Abstract
Uncertain random variable is a main tool to deal with phenomena in which uncertainty and randomness are present simultaneously. This paper proposes a concept of expected loss to quantify the risk of an uncertain random system. In addition, an expected loss theorem is proved and applied to series system, parallel system, k-out-of-n system, standby system and structural system.
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Acknowledgements
This work was supported by National Natural Science Foundation of China Grant No. 61573210 and a Taft Travel for Research Grant.
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Communicated by Y. Ni.
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Liu, Y., Ralescu, D.A. Expected loss of uncertain random system. Soft Comput 22, 5573–5578 (2018). https://doi.org/10.1007/s00500-017-2510-1
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DOI: https://doi.org/10.1007/s00500-017-2510-1