Continuous time linear-fractional programming. The minimum-risk approach
Continuous time linear-fractional programming. The minimum-risk approach
A stochastic approach to some linear fractional goal programming problems
On Rohn's relative sensitivity coefficient of the optimal value for a linear-fractional program
In this note we consider a linear-fractional programming problem with equality linear constraints. Following Rohn, we define a generalized relative sensitivity coefficient measuring the sensitivity of the optimal value for a linear program and a linear-fractional minimization problem with respect to the perturbations in the problem data. By using an extension of Rohn's result for the linear programming case, we obtain, via Charnes-Cooper variable change, the relative sensitivity coefficient for...
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