Geodesic
On the worst scenario method: a modified convergence theorem and its application to an uncertain differential equation
Applications of Mathematics, Tome 53 (2008) no. 6, pp. 583-598.

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We propose a theoretical framework for solving a class of worst scenario problems. The existence of the worst scenario is proved through the convergence of a sequence of approximate worst scenarios. The main convergence theorem modifies and corrects the relevant results already published in literature. The theoretical framework is applied to a particular problem with an uncertain boundary value problem for a nonlinear ordinary differential equation with an uncertain coefficient.
DOI : 10.1007/s10492-008-0043-8
Classification : 34B15, 47H05, 47J05, 47N20, 65L60
Keywords: worst scenario problem; nonlinear differential equation; uncertain input parameters; Galerkin approximation 
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Harasim, Petr. On the worst scenario method: a modified convergence theorem and its application to an uncertain differential equation. Applications of Mathematics, Tome 53 (2008) no. 6, pp. 583-598. doi : 10.1007/s10492-008-0043-8. http://geodesic.mathdoc.fr/articles/10.1007/s10492-008-0043-8/

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