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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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    2. 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.
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    15. Haugen, Kjetil K. & Lokketangen, Arne & Woodruff, David L., 2001. "Progressive hedging as a meta-heuristic applied to stochastic lot-sizing," European Journal of Operational Research, Elsevier, vol. 132(1), pages 116-122, July.
    16. 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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    Cited by:

    1. Yasemin Merzifonluoglu & Joseph Geunes, 2021. "The Risk-Averse Static Stochastic Knapsack Problem," INFORMS Journal on Computing, INFORMS, vol. 33(3), pages 931-948, July.
    2. 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.

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