A simulation algorithm with uncertain random variables

Hasan Dalman

Abstract


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.


Keywords


alpha optimistic value; alpha pessimistic value; Uncertain random variables; Uncertainty theory

Full Text:

PDF

References


Liu, Y. (2013). Uncertain random variables: A mixture of uncertainty and randomness. Soft Computing, 17(4), 625-634.

Liu, B. (2007). Uncertainty theory, 2nd ed., Springer-Verlag, Berlin, Germany.

Gao, J. (2013). Uncertain bimatrix game with applications. Fuzzy Optimization and Decision Making, 12(1), 65-78.

Yang, X., and Gao, J. (2016). Linearquadratic uncertain differential game with application to resource extraction problem. IEEE Transactions on Fuzzy Systems, 24(4), 819-826.

Gao, Y., and Qin, Z. (2016) On computing the edge-connectivity of an uncertain graph. IEEE Transactions on Fuzzy Systems, 24(4), 981-991.

Dalman, H. (2018). Uncertain programming model for multi-item solid transportation problem. International Journal of Machine Learning and Cybernetics, 9(4), 559-567.

Dalman, H. (2018). Uncertain random programming models for fixed charge multi-item solid transportation problem, New Trends in Mathematical Sciences, 6(1), 37-51.

Liu, B. (2014). Uncertain random graph and uncertain random network. Journal of Uncertain Systems, 8(1), 3-12.

Zhou, J., Yang, F., and Wang, K. (2014). Multiobjective optimization in uncertain random environments. Fuzzy Optimization and Decision Making, 13(4), 397-413.

Ahmadzade, H., Gao, R., and Zarei, H. (2016). Partial quadratic entropy of uncertain random variables. Journal of Uncertain Systems, 10(4), 292-301.

Ke, H., Liu, H., and Tian, G. (2015). An uncertain random programming model for project scheduling problem. International Journal of Intelligent Systems, 30(1), 66-79.

Sheng, Y., and Gao, Y. (2016). Shortest path problem of uncertain random network. Computers and Industrial Engineering, 99, 97-105.

Liu, B. (2009). Some research problems in uncertainty theory. Journal of Uncertain Systems, 3(1), 3-10.

Liu, B. (2010). Uncertainty Theory: A Branch of Mathematics for Modeling Human Uncertainty, Springer-Verlag, Berlin, Germany.

Liu, Y. (2013). Uncertain random programming with applications. Fuzzy Optimization and Decision Making, 12(2), 153-169.




DOI: http://dx.doi.org/10.11121/ijocta.01.2018.00601

Refbacks

  • There are currently no refbacks.


Copyright (c) 2018 hasan dalman

Creative Commons License
This work is licensed under a Creative Commons Attribution 4.0 International License.

footer_771

   ithe_170     crossref_284         ind_131_43_x_117_117  logo_ehost_120    ulakbim_140   proquest_256_x_97_256   zbmath_251_x_86_251 more...