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| Content Provider | IEEE Xplore Digital Library |
|---|---|
| Author | Kasperski, A. Zielinski, P. |
| Copyright Year | 2011 |
| Description | Author affiliation: Institute of Mathematics and Computer Science, Wrocław University of Technology, Wybrzeże Wyspiańskiego 27, 50-370 Wrocław, Poland (Zielinski, P.) || Institute of Industrial Engineering and Management, Wrocław University of Technology, Wybrzeże Wyspiańskiego 27, 50-370 Wrocław, Poland (Kasperski, A.) |
| Abstract | This paper deals with a class of combinatorial optimization problems with uncertain costs. The uncertainty is modeled by specifying a scenario set containing a finite number of possible realizations of the costs called scenarios. Additionally, a possibility distribution on the scenario set can be defined. Two robust models, namely the min-max and two-stage, for hedging against uncertainty of the costs in the possibilistic setting are considered. A general framework for solving the problems is proposed. For the linear sum objective a mixed integer programing formulation is shown. For the bottleneck objective, an algorithm is constructed which runs in polynomial time if the deterministic problem, i.e. the one with a single scenario, is polynomially solvable. |
| Starting Page | 2650 |
| Ending Page | 2655 |
| File Size | 269235 |
| Page Count | 6 |
| File Format | |
| ISBN | 9781424473151 |
| ISSN | 10987584 |
| e-ISBN | 9781424473175 |
| e-ISBN | 9781424473168 |
| DOI | 10.1109/FUZZY.2011.6007347 |
| Language | English |
| Publisher | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
| Publisher Date | 2011-06-27 |
| Publisher Place | Taiwan |
| Access Restriction | Subscribed |
| Rights Holder | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
| Subject Keyword | Optimization Robustness Uncertainty Computational modeling Possibility theory Probability distribution Shortest path problem Possibility Theory Min-Max Uncertain Cost Fuzzy Optimization |
| Content Type | Text |
| Resource Type | Article |
| Subject | Applied Mathematics Artificial Intelligence Theoretical Computer Science Software |
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