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A CONSTRAINED OPTIMIZATION PROBLEM UNDER UNCERTAINTY
Boekbijdrage - Boekhoofdstuk Conferentiebijdrage
We investigate a constrained optimization problem for which there is uncertainty about a constraint parameter. Our aim is to reformulate it as a (constrained) optimization problem without uncertainty. This is done by recasting the original problem as a decision problem under uncertainty. We give results for a number of different types of uncertainty models—linear and vacuous previsions, and possibility distributions—and for two different optimality criteria for decision problems under uncertainty—maximinity and maximality.
Boek: COMPUTATIONAL INTELLIGENCE: FOUNDATIONS AND APPLICATIONS
Pagina's: 791 - 796
Aantal pagina's: 6
ISBN:978-981-4324-69-4
Jaar van publicatie:2010
Toegankelijkheid:Open
- Zie ook: A constrained optimization problem under uncertainty