Abstract
We consider a multiobjective linear program whose parameters have uncertain values. We first present a method of modelling the uncertainty, based on t-norms and co-t-norms, which contains possibility theory and probability theory as special cases. We then present a procedure for modelling the decision problem, which is independent of the uncertainty model, based on a game against Nature.
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© 1991 Springer-Verlag Berlin Heidelberg
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Buckley, J.J. (1991). Uncertain Multiobjective Programming as a Game Against Nature. In: Fedrizzi, M., Kacprzyk, J., Roubens, M. (eds) Interactive Fuzzy Optimization. Lecture Notes in Economics and Mathematical Systems, vol 368. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-45700-5_8
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DOI: https://doi.org/10.1007/978-3-642-45700-5_8
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