Stochastic linear fractional programming with the ratio of independent Cauchy variates

S. N. Gupta, A. K. Jain and Kanti Swarup

Naval Research Logistics (NRL), 1987, vol. 34, issue 2, 293-305

Abstract: In this article is studied a stochastic linear fractional programming problem, in which the parameters of both the numerator and the denominator are assumed to be mutually independent Cauchy variates. The deterministic equivalent of the problem is obtained and is shown to be a linear fractional program. A numerical example is also added for illustration.

Date: 1987
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https://doi.org/10.1002/1520-6750(198704)34:23.0.CO;2-0

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Persistent link: https://EconPapers.repec.org/RePEc:wly:navres:v:34:y:1987:i:2:p:293-305

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