Optimal search paths for random variables

Search for Choquet-optimal paths under uncertainty

Choquet expected utility (CEU) is one of the most sophisticated decision criteria used in decision theory under uncertainty. It provides a generalisation of expected utility enhancing both descriptive and prescriptive possibilities. In this paper, we investigate the use of CEU for path-planning under uncertainty with a special focus on robust solutions. We first recall the main features of the ...

OPTIMAL STATISTICAL TESTS BASED ON FUZZY RANDOM VARIABLES

A novel approach is proposed for the problem of testing statistical hypotheses about the fuzzy mean of a fuzzy random variable.The concept of the (uniformly) most powerful test is extended to the (uniformly) most powerful fuzzy-valued test in which the test function is a fuzzy set representing the degrees of rejection and acceptance of the hypothesis of interest.For this purpose, the concepts o...

OPTIMAL DESIGN OF DIAGRID MODULES BY PSEUDO RANDOM DIRECTIONAL SEARCH

The present work reveals a problem formulation to minimize material consumption and improve efficiency of diagrids to resist equivalent wind loading. The integrated formulation includes not only sizing of structural members but also variation in geometry and topology of such a system. Particular encoding technique is offered to handle practical variation of diagrid modules. A variant of Pseudo-...

Dominated Convergence for Fuzzy Random Variables

SOME PROBABILISTIC INEQUALITIES FOR FUZZY RANDOM VARIABLES

In this paper, the concepts of positive dependence and linearlypositive quadrant dependence are introduced for fuzzy random variables. Also,an inequality is obtained for partial sums of linearly positive quadrant depen-dent fuzzy random variables. Moreover, a weak law of large numbers is estab-lished for linearly positive quadrant dependent fuzzy random variables. Weextend some well known inequ...