Satisfaction Optimization Problem

This chapter deals with an optimization problem involving unknown parameters (uncertainty). We consider a decision problem whose objective function is minimized under the condition that a certain performance function should always be less than or equal to a prescribed permissible level (for every value of the unknown parameters). In the case that the set in which the unknown parameters must lie contains an infinite number of elements, we say that the corresponding optimization problem has an infinite number of inequality constraints and call it an infinitely constrained optimization problem.†