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- W2037684294 abstract "We consider the stochastic linear knapsack problem in which costs are known with certainty but returns are independent, normally distributed random variables. The objective is to maximize the probability that the overall return equals or exceeds a specified target value. A previously proposed preference order dynamic programming-based algorithm has been shown to be potentially suboptimal. We offer an alternative hybrid DP/branch-and-bound algorithm that both guarantees optimality and significantly outperforms generating the set of Pareto optimal returns.© 1993 John Wiley & Sons, Inc." @default.
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- W2037684294 title "An algorithm for maximizing target achievement in the stochastic knapsack problem with normal returns" @default.
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- W2037684294 doi "https://doi.org/10.1002/nav.3220400203" @default.
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