"Nonlinear Mathematics for Uncertainty and its Applications" by Shoumei Li, Xia Wang, Yoshiaki Okazaki, Jun Kawabe, Toshiaki Murofushi, Li Guan
Spr | 2011 | ISBN: 364222833X 9783642228339 | PDF | 728 pages | 6 MB
Spr | 2011 | ISBN: 364222833X 9783642228339 | PDF | 728 pages | 6 MB
This volume presentes all aspects of nonlinear mathematics for uncertainty and its applications.
Over the last fifty years there have been many attempts in extending the theory of classical probability and statistical models to the generalized one which can cope with problems of inference and decision making when the model-related information is scarce, vague, ambiguous, or incomplete. Such attempts include the study of nonadditive measures and their integrals, imprecise probabilities and random sets, and their applications in information sciences, economics, finance, insurance, engineering, and social sciences.
The book presents topics including nonadditive measures and nonlinear integrals, Choquet, Sugeno and other types of integrals, possibility theory, Dempster-Shafer theory, random sets, fuzzy random sets and related statistics, set-valued and fuzzy stochastic processes, imprecise probability theory and related statistical models, fuzzy mathematics, nonlinear functional analysis, information theory, mathematical finance and risk managements, decision making under various types of uncertainty, and others.