Pessimistic, optimistic, and minimax regret approaches for linear programs under uncertainty

DOI10.1007/S10700-013-9171-ZMaRDI QIDQ1794445zbMATH OpenOpenAlexFDO

Authors Phantipa Thipwiwatpotjana, W. A. Lodwick

Publication date 15 October 2018

Published in Fuzzy Optimization and Decision Making (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10700-013-9171-z

zbMATH Keywords

beliefplausibilityrandom setsnecessitypossibilityminimax regretoptimization with mixed uncertainties

Mathematics Subject Classification ID

Linear programming (90C05) Stochastic programming (90C15) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70)

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Cites work

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• scientific article; zbMATH DE number 663895 (Why is no real title available?)
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• A procedure for ordering fuzzy subsets of the unit interval
• A relationship between probability interval and random sets and its application to linear optimization with uncertainties
• An Introduction to Random Sets
• Application of fuzzy linear programming in production planning
• Inequality relation between fuzzy numbers and its use in fuzzy optimization
• Introduction to Stochastic Programming
• Min-max and min-max regret versions of combinatorial optimization problems: A survey
• Minimax regret solution to linear programming problems with an interval objective function
• On fuzzy portfolio selection problems
• On the complexity of minmax regret linear programming
• Systems of linear fuzzy constraints
• Upper and Lower Probabilities Induced by a Multivalued Mapping

Cited in

(4)

• Minimax regret stability in the graph model for conflict resolution
• A constraint fuzzy interval analysis approach to fuzzy optimization
• Linear Minimax Regret Estimation of Deterministic Parameters with Bounded Data Uncertainties
• A relationship between probability interval and random sets and its application to linear optimization with uncertainties

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