Uncertain variables and systems - New problems and results

Abstract

At the beginning, a short description of uncertain variables and a basic decision problem for a class of uncertain systems are presented. The main part of the paper is devoted to a review of new applications of the uncertain variables to: nonparametric decision problems, allocation and project management under uncertainty, systems with uncertain and random parameters, systems with distributed knowledge, pattern recognition and selected practical problems. The presentation is based on the author's book Analysis and Decision Making in Uncertain Systems (Springer, 2004).