Uncertainty Theory Based Novel Multi-Objective Optimization Technique Using Embedding Theorem with Application to R & D Project Portfolio Selection

@inproceedings{Bhattacharyya2010UncertaintyTB,
  title={Uncertainty Theory Based Novel Multi-Objective Optimization Technique Using Embedding Theorem with Application to R & D Project Portfolio Selection},
  author={Rupak Bhattacharyya and Amitava Chatterjee and Samarjit Kar},
  year={2010}
}
This paper introduces a novice solution methodology for multi-objective optimization problems having the coefficients in the form of uncertain variables. The embedding theorem, which establishes that the set of uncertain variables can be embedded into the Banach space C[0, 1] × C[0, 1] isometrically and isomorphically, is developed. Based on this embedding theorem, each objective with uncertain coefficients can be transformed into two objectives with crisp coefficients. The solution of the… CONTINUE READING

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