- stochastic uncertainty
- мат. стохастическая неопределенность
Большой англо-русский и русско-английский словарь. 2001.
stochastic uncertainty
Смотреть что такое "stochastic uncertainty" в других словарях:
Stochastic programming — is a framework for modeling optimization problems that involve uncertainty. Whereas deterministic optimization problems are formulated with known parameters, real world problems almost invariably include some unknown parameters. When the… … Wikipedia
Stochastic — (from the Greek Στόχος for aim or guess ) means random.A stochastic process is one whose behavior is non deterministic in that a state s next state is determined both by the process s predictable actions and by a random element. Stochastic crafts … Wikipedia
Stochastic control — is a subfield of control theory which deals with the existence of uncertainty in the data. The designer assumes, in a Bayesian probability driven fashion, that a random noise with known probability distribution affects the state evolution and the … Wikipedia
Stochastic process — A stochastic process, or sometimes random process, is the counterpart to a deterministic process (or deterministic system) in probability theory. Instead of dealing with only one possible reality of how the process might evolve under time (as is… … Wikipedia
Stochastic modelling (insurance) — This page is concerned with the stochastic modelling as applied to the insurance industry. For other stochastic modelling applications, please see Monte Carlo method. For mathematical definition, please see Stochastic process.tochastic model… … Wikipedia
Stochastic context-free grammar — A stochastic context free grammar (SCFG; also probabilistic context free grammar, PCFG) is a context free grammar in which each production is augmented with a probability. The probability of a derivation (parse) is then the product of the… … Wikipedia
Multiplier uncertainty — In macroeconomics, multiplier uncertainty is lack of perfect knowledge of the multiplier effect of a particular policy action, such as a monetary or fiscal policy change, upon the intended target of the policy. For example, a fiscal policy maker… … Wikipedia
Kalman filter — Roles of the variables in the Kalman filter. (Larger image here) In statistics, the Kalman filter is a mathematical method named after Rudolf E. Kálmán. Its purpose is to use measurements observed over time, containing noise (random variations)… … Wikipedia
probability theory — Math., Statistics. the theory of analyzing and making statements concerning the probability of the occurrence of uncertain events. Cf. probability (def. 4). [1830 40] * * * Branch of mathematics that deals with analysis of random events.… … Universalium
Monte Carlo method — Not to be confused with Monte Carlo algorithm. Computational physics … Wikipedia
Monte Carlo methods in finance — Monte Carlo methods are used in finance and mathematical finance to value and analyze (complex) instruments, portfolios and investments by simulating the various sources of uncertainty affecting their value, and then determining their average… … Wikipedia
