| Article ID: | iaor20063642 |
| Country: | Netherlands |
| Volume: | 168 |
| Issue: | 3 |
| Start Page Number: | 1019 |
| End Page Number: | 1029 |
| Publication Date: | Feb 2006 |
| Journal: | European Journal of Operational Research |
| Authors: | Youness Ebrahim A. |
In this paper we define a new kind of mathematical programming problems. This kind, in which the decision set is a rough set, is called a rough programming problem. A rough optimal solution and a rough saddle point will be characterized. Some illustrative examples are presented.