Modeling and analysis of problems formulated as mathematical programs with uncertain parameter values

Presents a methodology for the modeling and analysis of problems formulated as mathematical programs with uncertain parameter values. The proposed approach differs from traditional sensitivity analysis is that parameters to be varied need not be identified initially, and that it is applicable even when the number of uncertain parameters is large. The method also has a potential for providing information on the nature of the problem examined, which may not be available from studies based on a random selection of parameter values. This method provides an alternative modeling approach to parameters with uncertainties, and can be used either in conjunction with more traditional methods, or when those methods cannot be applied.<>