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A simulation algorithm with uncertain random variables
Author(s) -
Hasan Dalman
Publication year - 2018
Publication title -
an international journal of optimization and control theories and applications (ijocta)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.287
H-Index - 6
eISSN - 2146-5703
pISSN - 2146-0957
DOI - 10.11121/ijocta.01.2018.00601
Subject(s) - randomness , random variable , algorithm , uncertainty theory , computer science , variable (mathematics) , value (mathematics) , stochastic simulation , mathematical optimization , expected value , mathematics , statistics , machine learning , mathematical analysis
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.

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