A multiobjective metaheuristic for a mean-risk static stochastic knapsack problem
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Computational Mathematics,Control and Optimization
Link
http://link.springer.com/content/pdf/10.1007/s10589-008-9197-2.pdf
Reference63 articles.
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4. Artzner, P., Delbaen, F., Eber, J.M., Heath, D.: Coherent measures of risk. Math. Financ. 9(3), 203–228 (1999)
5. Battiti, R., Tecchiolli, G.: Parallel biased search for combinatorial optimization—genetic algorithms and TABU. Microprocess. Microsyst. 16(7), 351–367 (1992)
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