STOCHASTIC VERSUS POSSIBILISTIC PROGRAMMING

被引:31
作者
BUCKLEY, JJ
机构
[1] Mathematics Department, University of Alabama at Birmingham, Birmingham
关键词
Mathematical programming;
D O I
10.1016/0165-0114(90)90156-Z
中图分类号
TP301 [理论、方法];
学科分类号
081202 ;
摘要
We consider a linear program with uncertain parameters which are modeled as either random variables or as fuzzy variables. We first construct the distribution of the optimal valve of the objective function to show a major difference between stochastic and possibilistic programming. We then introduce a new solution concept where both programming problems are modeled as multiobjective games against Nature. © 1990.
引用
收藏
页码:173 / 177
页数:5
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