A portfolio selection model based on the knapsack problem under uncertainty
نویسندگان
چکیده
منابع مشابه
The knapsack problem under uncertainty
In this paper we consider the Knapsack Problem under Uncertainty (KPu). Given a container, the knapsack, characterized by a maximum weight that can be accommodated into and a set of items with given weight and random profit, KPu aims to define the subset of items that can be accommodated into the knapsack such that the sum of the weights of the loaded items does not exceed the knapsack maximum ...
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ژورنال
عنوان ژورنال: PLOS ONE
سال: 2019
ISSN: 1932-6203
DOI: 10.1371/journal.pone.0213652