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Top2. Mathematical Programming Model
The proposed mathematical programming model can be stated as:
(1) Subject to
(2)(3) where, the decision variables
and
are assumed to be deterministic.
are specified probability levels. Also, it is assumed that
are imprecise with triangular possibility distributions as shown in Figure 1 and
are normal random variables.
is the most possible value (possibility = 1 if normalized),
(the most pessimistic value), and
(the most optimistic value) are the least possible values.