The Dynamic and Stochastic Knapsack Problem
نویسندگان
چکیده
منابع مشابه
The Dynamic and Stochastic Knapsack Problem
The Dynamic and Stochastic Knapsack Problem (DSKP) is de ned as follows: Items arrive according to a Poisson process in time. Each item has a demand (size) for a limited resource (the knapsack) and an associated reward. The resource requirements and rewards are jointly distributed according to a known probability distribution and become known at the time of the item's arrival. Items can be eith...
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In this paper a dynamic and stochastic model of the well-known knapsack problem is developed and analyzed. The problem is motivated by a wide variety of real-world applications. Objects of random weight and reward arrive according to a stochastic process in time. The weights and rewards associated with the objects are distributed according to a known probability distribution. Each object can ei...
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In this paper we propose an approach for solving problems of optimal resource capacity allocation to a collection of stochastic dynamic competitors. In particular, we introduce the knapsack problem for perishable items, which concerns the optimal dynamic allocation of a limited knapsack to a collection of perishable or non-perishable items. We formulate the problem in the framework of Markov de...
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The deterministic knapsack problem is a well known and well studied NP-hard combinatorial optimization problem. It consists in filling a knapsack with items out of a given set such that the weight capacity of the knapsack is respected and the total reward maximized. For a review of references on the stochastic knapsack problem, stochastic gradient algorithms and branch-and-bound methods see [4]...
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ژورنال
عنوان ژورنال: Operations Research
سال: 1998
ISSN: 0030-364X,1526-5463
DOI: 10.1287/opre.46.1.17