Optimization Under Uncertainty

This chapter presents an introduction to the optimization under uncertainty. This chapter introduces parameters that are unknown in optimization problems, where there is a need to use statistical functions to properly obtain stable solutions. Several mathematical formulations are presented to generally solve optimization problems under uncertainty associated with specific parameters in the models. Also, a case study for designing a system where there is involved a lot of uncertainty is presented, this problem is analyzed in detail to show the importance of considering the uncertainty in the optimization problems.