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Uncertain random programming with applications

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Abstract

Uncertain random variable is a tool to deal with a mixture of uncertainty and randomness. This paper presents an operational law of uncertain random variables, and shows an expected value formula by using probability and uncertainty distributions. This paper also provides a framework of uncertain random programming that is a type of mathematical programming involving uncertain random variables. Finally, some applications of uncertain random programming are discussed.

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Authors and Affiliations

  1. Department of Industrial Engineering, Tsinghua University, Beijing, 100084, China

    Yuhan Liu

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  1. Yuhan Liu
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Correspondence to Yuhan Liu.

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Liu, Y. Uncertain random programming with applications. Fuzzy Optim Decis Making 12, 153–169 (2013). https://doi.org/10.1007/s10700-012-9149-2

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  • DOI: https://doi.org/10.1007/s10700-012-9149-2

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