Solution strategies for variance minimization problems

DOI10.1016/0898-1221(91)90080-NMaRDI QIDQ810378zbMATH OpenFDO

Authors Moshe Sniedovich

Publication date 1991

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

zbMATH Keywords

solution strategiesvariance-like objective function

Mathematics Subject Classification ID

Nonlinear programming (90C30) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Cites work

• A Class of Variance-Constrained Problems
• A class of nonseparable dynamic programming problems
• Analysis of a class of fractional programming problems
• C-programming and the minimization of pseudolinear and additive concave functions
• C-programming. An outline
• C-programming: A nonlinear parametric optimization method
• Deterministic and Random Single Machine Sequencing with Variance Minimization
• The variance of discounted Markov decision processes
• Variance-Penalized Markov Decision Processes

This page was built for publication: Solution strategies for variance minimization problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q810378)