Abstract
In this paper a method is introduced to simulate fuzzy random variables by using the support function. On the basis of the support function, the class of values of a fuzzy random variable can be ‘identified’ with a closed convex cone of a Hilbert space, and we now suggest to simulate Hilbert space-valued random elements and to project later into such a cone. To make easier the projection above we will consider isotonic regression. The procedure will be illustrated by means of several examples.
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G., GR., A., C., M.A., G., R., C. (2006). A Method to Simulate Fuzzy Random Variables. In: Lawry, J., et al. Soft Methods for Integrated Uncertainty Modelling. Advances in Soft Computing, vol 37. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-34777-1_14
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DOI: https://doi.org/10.1007/3-540-34777-1_14
Publisher Name: Springer, Berlin, Heidelberg
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