Solution strategies for variance minimization problems

DOI10.1016/0898-1221(91)90080-NzbMATH Open0733.90065MaRDI QIDQ810378FDOQ810378

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

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

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