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11.
The effects of parameter uncertainty on optimal policy have been a matter of interest for academics, and even for some policymakers,
for a long time. Two lines of literature have developed analytical results on this matter. The first line uses static models
and the second dynamic models. In this dynamic line most of the results are confined to models with a single state and a single
control variable.
In this paper we want to encourage the analysis of more general dynamic cases. To do so, the results in the dynamic line are
extended from one-state and one-control finite horizon models to models with a pair of control variables. We then discuss
some of the hurdles which must be surmounted for the results to be made more general and suggests some lines for further research.
JEL classification: C61; E61 相似文献
12.
A discussion is given of questions arising when classifying uncertainties from the point of view of the structure of the measurement process. 相似文献
13.
14.
Abstract. Information technology is becoming an increasingly important factor in contemporary management. Information systems are being set up in business explicitly to accommodate the new opportunities of this technology, and these are having a lasting effect on managerial practice. The full implications of this technology-driven development have not been appreciated by organizations, which in absorbing technological systems, are tolerating a great drain on their resources.
The efficacy of computers is predicated on the acceptance of some very specific perspectives. A growing discontent and disappointment with their limited achievements is our reason for advocating a different point of view. We will discuss how a shift in perspective, particularly in respect to the perception of uncertainty, will affect thinking and practice in the field of management support systems. We will render our view of the application of computerized decision support systems (DSS), and especially, we will focus on the beliefs and assumptions that have shaped this technology thus far. To this end we will discuss the concept of uncertainty, by juxtaposing current thinking and practice with our understanding of the context of its application. Finally, we will place our understanding of uncertainty in a managerial context and explain the implications this would have for strategists. 相似文献
The efficacy of computers is predicated on the acceptance of some very specific perspectives. A growing discontent and disappointment with their limited achievements is our reason for advocating a different point of view. We will discuss how a shift in perspective, particularly in respect to the perception of uncertainty, will affect thinking and practice in the field of management support systems. We will render our view of the application of computerized decision support systems (DSS), and especially, we will focus on the beliefs and assumptions that have shaped this technology thus far. To this end we will discuss the concept of uncertainty, by juxtaposing current thinking and practice with our understanding of the context of its application. Finally, we will place our understanding of uncertainty in a managerial context and explain the implications this would have for strategists. 相似文献
15.
Inaki Arrazola Agn s Plainfoss Henri Prade Claudette Testemale 《Information Systems》1989,14(6):487-492
This paper presents different approaches which enable a data base management system to obtain a plausible fuzzy estimate for an attribute value of an item for which the information is not explicitly stored in the data base. This can be made either by a kind of analogical reasoning from information about particular items or by means of expert rules which specify the (fuzzy) sets of possible values of the attribute under consideration, for various classes of items. Another kind of expert rules enables the system to compute an estimate from the attribute value of another item provided that, in other respects, this latter item sufficiently resembles the item, the value of which we are interested in; then these expert rules are used either for controlling the analogical reasoning process or for enlarging the scope of application of the first kind of expert rules. The different approaches are discussed in the framework of possibility theory. 相似文献
16.
A block‐oriented approximate feedback linearization for control of a pneumatic cylinder positioning system is introduced and a rather detailed discussion is presented on the uncertain linearization residual characterization. It is shown that making use of the characterized gain–phase information of the linearized system leads to a more reasonable trade‐off between performance and stability in the QFT control design and thus results in high control performance. Simulation and experimental results are shown. Copyright © 2003 John Wiley & Sons, Ltd. 相似文献
17.
This paper considers time-varying uncertain constrained systems, and develops a method for computing a probabilistic output admissible (POA) set. This set consists of the initial states probabilistically assured to satisfy the constraint. The time-invariant counterpart has already been investigated in Hatanaka and Takaba [Computations of probabilistic output admissible set for uncertain constrained systems, Automatica 44 (2) (2008), to appear]. We first define the POA set for time-varying uncertainties with finite dimensional probability space. Then, we show that an algorithm similar to Hatanaka and Takaba [Computations of probabilistic output admissible set for uncertain constrained systems, Automatica 44 (2) (2008), to appear] provides the POA set also in the time-varying case, as long as an upper bound of a what we call future output admissibility (FOA) index is available. We moreover present two methods for computing the upper bound of the FOA index: probabilistic and deterministic methods. A numerical simulation demonstrates the effectiveness of our algorithm. 相似文献
18.
本文主要介绍了在动态汽车衡的试验过程中不确定度来源,并以动态试验为例重点介绍了计算各分量的标准不确定度、合成标准不确定度以及扩展不确定度的方法. 相似文献
19.
20.
J.C. Helton J.D. Johnson W.L. Oberkampf C.J. Sallaberry 《Reliability Engineering & System Safety》2006,91(10-11):1414-1434
Three applications of sampling-based sensitivity analysis in conjunction with evidence theory representations for epistemic uncertainty in model inputs are described: (i) an initial exploratory analysis to assess model behavior and provide insights for additional analysis; (ii) a stepwise analysis showing the incremental effects of uncertain variables on complementary cumulative belief functions and complementary cumulative plausibility functions; and (iii) a summary analysis showing a spectrum of variance-based sensitivity analysis results that derive from probability spaces that are consistent with the evidence space under consideration. 相似文献