A chance constrained approach to fractional programming with random numerator
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Publication:1043364
DOI10.1007/s10852-009-9110-8zbMath1180.90328MaRDI QIDQ1043364
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
Stochastic programming; Multivariate normal distribution; Chance constraint; Deterministic equivalent; Linear fractional programming