Flexible and Generalized Uncertainty Optimization: Theory and Approaches

This book presents the theory and methods of flexible and generalized uncertainty optimization. Particularly, it describes the theory of generalized uncertainty in the context of optimization modeling. The book starts with an overview of flexible and generalized uncertainty optimization. It covers uncertainties that are both associated with lack of information and are more general than shastic theory, where well-defined distributions are assumed. Starting from families of distributions that...