Keywords

normal distributionconditional value-at-riskstochastic knapsack problem

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

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