2006 | OriginalPaper | Buchkapitel
Note on a Class of Admission Control Policies for the Stochastic Knapsack Problem
verfasst von : Adriana F. Gabor, Jan-Kees C. W. van Ommeren
Erschienen in: Algorithmic Aspects in Information and Management
Verlag: Springer Berlin Heidelberg
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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.