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Title: On the worst scenario method: a modified convergence theorem and its application to an uncertain differential equation (English)
Author: Harasim, Petr
Language: English
Journal: Applications of Mathematics
ISSN: 0862-7940 (print)
ISSN: 1572-9109 (online)
Volume: 53
Issue: 6
Year: 2008
Pages: 583-598
Summary lang: English
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Category: math
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Summary: We propose a theoretical framework for solving a class of worst scenario problems. The existence of the worst scenario is proved through the convergence of a sequence of approximate worst scenarios. The main convergence theorem modifies and corrects the relevant results already published in literature. The theoretical framework is applied to a particular problem with an uncertain boundary value problem for a nonlinear ordinary differential equation with an uncertain coefficient. (English)
Keyword: worst scenario problem
Keyword: nonlinear differential equation
Keyword: uncertain input parameters
Keyword: Galerkin approximation
MSC: 34B15
MSC: 47H05
MSC: 47J05
MSC: 47N20
MSC: 65L60
idZBL: Zbl 1199.47207
idMR: MR2469067
DOI: 10.1007/s10492-008-0043-8
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Date available: 2010-07-20T12:40:54Z
Last updated: 2020-07-02
Stable URL: http://hdl.handle.net/10338.dmlcz/140342
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