Uncertain random variables: a mixture of uncertainty and randomness

DOI10.1007/s00500-012-0935-0zbMath1281.60005OpenAlexW2093905688MaRDI QIDQ1955469

Yuhan Liu

Publication date: 11 June 2013

Published in: Soft Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00500-012-0935-0

zbMATH Keywords

varianceexpected valueprobability theoryuncertainty theorychance measureuncertain random variable

Mathematics Subject Classification ID

Fuzzy probability (60A86)

Related Items (73)

Uncertain random data envelopment analysis for technical efficiency ⋮ FURTHER RESULTS OF CONVERGENCE OF UNCERTAIN RANDOM SEQUENCES ⋮ First hitting time for renewal process with uncertain interarrival times and random rewards ⋮ Risk Index in Uncertain Random Risk Analysis ⋮ Uncertain random mean–variance–skewness models for the portfolio optimization problem ⋮ Mean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returns ⋮ Two-degree-of-freedom Ellsberg urn problem ⋮ Reliability analysis of general systems with bi-uncertain variables ⋮ Uncertain random portfolio selection based on risk curve ⋮ Elliptic entropy of uncertain random variables with application to portfolio selection ⋮ Fuzzy stochastic ordering for c-fuzzy random variables and its applications ⋮ The Minimum Cost Flow Problem of Uncertain Random Network ⋮ Optimal control for uncertain random singular systems with multiple time-delays ⋮ OPTIMIZING RELIABILITY OF LINEAR FRACTIONAL DIFFERENCE SYSTEMS UNDER UNCERTAINTY AND RANDOMNESS ⋮ Multistage uncertain random linear quadratic optimal control ⋮ Convergence in distribution for uncertain random sequences with dependent random variables ⋮ Input-output dynamic model for optimal environmental pollution control ⋮ A linear quadratic model based on multistage uncertain random systems ⋮ Indefinite linear quadratic optimal control problem for uncertain random discrete-time systems ⋮ Computing the reliability of mixed uncertain random \(k\)-out-of-\(n\) systems with multiple possible states ⋮ Reliability modeling of uncertain random fractional differential systems with competitive failures ⋮ Portfolio optimization using higher moments in an uncertain random environment ⋮ A domain decomposition method for stochastic analysis of acoustic fields with hybrid and localized uncertainties ⋮ Reliability analysis for uncertain competing failure degradation system with a change point ⋮ Optimal control for uncertain random continuous-time systems ⋮ Measuring component importance for network system using cellular automata ⋮ Reliability analysis of uncertain random systems based on uncertain differential equation ⋮ Uncertain renewal process with general rewards ⋮ Belief reliability analysis of multi-state deteriorating systems under epistemic uncertainty ⋮ Uncertain random portfolio selection with high order moments ⋮ Mean-risk model for uncertain portfolio selection with background risk and realistic constraints ⋮ An uncertain furniture production planning problem with cumulative service levels ⋮ Uncertain random spectra: a new metric for assessing the survivability of mobile wireless sensor networks ⋮ Diversified models for portfolio selection based on uncertain semivariance ⋮ Unnamed Item ⋮ On existence and uniqueness of solutions to uncertain backward stochastic differential equations ⋮ Unnamed Item ⋮ A novel single-period inventory problem with uncertain random demand and its application ⋮ The bounds of premium and optimality of stop loss insurance under uncertain random environments ⋮ Portfolio optimization in real financial markets with both uncertainty and randomness ⋮ Optimal control for uncertain stochastic dynamic systems with jump and application to an advertising model ⋮ Uncertain random data envelopment analysis: efficiency estimation of returns to scale ⋮ Complement information entropy for uncertainty measure in fuzzy rough set and its applications ⋮ Uncertain random multilevel programming with application to production control problem ⋮ Developing equilibrium optimization methods for hub location problems ⋮ Euler index of uncertain random graph: concepts and properties ⋮ Uncertain random goal programming ⋮ Optimal Control of Uncertain Stochastic Systems with Markovian Switching and Its Applications to Portfolio Decisions ⋮ Multi-objective optimization in uncertain random environments ⋮ Reliability analysis in uncertain random system ⋮ Order statistics of uncertain random variables with application to \(k\)-out-of-\(n\) system ⋮ On the convergence of uncertain random sequences ⋮ Expected loss of uncertain random system ⋮ A stronger law of large numbers for uncertain random variables ⋮ Complex uncertain random variables ⋮ Value-at-risk in uncertain random risk analysis ⋮ Uncertain random assignment problem ⋮ First hitting time of uncertain random renewal reward process and its application in insurance risk process ⋮ A stock model with jumps for Itô-Liu financial markets ⋮ A new model and algorithm for uncertain random parallel machine scheduling problem ⋮ Uncertain urn problems and Ellsberg experiment ⋮ The skewness for uncertain random variable and application to portfolio selection problem ⋮ Partial divergence measure of uncertain random variables and its application ⋮ Uncertain random shortest path problem ⋮ Tail value-at-risk in uncertain random environment ⋮ Semi entropy of uncertain random variables and its application to portfolio selection ⋮ Portfolio selection of uncertain random returns based on value at risk ⋮ On the significance of edges for connectivity in uncertain random graphs ⋮ A risk index to find the optimal uncertain random portfolio ⋮ Tsallis entropy of uncertain random variables and its application ⋮ Uncertain random bilevel programming models and their application to shared capacity routing problem ⋮ A new uncertain random portfolio optimization model for complex systems with downside risks and diversification ⋮ Law of large numbers for uncertain random variables with different chance distributions

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Existence and uniqueness theorem for uncertain differential equations
• Statistics with vague data
• Fuzzy random variables - I. Definitions and theorems
• Fuzzy random variables - II. Algorithms and examples for the discrete case
• Fuzzy sets as a basis for a theory of possibility
• Random fuzzy dependent-chance programming and its hybrid intelligent algorithm
• Uncertainty theory. An introduction to its axiomatic foundations.
• Theory and practice of uncertain programming.
• Fuzzy random programming with equilibrium chance constraints
• UNCERTAIN OPTIMAL CONTROL WITH APPLICATION TO A PORTFOLIO SELECTION MODEL
• ON LIU'S INFERENCE RULE FOR UNCERTAIN SYSTEMS
• A sufficient and necessary condition of uncertainty distribution
• Fuzzy sets
• Uncertainty theory
• Fuzzy random variables

This page was built for publication: Uncertain random variables: a mixture of uncertainty and randomness