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A stochastic approach to some linear fractional goal programming problems. (English) Zbl 0653.90052

Goal programming problems with random objective functions or target values are considered. Probabilistic target values are replaced by their deterministic equivalents and thus the initial linear problem is reduced to a linear fractional min-max problem with linear constraints. If the objective functions are random normal then the problem is equivalent to a deterministic linear fractional min-max problem with nonlinear constraints. At last the case with simply randomized objective functions is considered.
Reviewer: R.Lepp

MSC:

90C15 Stochastic programming
90C32 Fractional programming
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References:

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