Verified stochastic methods

DOI10.1007/s00500-013-1009-7zbMath1327.65020OpenAlexW8639604MaRDI QIDQ889881

Ekaterina Auer, Matthias Stein, Gabor Rebner, Michael A. Beer

Publication date: 9 November 2015

Published in: Soft Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00500-013-1009-7

zbMATH Keywords

fuzzy setinterval arithmeticuncertaintiesimprecise probabilityMarkov set-chainsDempster-Shafer with Intervals toolboxstatistical estimateverified algorithm

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Interval and finite arithmetic (65G30) Numerical analysis or methods applied to Markov chains (65C40) Algorithms with automatic result verification (65G20)

Uses Software

• Matlab
• INTLAB
• DSI Toolbox

Cites Work

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• A verified realization of a Dempster-Shafer based fault tree analysis
• Imprecise Markov chains with absorption
• Towards combining probabilistic and interval uncertainty in engineering calculations: algorithms for computing statistics under interval uncertainty, and their computational complexity
• Multiset theory
• Markov set-chains
• Interval-valued finite Markov chains

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