Abstract
In this work, uncertain entities in a linear program are probability intervals that can be represented as random sets. The uncertainty in our model has a special pattern; i.e., the coefficients and the right hand side of each constraint form vector realizations. Moreover, each constraint may have a few vectors realizations to represent its situation. We transform the linear program with special uncertainty into an interval expected recourse problem, then find the minimax regret of this issue by a relaxation procedure. The relaxation procedure finally has been improved by using the idea of ordering and the fact that we can reduce the size of the lower probability set of all possible ordering cases at each iteration.
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Saraprang, T., Thipwiwatpotjana, P. (2016). Minimax Regret Relaxation Procedure of Expected Recourse Problem with Vectors of Uncertainty. In: Huynh, VN., Inuiguchi, M., Le, B., Le, B., Denoeux, T. (eds) Integrated Uncertainty in Knowledge Modelling and Decision Making. IUKM 2016. Lecture Notes in Computer Science(), vol 9978. Springer, Cham. https://doi.org/10.1007/978-3-319-49046-5_8
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DOI: https://doi.org/10.1007/978-3-319-49046-5_8
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