Paper Info
Title
Note on a class of admission control policies for the stochastic knapsack problem
Abstract
In this note we discuss a class of exponential penalty function policies recently proposed by Iyengar and Sigman for controlling a stochastic knapsack. These policies are based on the optimal solution of some related deterministic linear programs. By finding explicitly their optimal solution, we reinterpret the exponential penalty function policies and show that they belong to the class of threshold policies. This explains their good practical behavior, facilitates the comparison with the thinning policy, simplifies considerably their analysis and improves the bounds previously proposed.
Year
DOI
Venue
2006
10.1007/11775096_20
AAIM
Keywords
Field
DocType
related deterministic linear program,stochastic knapsack,optimal solution,exponential penalty function policy,stochastic knapsack problem,threshold policy,good practical behavior,admission control policy,penalty function,linear program,knapsack problem
Mathematical economics,Mathematical optimization,Algorithmics,Exponential function,Admission control,Computer science,Combinatorial optimization,Linear programming,Knapsack problem,Deterministic system (philosophy),Penalty method
Conference
Volume
ISSN
ISBN
4041
0302-9743
3-540-35157-4
Citations 
PageRank 
References 
0
0.34
2
Authors
2
Name
Order
Citations
PageRank
Adriana F. Gabor1484.56
Jan-kees C. W. Van Ommeren2738.53