Methods for solving stochastic bilinear fractional max-min problems

DOI10.1051/RO/1996300100811MaRDI QIDQ4888151zbMATH OpenOpenAlexFDO

Authors Stephan Tigan, I. M. Stancu-Minasian

Publication date 24 July 1996

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

Full work available at URL https://eudml.org/doc/105121

zbMATH Keywords

bilinear fractional programmingKataoka's modelminimum-risk approach

Mathematics Subject Classification ID

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

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(6)

• On some stochastic balanced optimization problems
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• Reduction of the two-step problem of stochastic optimal control with bilinear model to the problem of mixed integer linear programming

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