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The stochastic linear-fractional max-min problem. (English) Zbl 0658.90070

By an appropriate transformation of the variables, the linear-fractional stochastic max-min problem is transformed into the linear stochastic max- min problem.
Reviewer: L.Podkaminer

MSC:

90C15 Stochastic programming
90C32 Fractional programming
90C05 Linear programming
49J35 Existence of solutions for minimax problems