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(Referência obtida automaticamente do Web of Science, por meio da informação sobre o financiamento pela FAPESP e o número do processo correspondente, incluída na publicação pelos autores.)

A relationship between probability interval and random sets and its application to linear optimization with uncertainties

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Autor(es):
Thipwiwatpotjana, Phantipa [1] ; Lodwick, Weldon A. [2]
Número total de Autores: 2
Afiliação do(s) autor(es):
[1] Chulalongkorn Univ, Dept Math & Comp Sci, Fac Sci, Bangkok 10330 - Thailand
[2] Univ Colorado, Dept Math & Stat Sci, Denver, CO 80202 - USA
Número total de Afiliações: 2
Tipo de documento: Artigo Científico
Fonte: FUZZY SETS AND SYSTEMS; v. 231, p. 45-57, NOV 16 2013.
Citações Web of Science: 6
Resumo

Random sets and probability intervals could be represented as uncertain parameters in a linear program. However, they are not the same. This paper presents a method by which an intersection of random sets provides an approximation of a given probability interval. Two specific random sets generating this approximation are used to construct probability density mass functions that provide the smallest and the largest expected values with respect to the probability interval uncertainty. We show that our construction is computationally more efficient than computing directly from probability intervals. These results are applied to linear programs with random set and probability interval uncertainties to obtain optimal solutions with respect to pessimistic, optimistic, and minimax regret approaches. (C) 2013 Elsevier B.V. All rights reserved. (AU)

Processo FAPESP: 11/13985-0 - Incerteza generalizada aplicada à otimização
Beneficiário:Geraldo Nunes Silva
Modalidade de apoio: Auxílio à Pesquisa - Pesquisador Visitante - Internacional