STOCHASTIC KNAPSACK PROBLEM: APPLICATION TO TRANSPORTATION PROBLEMS

STOCHASTIC KNAPSACK PROBLEM: APPLICATION TO TRANSPORTATION PROBLEMS

ABSTRACT In this paper, we study the stochastic knapsack problem with expectation constraint. We solve the relaxed version of this problem using a stochastic gradient algorithm in order to provide upper bounds for a branch-and-bound framework. Two approaches to estimate the needed gradients are stud...

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Bibliographic Details
Main Authors: Stefanie Kosuch, Marc Letournel, Abdel Lisser
Format: Article
Language:English
Published: Sociedade Brasileira de Pesquisa Operacional
Series:Pesquisa Operacional
Subjects:
Stochastic knoasack problem
transportation problem
probabilistic constraint
Branch and Bound
Integration by parts
Online Access:http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0101-74382017000300597&lng=en&tlng=en

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