A simulation algorithm with uncertain random variables

In many situations, uncertainty and randomness concurrently occur in a system. Thus this paper presents a new concept for uncertain random variable. Also, a simulation algorithm based on uncertain random variables is presented to approximate the chance distribution using  pessimistic value and  opti...

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Main Author: Hasan Dalman
Format: Article
Language:English
Published: Balikesir University 2018-04-01
Series:An International Journal of Optimization and Control: Theories & Applications
Subjects:
Online Access:http://ijocta.org/index.php/files/article/view/601
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author Hasan Dalman
author_facet Hasan Dalman
author_sort Hasan Dalman
collection DOAJ
description In many situations, uncertainty and randomness concurrently occur in a system. Thus this paper presents a new concept for uncertain random variable. Also, a simulation algorithm based on uncertain random variables is presented to approximate the chance distribution using  pessimistic value and  optimistic value. An example is also given to illustrate how to use the presented simulation algorithm.
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spelling doaj.art-28ca2d98ee8e4a64b049064bda2ffb522023-02-15T16:21:06ZengBalikesir UniversityAn International Journal of Optimization and Control: Theories & Applications2146-09572146-57032018-04-018210.11121/ijocta.01.2018.00601A simulation algorithm with uncertain random variablesHasan Dalman0Gelisim UniversityIn many situations, uncertainty and randomness concurrently occur in a system. Thus this paper presents a new concept for uncertain random variable. Also, a simulation algorithm based on uncertain random variables is presented to approximate the chance distribution using  pessimistic value and  optimistic value. An example is also given to illustrate how to use the presented simulation algorithm.http://ijocta.org/index.php/files/article/view/601alpha optimistic valuealpha pessimistic valueUncertain random variablesUncertainty theory
spellingShingle Hasan Dalman
A simulation algorithm with uncertain random variables
An International Journal of Optimization and Control: Theories & Applications
alpha optimistic value
alpha pessimistic value
Uncertain random variables
Uncertainty theory
title A simulation algorithm with uncertain random variables
title_full A simulation algorithm with uncertain random variables
title_fullStr A simulation algorithm with uncertain random variables
title_full_unstemmed A simulation algorithm with uncertain random variables
title_short A simulation algorithm with uncertain random variables
title_sort simulation algorithm with uncertain random variables
topic alpha optimistic value
alpha pessimistic value
Uncertain random variables
Uncertainty theory
url http://ijocta.org/index.php/files/article/view/601
work_keys_str_mv AT hasandalman asimulationalgorithmwithuncertainrandomvariables
AT hasandalman simulationalgorithmwithuncertainrandomvariables