Uncertain random programming with applications

  • Authors:
  • Yuhan Liu

  • Affiliations:
  • Department of Industrial Engineering, Tsinghua University, Beijing, China 100084

  • Venue:
  • Fuzzy Optimization and Decision Making
  • Year:
  • 2013

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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.