Optimal design in condition of uncertainty determination method

The existing approaches to the optimization of systems (optimal design) in the face of uncertainty are considered. The exact formulation of the problem of constrained optimization in the case of interval uncertainty of parameters of the objective function and constraints is given. In this regard the mathematical theory of interval comparison, including the precise definition of the minimum and maximum intervals. On the base of it the method of determinization is formulated and proved. This method allows to solve the problem by reduction of problem to the two completely define optimization problems of the same type