Uncertain random assignment problem

This paper proposes an uncertain random assignment problem in which random variables coexist with uncertain variables. Critical values of uncertain random variables are used to rank uncertain random variables. An uncertain random simulation algorithm is developed in order to obtain chance distributions and critical values of uncertain random variables. An α-optimistic model is presented. A combined optimization approach is designed to solve the α-optimistic model. This approach incorporates uncertain random simulation into branch and bound algorithm. Finally, an example application of the approach is presented.