A multiobjective metaheuristic for a mean-risk static stochastic knapsack problem
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DOI: 10.1007/s10589-008-9197-2
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- Merzifonluoglu, Yasemin, 2017. "Integrated demand and procurement portfolio management with spot market volatility and option contracts," European Journal of Operational Research, Elsevier, vol. 258(1), pages 181-192.
- 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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Keywords
Stochastic knapsack problem; Stochastic combinatorial optimisation; Mean-risk objectives; Multiobjective combinatorial optimisation; Multiobjective metaheuristics;All these keywords.
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