A simulation algorithm with uncertain random variables

Hasan Dalman


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.


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

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


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