4.7 Article

Distributionally robust possibilistic optimization problems

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Summary: This paper discusses a class of uncertain optimization problems, where unknown parameters are modeled by fuzzy intervals. Known concepts of robustness and light robustness for traditional interval uncertainty representation can be generalized to optimize solutions against plausible parameter realizations under this possibilistic setting. Solutions can be efficiently computed for linear programming problems with fuzzy parameters, making them not much computationally harder than their deterministic counterparts.

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