Existing approaches to constrained dynamic programming are limited to formulations where the constraints share the same additive structure of the objective function (that is, they can be represented as an expectation of the summation of one-stage costs). As such, these formulations cannot handle joint probabilistic (chance) constraints, whose structure is not additive. To bridge this gap, this ...

In this paper it is assumed that there are two types of customer demands. Demands of the first type are discrete fuzzy random variables with a poison distribution and the second are continuous fuzzy random variables with a normal distribution. In this problem the distribution centers (DC)s, are selected and allocated in a way that not only the total transportation cost of the problem is minimiz...

Many control design problems subject to uncertainty can be cast as chance constrained optimization programs. The Scenario Approach provides an intuitive way to address these problems by replacing the chance constraint with a finite number of sampled constraints (scenarios). The sample size critically depends on the so-called Helly’s dimension, which is always upper bounded by the number of deci...

W describe a framework and an algorithm for approximately solving a class of hybrid influence diagrams (IDs) containing discrete and continuous chance variables, discrete and continuous decision variables, and deterministic conditional distributions for chance variables. A conditional distribution for a chance variable is said to be deterministic if its variances, for each state of its parents,...

When scheduling tasks for field-deployable systems, our solutions must be robust to the uncertainty inherent in the real world. Although human intuition is trusted to balance reward and risk, humans perform poorly in risk assessment at the scale and complexity of real world problems. In this paper, we present a decision aid system that helps human operators diagnose the source of risk and manag...

A multi-product newsboy problem with uncertain demand and uncertain storage space is investigated under a warehousing chance constraint. It is assumed that indeterminacy may appear in demand and storage space due to rough estimation of their distributions by decision-maker. Uncertainty theory provides a new tool to deal with the human uncertainty. We develop an uncertain expected value programm...

In this paper we study dualities of graphs and, more generally, relational structures with respect to full homomorphisms, that is, mappings that are both edgeand non-edge-preserving. The research was motivated, a.o., by results from logic (concerning first order definability) and Constraint Satisfaction Problems. We prove that for any finite set of objects B (finite relational structures) there...

This article describes the algebraic approach to Constraint Satisfaction Problem that led to many developments in both CSP and universal algebra. No prior knowledge of universal algebra is assumed. 1998 ACM Subject Classification F.2.0 [Analysis of Algorithms and Problem Complexity] General, F.2.0 [Discrete Mathematics] General