Study on two-stage uncertain programming based on uncertainty theory

In this paper, based on uncertainty theory, we first present a new class of two-stage uncertain programming model and give its deterministic equivalent programming problem. Then some fundamental properties of the two-stage uncertain programming problem, including the convexity of feasible set as well as objective function, are investigated. In addition, a solution method by employing an efficiently heuristic algorithm, called artificial bee colony algorithm, is applied to solve the two-stage uncertain programming problem. Finally, some numerical examples are provided to illustrate the novel method introduced in this paper.

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