  We are concerned with three types of uncertainties: probabilistic,
possibilitistic and interval. By using possibility and necessity measures as an
Interval Valued Probability Measure (IVPM), we present IVPM's interval expected
values whose possibility distributions are in the form of polynomials. By
working with interval expected values of independent uncertainty coefficients
in a linear optimization problem together with operations suggested in Lodwick
and Jamison (2007), the problem after applying these operations becomes a
linear programming problem with constant coefficients. This is achieved by the
application of two functions. The first is applied to the interval
coefficients, v: I -> R^k, where I= {[a,b] | a <= b}. The second is u: R^k ->
R, applied to the product we got from a previous function. Similar concepts
hold for any types of optimization problems with linear constraints. Moreover,
it implied that optimization problems containing all three types of
uncertainties in one problem can be solved as ordinary optimization problems.
