Improvements and Generalizations of Stochastic Knapsack and Markovian Bandits Approximation Algorithms
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DOI: 10.1287/moor.2017.0884
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- Taylan İlhan & Seyed M. R. Iravani & Mark S. Daskin, 2011. "TECHNICAL NOTE---The Adaptive Knapsack Problem with Stochastic Rewards," Operations Research, INFORMS, vol. 59(1), pages 242-248, February.
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- Brian C. Dean & Michel X. Goemans & Jan Vondrák, 2008. "Approximating the Stochastic Knapsack Problem: The Benefit of Adaptivity," Mathematics of Operations Research, INFORMS, vol. 33(4), pages 945-964, November.
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Keywords
approximation algorithms; stochastic knapsack; Markovian multi-armed bandit; stochastic programming;All these keywords.
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