A simulation algorithm with uncertain random variables
International Journal of Optimization and Control: Theories and Applications, vol.8, no.2, pp.195-200, 2018 (Scopus, TRDizin)
- Publication Type: Article / Article
- Volume: 8 Issue: 2
- Publication Date: 2018
- Doi Number: 10.11121/ijocta.01.2018.00601
- Journal Name: International Journal of Optimization and Control: Theories and Applications
- Journal Indexes: Scopus, TR DİZİN (ULAKBİM)
- Page Numbers: pp.195-200
- Keywords: Simulation, Uncertain random variables, Uncertainty theory, Α- optimistic value, Α- pessimistic value
- Open Archive Collection: AVESIS Open Access Collection
- Istanbul Gelisim University Affiliated: Yes
Abstract
© 2018 Balikesir University. All rights reserved.In many situations, uncertainty and randomness concurrently occur in a system. Thus this paper presents a new concept for uncertain random variable. Also, a simulation algorithm based on uncertain random variables is presented to approximate the chance distribution using pessimistic value and optimistic value. An example is also given to illustrate how to use the presented simulation algorithm.