On comonotonic functions of uncertain variables

DOI10.1007/S10700-012-9143-8MaRDI QIDQ2418601zbMATH OpenOpenAlexFDO

Authors Xiaohu Yang

Publication date 28 May 2019

Published in Fuzzy Optimization and Decision Making (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10700-012-9143-8

zbMATH Keywords

comonotonicityexpected valueuncertain variableuncertainty theory

Mathematics Subject Classification ID

Fuzzy measure theory (28E10) Foundations of probability theory (60A99)

Recommendations

• Uncertainty Distribution of Some Composite Uncertain Variables
• A theoretical extension on the operational law for monotone functions of uncertain variables
• Inequalities and mathematical properties of uncertain variables
• Entropy of function of uncertain variables
• Comonotonicity for sets of probabilities

Cites work

• A sufficient and necessary condition of uncertainty distribution
• Moments and tails inequality within the framework of uncertainty theory
• On the convergence of uncertain sequences
• Prospect Theory: An Analysis of Decision under Risk
• Some discussions on uncertain measure
• SOME PROPERTIES OF CONTINUOUS UNCERTAIN MEASURE
• Uncertainty theory

Cited in

(5)

• Relations among efficient solutions in uncertain multiobjective programming
• A theoretical extension on the operational law for monotone functions of uncertain variables
• Finding efficient solutions in the interval multi-objective linear programming models
• Finding efficient solutions in interval multi-objective linear programming models by uncertainty theory
• Uncertain portfolio adjustment model with background risk and loss aversion

This page was built for publication: On comonotonic functions of uncertain variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2418601)