In this paper we study and solve two different variants of staticknapsackproblems with randomweights: The stochasticknapsack problem with simple recourse as well as the stochasticknapsack problem with probabilist...
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In this paper we study and solve two different variants of staticknapsackproblems with randomweights: The stochasticknapsack problem with simple recourse as well as the stochasticknapsack problem with probabilistic constraint. Special interest is given to the corresponding continuous problems and three different problem solving methods are presented. The resolution of the continuous problems allows to provide upper bounds in a branch-and-bound framework in order to solve the original problems. Numerical results on a dataset from the literature as well as a set of randomly generated instances are given.
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