Математика Этерна

Математика Этерна
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ISSN: 1314-3344


Properties of Expected Value for Uncertain Variables

Cuilian You and Lijuan Yan

In order to demonstrate some theories of mathematical expectation applied under uncertain environment, we need to study properties of expected value. Based on uncertainty theory, some properties and theorems of expected value are investigated. Furthermore, the concept of sublinear expectation is obtained, which is a special case of uncertain expectation.