Term structure models describe the evolution of the yield curve through time, without considering the influence of risk, tax, etc. Recently, uncertain processes were initialized and applied to option pricing and currency model. Under the assumption of short interest rate following uncertain processes, this paper investigates the term-structure equation. This equation is first derived for valuin...

An uncertain control model with time-delay is investigated based on the concept of uncertain process. The value function of the model is infinite-dimensional in the state. Some conditions are presented to guarantee the model is equivalent to a finite-dimensional one. The latter is solved by the equation of optimality. Then the solution of an uncertain linear quadratic optimal control problem wi...

Uncertain delay differential equation is a type of differential equations driven by a canonical Liu process. This paper mainly focuses on the stability of uncertain delay differential equations. At first, the concept of stability in measure, stability in mean and stability in moment for uncertain delay differential equations will be presented. In addition, the sufficient condition for uncertain...

The uncertain data as an important aspect of data mining, has received considerable attention, due to its importance in many applications, but little study has been paid to the cost-sensitive classification on uncertain data, so this paper proposes the dynamic costsensitive Naive Bayes classification for mining uncertain data (DCSUNB). Firstly, we apply the probability density to dispose uncert...

Purpose In any information security risk assessment, vulnerabilities are usually identified by information-gathering techniques. However, vulnerability identification errors wrongly identified or unidentified vulnerabilities can occur as uncertain data are used. Furthermore, businesses’ security needs are not considered sufficiently. Hence, security functions may not protect business assets suf...

Theory of Evidence is a mathematical theory which allows one to reason with uncertainty and which suggests a way for combining uncertain data. This is the reason why it is used as a basic tool for multisensor data fusion in situation assessment process. Although numerician people know quite well this formalism and its use in multisensor fusion, it is not the case for people used to manipulate l...

The aim of this chapter is to investigate the decision process of manufacturing systems (MSs) under uncertain conditions. The decision process needs a systematic approach to structure the system requirements and highlight the management preferences while considering vague criteria. In order to establish a suitable empirical approach for the decision process compatible with the current/future re...