Implementation companion of the work R. Rossi, S. Prestwich, S. A. Tarim, "Mixed-Integer Linear Programming Approximations for the Stochastic Knapsack," Computers & Operations Research, Elsevier, Vol. 194: 107571, 2026
milp skp stochastic-programming piecewise-linear-approximation first-order-loss-function static-stochastic-knapsack dynamic-stochastic-knapsack
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Updated
Aug 17, 2026 - Java