Abstract
Uncertain random variable is a tool to deal with a mixture of uncertainty and randomness. This paper presents an operational law of uncertain random variables, and shows an expected value formula by using probability and uncertainty distributions. This paper also provides a framework of uncertain random programming that is a type of mathematical programming involving uncertain random variables. Finally, some applications of uncertain random programming are discussed.
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Liu, Y. Uncertain random programming with applications. Fuzzy Optim Decis Making 12, 153–169 (2013). https://doi.org/10.1007/s10700-012-9149-2
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DOI: https://doi.org/10.1007/s10700-012-9149-2