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/