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

DOI10.1080/02331939508844037MaRDI QIDQ4764591zbMATHOpenAlexFDO

Authors 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

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

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Cites work

• scientific article; zbMATH DE number 3562783 (Why is no real title available?)
• A note on maximal mean/standard deviation ratio in an undiscounted MDP
• C-programming and the minimization of pseudolinear and additive concave functions
• Maximal mean/standard deviation ratio in an undiscounted MDP
• Remarks on maximal meanstandard devition ratio in undiscounted mdps
• Solving Bicriterion Mathematical Programs
• The simplex method as a global optimizer: A \(C\)-programming perspective

Cited in

(3)

• Some comments on preference order dynamic programming models
• C-programming and the minimization of pseudolinear and additive concave functions
• A fifth bibliography of fractional programming^*

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