On mean-standard deviation ratio problems and beyond via c-programming

DOI10.1080/02331939508844037zbMath0821.90082OpenAlexW1966252245MaRDI QIDQ4764591

Moshe Sniedovich

Publication date: 30 May 1995

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331939508844037

zbMATH Keywords

global optimizationmean-varianceparametric simplex methodC-programmingratio functionsmean-standard deviation ratio problem

Mathematics Subject Classification ID

Fractional programming (90C32) Linear programming (90C05) Markov and semi-Markov decision processes (90C40)

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Cites Work

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• Solving Bicriterion Mathematical Programs