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03.06.2017 | Focus

The information value and the uncertainties in two-stage uncertain programming with recourse

verfasst von: Mingfa Zheng, Yuan Yi, Xuhua Wang, Jian Wang, Sheng Mao

Erschienen in: Soft Computing | Ausgabe 17/2018

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Abstract

Based on uncertainty theory, this paper mainly studies the uncertainties and the information value in the two-stage uncertain programming with recourse. We first define three fundamental concepts and investigate their theoretical properties, based on which we present two optimal indices, i.e., EVPI and VUS. Then, we introduce a method to calculate the expected value of the second-stage objective function involving discrete uncertain variables. Due to the complexity of calculation, the upper bound and lower bound for the two indices are studied, respectively. Finally, two examples are given to illustrate these concepts clearly. The results obtained in this paper can provide theoretical basis for studying uncertainties and information value in decision-making process under uncertain systems.

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Titel: The information value and the uncertainties in two-stage uncertain programming with recourse
verfasst von: Mingfa Zheng
Yuan Yi
Xuhua Wang
Jian Wang
Sheng Mao
Publikationsdatum: 03.06.2017
Verlag: Springer Berlin Heidelberg
Erschienen in: Soft Computing / Ausgabe 17/2018
Print ISSN: 1432-7643
Elektronische ISSN: 1433-7479
DOI: https://doi.org/10.1007/s00500-017-2662-z

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