The minimum risk approach to special problems of mathematical programming. The distribution function of the optimal value

Authors

  • I. M. Stancu-Minasian Bucharest, Romania
  • Ştefan Ţigan Cluj-Napoca, Romania
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References

Bereanu, Bernard, Some numerical methods in stochastic linear programming under risk and uncertainty. Stochastic programming (Proc. Internat. Conf., Univ. Oxford, Oxford, 1974), pp. 169-205, Academic Press, London-New York, 1980, MR0592605.

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Chadha, S. S., Shivpuri, Saroj, Parametrization of a generalized linear and piece-wise linear programme. Trabajos Estadíst. Investigación Oper. 28 (1977), no. 2-3, 151-160, MR0525582, https://doi.org/10.1007/bf02888308

S.S. Chadha, J.M. Gupta, Sensitivity analysis of the solution of a generalized linear and piece-wise linear program, Cahiers Centre Études Rach. Opér. 18 (3) 309-321 (1967).

Dinkelbach, Werner, On nonlinear fractional programming. Management Sci. 13 1967 492-498, MR0242488.

Stancu-Minasian, I. M., Programarea stocastică cu mai multe funcţii obiectiv. (Romanian) [Stochastic programming with multiple objective functions] With a preface by Marius Iosifescu. With an English summary. Editura Academiei Republicii Socialiste România, Bucharest, 1980. 259 pp. (in Romanian), MR0575171.

Stancu-Minasian, I. M., On stochastic programming with multiple objective functions. (Romanian summary) Proceedings of the Fifth Conference on Probability Theory (Braşov, 1974), pp. 429-436. Editura Acad. R.S.R., Bucharest, 1977, MR0459619.

Stancu-Minasian, I., The stochastic Čebyšev problem. The distribution function of the optimum. (Romanian) Stud. Cerc. Mat. 30 (1978), no. 5, 567-577, MR0518253.

A.G. Teterev, On genealization of linear and piecewise-linear programming. Matekon 6(3), 246-259 (1970).

Ţigan, Ştefan, Sur une méthode pour la résolution d'un problème d'optimisation fractionnaire par segments. (French) Rev. Anal. Numér. Théor. Approx. 4 (1975), no. 1, 87-97, MR0680980.

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Published

1984-08-01

How to Cite

Stancu-Minasian, I. M., & Ţigan, Ştefan. (1984). The minimum risk approach to special problems of mathematical programming. The distribution function of the optimal value. Anal. Numér. Théor. Approx., 13(2), 175–187. Retrieved from https://ictp.acad.ro/jnaat/journal/article/view/1984-vol13-no2-art9

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Vol. 13 No. 2 (1984)

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Articles

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Copyright (c) 2015 Journal of Numerical Analysis and Approximation Theory

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