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On a Class of Minimax Stochastic Programs

✍ Scribed by Shapiro, Alexander; Ahmed, Shabbir


Book ID
118204275
Publisher
Society for Industrial and Applied Mathematics
Year
2004
Tongue
English
Weight
178 KB
Volume
14
Category
Article
ISSN
1052-6234

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The Kuhn-Tucker-type necessary optimality conditions are given for the problem of minimizing a max fractional function, where the numerator of the function involved is the sum of a differentiable function and a convex function while the denominator is the difference of a differentiable function and