Robust programming problems based on the mean-variance model including uncertainty factors

Takashi Hasuike*, Hiroaki Ishii

*この研究の対応する著者

研究成果: Conference article査読

抄録

This paper considers robust programming problems based on the mean-variance model including uncertainty sets and fuzzy factors. Since these problems are not well-defined problems due to fuzzy factors, it is hard to solve them directly. Therefore, introducing chance constraints, fuzzy goals and possibility measures, the proposed models are transformed into the deterministic equivalent problems. Furthermore, in order to solve these equivalent problems efficiently, the solution method is constructed introducing the mean-absolute deviation and doing the equivalent transformations.

本文言語English
ページ(範囲)224-235
ページ数12
ジャーナルAIP Conference Proceedings
1089
DOI
出版ステータスPublished - 2009
外部発表はい
イベントInternational MultiConference of Engineers and Computer Scientists, IMECS 2008 - Hong Kong, China
継続期間: 2008 3月 192008 3月 21

ASJC Scopus subject areas

  • 物理学および天文学一般

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