Abstract

We investigate a general optimization problem with a linear objective in which the coefficients are uncertain and the uncertainty is represented by a belief function. We consider five common criteria to compare solutions in this setting: generalized Hurwicz, strong dominance, weak dominance, maximality and E-admissibility. We provide characterizations for the non-dominated solutions with respect to these criteria when the focal sets of the belief function are Cartesian products of compact sets. These characterizations correspond to established concepts in optimization. They make it possible to find non-dominated solutions by solving known variants of the deterministic version of the optimization problem or even, in some cases, simply by solving the deterministic version.

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.