The uncertainty sensitivity index method (USIM) & its extension

The uncertainty sensitivity index method (USIM) & its extension

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Article ID: iaor1988316
Country: United States
Volume: 35
Issue: 6
Start Page Number: 655
End Page Number: 672
Publication Date: Dec 1988
Journal: Naval Research Logistics Quarterly
Authors: ,
Abstract:

This article deals with optimization problems that have some uncertain parameters with unknown probabilities. The article proposes a strategy of transferring the system’s uncertainty associated with these optimization problems into a norm of a set of norms that is added to the original objective function(s) within a multiobjective framework. The uncertainty sensitivity index method (USIM) proposed by Haimes and Hall is extended to several general cases. A robust algorithm is developed to guarantee an ideal solution for cases where the nominal value of the uncertain parameter is itself an uncertain variable. A design problem is also addressed to identify the best-compromise values of the system’s parameters by integrating the USIM with the envelope approach.

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