Numerical modeling of economic uncertainty

Journal of Industrial Engineering International

مقاله 2، دوره 3، شماره 5، مهر 2007، صفحه 9-18   

نویسنده

H Schjær-Jacobsen

Professor, Copenhagen University College of Engineering, Denmark

چکیده

Representation and modeling of economic uncertainty is addressed by different modeling methods, namely stochastic variables and probabilities, interval analysis, and fuzzy numbers, in particular triple estimates. Fo-cusing on discounted cash flow analysis numerical results are presented, comparisons are made between alter-native modeling methods, and characteristics of the methods are discussed.

کلیدواژه‌ها

Economic uncertainty؛ Modeling؛ stochastic؛ Probability؛ Interval؛ fuzzy number؛ Triple esti-mate؛ Discounted Cash Flow