SQVAM swMATH ID: 2108 Software Authors: Fathi, Yahya Description: SQVAM: A variance minimizing algorithm We present an algorithm for minimizing the variance of a nonlinear function of several random variables. Mean values of these random variables are the decision variables, and we allow the variance of each random variable to be a function of its mean value. Potential applications of this algorithm are discussed, and a numerical example is presented. Homepage: http://www.ise.ncsu.edu/people/faculty/fathi.php Programming Languages: None Operating Systems: None Dependencies: None Keywords: successive approximation; successive quadratic variance approximation method; nonlinear function of several random variables Related Software: GLIM; GQTPAR; Excel; LINDO Cited in: 7 Publications Standard Articles 1 Publication describing the Software, including 1 Publication in zbMATH Year SQVAM: A variance minimizing algorithm. Zbl 0739.90061Fathi, Yahya 1991 all top 5 Cited by 10 Authors 3 Fathi, Yahya 1 Akhavan Niaki, Seyed Taghi 1 Ardakani, Mostafa Kamali 1 Del Castillo, Enrique 1 Fan, Shu-Kai S. 1 Lahijanian, Homayoun 1 Noorossana, Rassoul 1 Robinson, Timothy J. 1 Semple, John H. 1 Wulff, Shaun S. Cited in 4 Serials 3 European Journal of Operational Research 1 Operations Research Letters 1 International Journal of Production Research 1 International Journal of Applied Mathematics and Computer Science Cited in 3 Fields 6 Operations research, mathematical programming (90-XX) 2 Statistics (62-XX) 1 Systems theory; control (93-XX) Citations by Year