A single-resource allocation problem with Poisson resource requirements

被引：5

作者：

Agrali, Semra ^{[1
]}

Geunes, Joseph ^{[1
]}

机构：

[1] Univ Florida, Dept Ind & Syst Engn, Gainesville, FL 32611 USA

来源：

OPTIMIZATION LETTERS | 2009年 / 3卷 / 04期

关键词：

Stochastic knapsack problem; Nonlinear programming; STOCHASTIC KNAPSACK-PROBLEM;

D O I：

10.1007/s11590-009-0135-8

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

We consider a stochastic resource allocation problem that generalizes the knapsack problem to account for random item weights that follow a Poisson distribution. When the sum of realized weights exceeds capacity, a penalty cost is incurred. We wish to select the items that maximize expected profit. We provide an effective solution method and illustrate the advantages of this approach via computational experiments.

引用

页码：559 / 571

页数：13

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