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Uncertain random programming with applications. (English) Zbl 1428.90194
Summary: Uncertain random variable is a tool to deal with a mixture of uncertainty and randomness. This paper presents an operational law of uncertain random variables, and shows an expected value formula by using probability and uncertainty distributions. This paper also provides a framework of uncertain random programming that is a type of mathematical programming involving uncertain random variables. Finally, some applications of uncertain random programming are discussed.

MSC:
90C70 Fuzzy and other nonstochastic uncertainty mathematical programming
90C15 Stochastic programming
90B25 Reliability, availability, maintenance, inspection in operations research
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