Dynamic programming algorithms are developed for optimal capital allocation subject to budget constraints. We extend the work of Weingartner [17] and Weingartner and Ness [19] by including multilevel ...

Management Science, Vol. 34, No. 3, Focussed Issue on Heuristics (Mar., 1988), pp. 402-410 (9 pages) A new approximate algorithm for multidimensional zero-one knapsack problems with all positive ...