In this paper, an optimization problem with uncertain objective function coefficients is considered. The uncertainty is specified by providing a discrete scenario set, containing possible realizations of the objective function coefficients. The concept of belief function in the traditional and possibilistic setting is applied to define a set of admissible probability distributions over the scenario set. The generalized Hurwicz criterion is then used to compute a solution. In this paper, the complexity of the resulting problem is explored. Some exact and approximation methods of solving it are proposed.
翻译:在本文中,考虑了具有不确定客观函数系数的优化问题,通过提供一套独立的假设情况来具体说明不确定性,其中包括可能实现客观函数系数的情况。传统和可捕捉环境中的信仰功能概念用于界定一套可接受概率分布的假设情况。然后,使用通用的Hurwicz标准来计算解决办法。本文探讨了由此产生的问题的复杂性。提出了一些精确和近似的方法来解决这个问题。</s>