Uncertain programming: a unifying optimization theory in various uncertain environments

By uncertain programming we mean the optimization theory in generally uncertain (random, fuzzy, fuzzy random, grey, etc.) environments. Three broad classes of uncertain programming are expected value models and chance-constrained programming as well as dependent-chance programming. In order to solve general uncertain programming models, a simulation-based genetic algorithm is also documented. Finally, some applications and further research problems appearing in this area are posed.