epävarmuusrajoitukset
Epävarmuusrajoitukset, or uncertainty constraints, are a set of mathematical tools used in optimization problems where the parameters of the problem are not known with certainty. These constraints are designed to account for the inherent uncertainty in the data, ensuring that the solutions remain feasible and robust under a range of possible scenarios. They are particularly useful in fields such as finance, engineering, and operations research, where decision-making often involves incomplete or noisy information.
The most common type of uncertainty constraint is the robust optimization constraint, which ensures that the
Another approach to handling uncertainty is stochastic programming, which incorporates probabilistic information about the uncertain parameters
Epävarmuusrajoitukset are essential for making informed decisions under uncertainty, as they provide a framework for balancing