Uncertain programming: a unifying optimization theory in various uncertainenvironments

By uncertain programming we mean the optimization theory in generally uncer tain (random, fuzzy, fuzzy random, grey, etc.) environments. Three broad cl asses of uncertain programming are expected value models and chance-constra ined programming as well as dependent-chance programming. In order to solve general uncertain programming models, a simulation-based genetic algorithm is also documented. Finally some applications and further research problem s appearing in this area are posed. (C) 2001 Elsevier Science Inc. All righ ts reserved.