Uncertainty theory
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to measure and integration (28-01) Fuzzy measure theory (28E10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Axioms; other general questions in probability (60A05) Reasoning under uncertainty in the context of artificial intelligence (68T37)
The author of this book is a very active Chinese mathematician and chief of the Uncertainty Theory Laboratory at the Tsinghua University in Beijing. Since 1996 he works on the problem of modelling uncertainty, starting with uncertain programming. The first edition of \textit{Uncertainty theory} was published in 2004 (see [Zbl 1072.28012]), followed by the second edition in 2007 (see [Zbl 1141.28001]), the third edition in 2010 and now the fourth edition in 2015. However, all the four editions are four very different books. There are only few similarities between the first two editions and the present one. The author's conviction is that probability theory is only applicable when samples are available and that belief degrees of experts cannot be treated as (subjective) probabilities. For evaluating belief degrees, he introduces more general measures. In this edition the author starts with uncertain measures, which are somewhat more general than credibility measures used in the first two editions. An uncertain measure is a set function that satisfies the three axioms of normality, duality and subadditivity. Whereas the first two chapters introduce the essentials for uncertain measures und uncertain variables, all the remaining 14 chapters deal with uncertainty in special mathematical disciplines: uncertain programming, uncertain statistics, uncertain risk analysis, uncertain reliability analysis, uncertain propositional logic, uncertain entailment, uncertain set, uncertain logic, uncertain inference, uncertain process, uncertain renewal process, uncertain calculus, uncertain differential equation, uncertain finance. An appendix of 100 pages presents essentials of probability theory and chance theory. Chance theory is the attempt to consider uncertainty and probability simultaneously, where a chance space is the product space of an uncertainty space and a probability space. The last part of the appendix discusses 12 frequently asked questions, e.g., the questions: ``Why is fuzzy set unable to model unsharp concept? and ``What goes wrong with Cox's theorem?. Cox's assertion is that any kind of belief measure is ``isomorphic to a probabilty measure. Due to many included remarks and discussion points, this edition is much more readable than the first two ones. Nevertheless, the textbook is suitable especially for mathematicians. Reviewer's remark: The author is very self-confident. To be mentioned in the same breath with Kolmogorov and Zadeh, this is presumably his dream. The first sentence of The Bibliographic Notes at the end of each chapter is always: ``The concept of \dots was first proposed by Liu \dots. Preliminary ideas of other researchers are not mentioned there. On the website \url{http://orsc.edu.cn/online} of the Uncertainty Theory Laboratory the reader can find already the 5th edition of this book.
- A theory of belief.
- A novel DEA model based on uncertainty theory
- Uncertain saddle point equilibrium differential games with non-anticipating strategies
- On risk aversion under fuzzy random data
- Indefinite LQ optimal control with process state inequality constraints for discrete-time uncertain systems
- Uncertain zero-one law and convergence of uncertain sequence
- Adams-Simpson method for solving uncertain differential equation
- Time-dependent optimization of a multi-item uncertain supply chain network: a hybrid approximation algorithm
- The mathematics of the uncertain. A tribute to Pedro Gil
- An uncertain QFD approach for the strategic management of logistics services
- Valuation of interest rate ceiling and floor in uncertain financial market
- 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
- Relations among efficient solutions in uncertain multiobjective programming
- Uncertain partial differential equation with application to heat conduction
- Conditional uncertain set and conditional membership function
- Uncertain weighted dominating set: a prototype application on natural disaster relief management
- Valuation of European option under uncertain volatility model
- Effect of risk attitude on outsourcing leadership preferences with demand uncertainty
- Expected loss of uncertain random system
- Uncertain regression analysis: an approach for imprecise observations
- A new definition of cross-entropy for uncertain variables
- Stable set of uncertain coalitional game with application to electricity suppliers problem
- Complex uncertain random variables
- Uncertain multivariable regression model
- A new method of level-2 uncertainty analysis in risk assessment based on uncertainty theory
- Uncertainty theory. An introduction to its axiomatic foundations.
- Numerical approach for solution to an uncertain fractional differential equation
- Uncertain strike lookback options pricing with floating interest rate
- Interest-rate products pricing problems with uncertain jump processes
- Analysis of a class of dynamic programming models for multi-stage uncertain systems
- Numerical solution and parameter estimation for uncertain SIR model with application to COVID-19
- A relation between moments of Liu process and Bernoulli numbers
- Statistical inference on uncertain nonparametric regression model
- Moment estimation in uncertain differential equations based on the Milstein scheme
- Pricing, carbon emission reduction and recycling decisions in a closed-loop supply chain under uncertain environment
- Uncertainty linguistic summarizer to evaluate the performance of investment funds
- A new portfolio optimization model under tracking-error constraint with linear uncertainty distributions
- Nonlinear impulsive problems for uncertain fractional differential equations
- Providing an uncertain model for evaluating the performance of a basic two-stage system
- A new uncertain linear regression model based on equation deformation
- Electricity spot price modeling by multi-factor uncertain process: a case study from the Nordic region
- Variable selection in uncertain regression analysis with imprecise observations
- Age-structured population model under uncertain environment
- A remark on the maximum entropy principle in uncertainty theory
- Uncertain random bilevel programming models and their application to shared capacity routing problem
- Parameter estimation of uncertain differential equation with application to financial market
- New stability theorems of uncertain differential equations with time-dependent delay
- Parametric approximate optimal control of uncertain differential game with application to counter terror
- Selection of uncertain differential equations using cross validation
- The risk path selection problem in uncertain network
- Supply chain pricing and effort decisions with the participants' belief under the uncertain demand
- Two-degree-of-freedom Ellsberg urn problem
- Reliability analysis of general systems with bi-uncertain variables
- European option pricing under multifactor uncertain volatility model
- The mean chance conditional value at risk under interval type-2 intuitionistic fuzzy random environment
- Uncertain four-dimensional multi-objective multi-item transportation models via GP technique
- Least absolute deviations estimation for uncertain autoregressive model
- Saddle point equilibrium model for uncertain discrete systems
- Uncertain Weibull regression model with imprecise observations
- Bermudan options pricing formulas in uncertain financial markets
- Optimal control for uncertain random singular systems with multiple time-delays
- Valuation of lookback option under uncertain volatility model
- On generating the set of nondominated solutions of a linear programming problem with parameterized fuzzy numbers
- Multi-period portfolio selection with mental accounts and realistic constraints based on uncertainty theory
- Parameter estimation in uncertain differential equations
- Least absolute deviations estimation for uncertain regression with imprecise observations
- Uncertain insurance risk process with multiple classes of claims
- Stability in mean for uncertain delay differential equations based on new Lipschitz conditions
- Uncertain pharmacokinetic model based on uncertain differential equation
- Optimal control for uncertain stochastic dynamic systems with jump and application to an advertising model
- Reliability evaluation with limited and censored time-to-failure data based on uncertainty distributions
- A linear uncertain pharmacokinetic model driven by Liu process
- Uncertain chemical reaction equation
- Value-at-risk in uncertain random risk analysis
- Covering location problem of emergency service facilities in an uncertain environment
- Uncertain dynamical system-based decision making with application to production-inventory problems
- A new stability analysis of uncertain delay differential equations
- Uncertain multi-objective multi-item fixed charge solid transportation problem with budget constraint
- A stock model with jumps for Itô-Liu financial markets
- Research on a novel minimum-risk model for uncertain orienteering problem based on uncertainty theory
- \(S_{\lambda }(\mathcal{I})\)-convergence of complex uncertain sequence
- Indirect disjunctive belief rule base modeling using limited conjunctive rules: two possible means
- Sustainable multi-depot emergency facilities location-routing problem with uncertain information
- A new uncertainty evaluation method and its application in evaluating software quality
- A new uncertain insurance model with variational lower limit
- Tree index of uncertain graphs
- Perfect duality in solving geometric programming problems under uncertainty
- Uncertainty theory with applications
- The inverse 1-median location problem on uncertain tree networks with tail value at risk criterion
- Convergence in distribution for uncertain random sequences with dependent random variables
- Pharmacokinetic model based on multifactor uncertain differential equation
- A generalized interval type-2 fuzzy random variable based algorithm under mean chance value at risk criterion for inverse 1-median location problems on tree networks with uncertain costs
- Necessary optimality conditions of fractional-order discrete uncertain optimal control problems
- Designing a multi-echelon closed-loop supply chain with disruption in the distribution centers under uncertainty
- Vulnerable European call option pricing based on uncertain fractional differential equation
- Uncertain measure of permutable uncertain event
- The stability of multifactor uncertain differential equation
- Convergence of complex uncertain sequences
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