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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Format: | Article |
Language: | English |
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Balikesir University
2018-04-01
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Series: | An International Journal of Optimization and Control: Theories & Applications |
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Online Access: | http://ijocta.org/index.php/files/article/view/601 |
_version_ | 1797907069195517952 |
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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. |
first_indexed | 2024-04-10T10:31:48Z |
format | Article |
id | doaj.art-28ca2d98ee8e4a64b049064bda2ffb52 |
institution | Directory Open Access Journal |
issn | 2146-0957 2146-5703 |
language | English |
last_indexed | 2024-04-10T10:31:48Z |
publishDate | 2018-04-01 |
publisher | Balikesir University |
record_format | Article |
series | An International Journal of Optimization and Control: Theories & Applications |
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 |