Vincent Charles Various journal-ranking algorithms have been proposed, most of them based on citation counts. This article introduces a new approach based on the reciprocal direct influence of all pairs of a list of journals. The proposed method is assessed against an opinion-based ranking published in 2005 for 25 operations research and management science (OR/MS) journals, and … Read more
Probabilistic or Stochastic programming is a framework for modeling optimization problems that involve uncertainty. The basic idea used in solving stochastic optimization problems has so far been to convert a stochastic model into an equivalent deterministic model and is possible when the right hand side resource vector follows some specific distributions such as normal, lognormal … Read more
This paper deals with the so-called transportation problem of linear stochastic fractional programming, and emphasizes the wide applicability of LSFP. The transportation problem, received this name because many of its applications involve in determining how to optimally transport goods. However, some of its applications (e.g., production scheduling) actually have nothing to do with transportation. The … Read more
Non-Linear Stochastic Fractional programming models provide numerous insights into a wide variety of areas such as in financial derivatives. Portfolio optimization has been one of the important research fields in modern finance. The most important character within this optimization problem is the uncertainty of the future returns on assets. The objective of this study is … Read more
Fractional programming deals with the optimization of one or several ratios of functions subject to constraints. Most of these optimization problems are not convex while some of them are still generalised convex. After about forty years of research, well over one thousand articles have appeared on applications, theory and solution methods for various types of … Read more