抄録
This paper proposes a 0-1 knapsack problem considering both the maximization of
the total return including randomness and minimization of available budget, simultaneously.
For the flexibility of setting each goal, the satisfaction function is introduced
and the model maximizing minimum aspiration levels is proposed. Since this problem
is not a well-defined problem due to including randomness and fuzziness, chance
constraints are introduced, and a main problem is transformed into a nonlinear 0-1
programming problem. In previous researches, the solution method using a parametric
dynamic programming approach is constructed. However, this solution method is not
efficient due to using dynamic programming repeatedly. Therefore, in this paper, the
efficient solution method is constructed. This means that the number of using dynamic
programming is as small as possible.
