Distributionally Robust Stochastic Knapsack Problem


This paper considers a distributionally robust version of a quadratic knapsack problem. In this model, a subsets of items is selected to maximizes the total profit while requiring that a set of knapsack constraints be satisfied with high probability. In contrast to the stochastic programming version of this problem, we assume that only part of information… (More)
DOI: 10.1137/130915315

4 Figures and Tables


  • Presentations referencing similar topics