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Title: Elements of uncertainty modeling (English)
Author: Chleboun, Jan
Language: English
Journal: Programs and Algorithms of Numerical Mathematics
Volume: Proceedings of Seminar. Dolní Maxov, June 6-11, 2010
Issue: 2010
Pages: 42-57
Category: math
Summary: 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. (English)
Keyword: uncertainty quantification
Keyword: Monte Carlo method
Keyword: polynomial chaos
Keyword: Karhunen-Loeve expansion
Keyword: worst scenario method
Keyword: Dempster-Shafer evidence theory
Keyword: fuzzy sets
MSC: 60H35
MSC: 65C05
MSC: 65C20
MSC: 65C30
Date available: 2015-07-08T06:49:45Z
Last updated: 2015-07-08
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