Uncertain random variables: a mixture of uncertainty and randomness
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The concept of uncertain random variables is proposed. This proposal is justified by the behavioral premises. The probability measure and the uncertainty measure are combined into the chance measure. The concept of chance distribution is introduced. This distribution is used for determining the expected value and variance of uncertain random variables. In my opinion, the reviewed paper presents results which are very important for applied mathematics.
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Cited in
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- 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
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- A stronger law of large numbers for uncertain random variables
- Complex uncertain random variables
- The skewness for uncertain random variable and application to portfolio selection problem
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- 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
- The integrated sigma-max system and its application in target recognition
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- 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
- Optimal control for uncertain random singular systems with multiple time-delays
- Input-output dynamic model for optimal environmental pollution control
- A domain decomposition method for stochastic analysis of acoustic fields with hybrid and localized uncertainties
- Portfolio optimization in real financial markets with both uncertainty and randomness
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- The minimum cost flow problem of uncertain random network
- Uncertainty Distribution of Some Composite Uncertain Variables
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- The bounds of premium and optimality of stop loss insurance under uncertain random environments
- FURTHER RESULTS OF CONVERGENCE OF UNCERTAIN RANDOM SEQUENCES
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- Pan-uncertain measure
- A new type of statistically convergent complex uncertain triple sequence
- First hitting time for renewal process with uncertain interarrival times and random rewards
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- OPTIMIZING RELIABILITY OF LINEAR FRACTIONAL DIFFERENCE SYSTEMS UNDER UNCERTAINTY AND RANDOMNESS
- 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
- Law of large numbers for uncertain random variables with different chance distributions
- Improving the Variability Function in Case of a Uni-Modal Probability Distribution
- Euler index of uncertain random graph: concepts and properties
- 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
- Portfolio optimization using higher moments in an uncertain random environment
- Reliability analysis for uncertain competing failure degradation system with a change point
- Optimal control for uncertain random continuous-time systems
- Reliability analysis of uncertain random systems based on uncertain differential equation
- Uncertain renewal process with general rewards
- Option pricing based on uncertain fractional differential equation with floating interest rate
- Belief reliability analysis of multi-state deteriorating systems under epistemic uncertainty
- European spread option pricing with the floating interest rate for uncertain financial market
- Optimal control and zero-sum game subject to differential equations with Liu processes and random matrices
- Uncertain stochastic hybrid zero-sum games based on forward uncertain difference equations and backward stochastic difference equations
- Uncertain random linear quadratic control with multiplicative and additive noises
- Linear quadratic control for multiple time-delayed uncertain random systems
- Linear quadratic zero-sum game for time-delayed uncertain stochastic systems
- A novel single-period inventory problem with uncertain random demand and its application
- Belief reliability analysis and maintenance modeling of uncertain random fractional systems
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- Optimal control problems of multi-stage uncertain random systems based on chance measure
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- Portfolio optimization with background risk and diversification based on uncertain random programming
- Strongly almost convergence for a sequence of complex uncertain random variables with respect to chance measure
- Uncertain geographically weighted regression model with imprecise data
- Uncertain stochastic optimal control problems based on backward stochastic difference equations and forward uncertain difference equations
- On convergences of uncertain random sequences under U-S chance spaces
- Two-person games for uncertain random singular dynamic systems
- Uncertain random variables and laws of large numbers under U-C chance space
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- Optimal control and zero-sum game subject to multifactor uncertain random systems with jump
- A maintenance policy for a deteriorating system under epistemic uncertainty
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