Continuous time linear-fractional programming. The minimum-risk approach

DOI10.1051/ro:2000121zbMath1039.90080OpenAlexW2043649029MaRDI QIDQ2713142

Stefan Iulius Tigan, Ioan M. Stancu-Minasian

Publication date: 20 September 2001

Published in: RAIRO - Operations Research (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/116587

zbMATH Keywords

minimum-risk problemstochastic continuous time linear-fractional programming

Mathematics Subject Classification ID

Related Items (9)

Approximate Solutions and Duality Theorems for Continuous-Time Linear Fractional Programming Problems ⋮ Continuous-time generalized fractional programming problems. Part I: Basic theory ⋮ Using the Dinkelbach-type algorithm to solve the continuous-time linear fractional programming problems ⋮ Using the parametric approach to solve the continuous-time linear fractional Max-min problems ⋮ Unnamed Item ⋮ On a recurrence algorithm for continuous-time linear fractional programming problems ⋮ Optimality conditions and duality for continuous-time programming with multiple interval-valued objective functions ⋮ A sixth bibliography of fractional programming ⋮ Saddle-point type optimality criteria, duality and a new approach for solving nonsmooth fractional continuous-time programming problems

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