The goal of this contribution is to introduce some approaches to uncertainty modeling in a way accessible to non-specialists. Elements of the Monte Carlo method, polynomial chaos method, Dempster-Shafer approach, fuzzy set theory, and the worst (case) scenario method are presented.
@article{702739,
title = {Elements of uncertainty modeling},
booktitle = {Programs and Algorithms of Numerical Mathematics},
series = {GDML\_Books},
publisher = {Institute of Mathematics AS CR},
address = {Prague},
year = {2010},
pages = {42-57},
url = {http://dml.mathdoc.fr/item/702739}
}
Chleboun, Jan. Elements of uncertainty modeling, dans Programs and Algorithms of Numerical Mathematics, GDML_Books, (2010), pp. 42-57. http://gdmltest.u-ga.fr/item/702739/