A chance constrained approach to fractional programming with random numerator

DOI10.1007/s10852-009-9110-8zbMath1180.90328OpenAlexW2054874988MaRDI QIDQ1043364

J. Blot

Publication date: 8 December 2009

Published in: JMMA. Journal of Mathematical Modelling and Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10852-009-9110-8

zbMATH Keywords

Stochastic programmingMultivariate normal distributionChance constraintDeterministic equivalentLinear fractional programming

Mathematics Subject Classification ID

Fractional programming (90C32) Stochastic programming (90C15)

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Cites Work

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• Letter to the Editor—Linear Fractional Functionals Programming
• A Duality Theorem for Nonlinear Programming
• The Direct Power of Adjacent Vertex Programming Methods
• Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints

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