Fuzzy probabilities. New approach and applications (Q1872779)

This book is an extended version of a series of papers on uncertain probabilities which will appear in the Springer journal Soft Computing. It presents an overview on the problem how to work with uncertain probabilities. More exactly: There may be uncertainty in (some of the) probability values, but there is no uncertainty in the fact that the problem can be modelled by a probability distribution. The uncertain probability values are modelled by fuzzy numbers. Using so-called restricted fuzzy arithmetic (restricted by the fact that all possible ``selectors'' from the uncertain probabilities have to constitute a proper probability distribution), the author transfers the impreciseness in probability (or in its parameters) into impreciseness of the desired solutions. For example: Given a Poisson distribution with fuzzy intensity, what is the fuzzy probability for the event \(X=6\)? The presentation is descriptive, application oriented with a lot of examples and covers many parts of applied probability. Contents: 1. Introduction; 2. Fuzzy sets; 3. Fuzzy probability theory; 4. Discrete fuzzy random variables; 5. Fuzzy queuing theory; 6. Fuzzy Markov chains; 7. Fuzzy decision under risk; 8. Continuous fuzzy random variables; 9. Fuzzy inventory control; 10. Joint fuzzy probability distributions; 11. Application of joint distributions; 12. Functions of a fuzzy random variable; 13. Functions of fuzzy random variables; 14. Law of large numbers; 15. Sums of fuzzy random variables; 16. Conclusions and future research. Critical points: The book presents the results of the author and his coworkers without an adequate and sensitive embedding into other existing approaches. Investigations on uncertain probabilities has been started in 1967 with Dempster's upper and lower probabilities, continued by Shafer's evidence theory and worked out in a more axiomatic way for interval probabilities by Weichselberger (1995). The notions ``fuzzy random variable'' and ``fuzzy normal'' are used by the author in another context as introduced by Puri and Ralescu in 1985 and 1986.