Value of Modeling Uncertainty in Multi-Objective Programming

---

Tezin Türü: Yüksek Lisans

Tezin Yürütüldüğü Kurum: Orta Doğu Teknik Üniversitesi, Fen Bilimleri Enstitüsü, Türkiye

Tezin Onay Tarihi: 2019

Tezin Dili: İngilizce

Öğrenci: ECE YİĞİT

Asıl Danışman (Eş Danışmanlı Tezler İçin): Melih Çelik

Eş Danışman: Sakine Batun

Özet:

In this thesis, the value of modeling uncertainty in multi-objective problems is inves-tigated. First, a mathematical model for a general two-stage multi-objective stochas-tic problems is introduced. Then, a new approach is presented for calculating thevalue of the stochastic solution and the expected value of perfect information for suchproblems. Computational experiments are provided to test the validity and the perfor-mance of the proposed methodology considering a bi-objective problems that involve uncertainty.