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

DOI10.1080/02331939508844037zbMATH Open0821.90082OpenAlexW1966252245MaRDI QIDQ4764591FDOQ4764591

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)

Cites Work

• Title not available (Why is that?)
• Solving Bicriterion Mathematical Programs
• Maximal mean/standard deviation ratio in an undiscounted MDP
• C-programming and the minimization of pseudolinear and additive concave functions
• The simplex method as a global optimizer: A \(C\)-programming perspective
• A note on maximal mean/standard deviation ratio in an undiscounted MDP
• Remarks on maximal meanstandard devition ratio in undiscounted mdps

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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