A shortest-path-based approach for the stochastic knapsack problem with non-decreasing expected overfilling costs
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Keywords
Stochastic knapsack problem; dynamic programming; shortest path problem with resource constraints;All these keywords.
JEL classification:
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
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