Distributionally robust possibilistic optimization problems

DOI10.1016/j.fss.2022.05.007zbMath1522.90280arXiv2111.14071MaRDI QIDQ6061516

Romain Guillaume, Paweł Zieliński, Adam Kasperski

Publication date: 31 October 2023

Published in: Fuzzy Sets and Systems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2111.14071

zbMATH Keywords

possibility theoryrobust optimizationimprecise probabilitiesfuzzy intervals

Mathematics Subject Classification ID

Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Robustness in mathematical programming (90C17)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Robust possibilistic programming for socially responsible supply chain network design: a new approach
• Constrained optimization problems under uncertainty with coherent lower previsions
• Fuzzy optimization. Recent advances and applications
• Possibility theory and statistical reasoning
• Practical representations of incomplete probabilistic knowledge
• When upper probabilities are possibility measures
• Robust solutions of uncertain linear programs
• Fuzzy mathematical programming. Methods and applications
• Robust discrete optimization and its applications
• On the intuition of rank-dependent utility
• Generalized concavity in fuzzy optimization and decision analysis
• Data-driven robust optimization
• Stochastic linear programming. Models, theory, and computation
• Satisficing solutions and duality in interval and fuzzy linear programming
• Supremum preserving upper probabilities
• Possibilistic linear programming: A brief review of fuzzy mathematical programming and a comparison with stochastic programming in portfolio selection problem
• Duality in fuzzy linear programming with possibility and necessity relations
• On the connection between probability boxes and possibility measures
• Chance-Constrained Programming
• Distributionally Robust Convex Optimization
• Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems
• Distributionally Robust Optimization and Its Tractable Approximations
• A Survey of Semidefinite Programming Approaches to the Generalized Problem of Moments and Their Error Analysis
• The Price of Robustness
• A CONSONANT APPROXIMATION OF THE PRODUCT OF INDEPENDENT CONSONANT RANDOM SETS
• Soft robust solutions to possibilistic optimization problems

This page was built for publication: Distributionally robust possibilistic optimization problems