Convexity and solutions of stochastic multidimensional 0-1 knapsack problems with probabilistic constraints
Kunikazu Yoda, András Prékopa (RUTCOR, Rutgers University, Piscataway, New Jersey)
| Year of publication: |
May 2016
|
|---|---|
| Authors: | Yoda, Kunikazu ; Prékopa, András |
| Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 41.2016, 2, p. 715-731
|
| Subject: | stochastic programming | probabilistic constraints | chance constraints | multidimensional 0-1 knapsack problem | convexity | log-concavity | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process | Ganzzahlige Optimierung | Integer programming | Wahrscheinlichkeitsrechnung | Probability theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/moor.2015.0749 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011520527