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A multiobjective metaheuristic for a mean-risk static stochastic knapsack problem

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  • João Claro
  • Jorge Sousa

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  • João Claro & Jorge Sousa, 2010. "A multiobjective metaheuristic for a mean-risk static stochastic knapsack problem," Computational Optimization and Applications, Springer, vol. 46(3), pages 427-450, July.
    • Handle: RePEc:spr:coopap:v:46:y:2010:i:3:p:427-450
    DOI: 10.1007/s10589-008-9197-2
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    4. Schlottmann, Frank & Seese, Detlef, 2004. "A hybrid heuristic approach to discrete multi-objective optimization of credit portfolios," Computational Statistics & Data Analysis, Elsevier, vol. 47(2), pages 373-399, September.
    5. Freville, Arnaud, 2004. "The multidimensional 0-1 knapsack problem: An overview," European Journal of Operational Research, Elsevier, vol. 155(1), pages 1-21, May.
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    10. Selcen (Pamuk) Phelps & Murat Köksalan, 2003. "An Interactive Evolutionary Metaheuristic for Multiobjective Combinatorial Optimization," Management Science, INFORMS, vol. 49(12), pages 1726-1738, December.
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    13. Ogryczak, Wlodzimierz & Ruszczynski, Andrzej, 1999. "From stochastic dominance to mean-risk models: Semideviations as risk measures," European Journal of Operational Research, Elsevier, vol. 116(1), pages 33-50, July.
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    21. Rockafellar, R. Tyrrell & Uryasev, Stanislav, 2002. "Conditional value-at-risk for general loss distributions," Journal of Banking & Finance, Elsevier, vol. 26(7), pages 1443-1471, July.
    22. Jones, D. F. & Mirrazavi, S. K. & Tamiz, M., 2002. "Multi-objective meta-heuristics: An overview of the current state-of-the-art," European Journal of Operational Research, Elsevier, vol. 137(1), pages 1-9, February.
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    2. Yasemin Merzifonluoglu & Joseph Geunes, 2021. "The Risk-Averse Static Stochastic Knapsack Problem," INFORMS Journal on Computing, INFORMS, vol. 33(3), pages 931-948, July.

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