.png){kind=icon}
返回
Stochastic dominance based comparison for system selection
.png){kind=icon}
PRE
AI
DOI：10.1016/j.ejor.2012.02.018.png)
.png){kind=icon}
原文求助.png){kind=icon}
分享.png){kind=icon}
收藏
摘要
En 中文
We present two complementing selection procedures for comparing simulated systems based on the stochastic dominance relationship of a performance metric of interest. The decision maker specifies an output quantile set representing a section of the distribution of the metric, e.g., downside or upside risks or central tendencies, as the basis for comparison. The first procedure compares systems over the quantile set of interest by a first-order stochastic dominance criterion. The systems that are deemed nondominant in the first procedure could be compared by a weaker almost first-order stochastic dominance criterion in the second procedure. Numerical examples illustrate the capabilities of the proposed procedures. (C) 2012 Elsevier B.V. All rights reserved.
Keyword:
Simulation
System selection
Risk
First-order stochastic dominance
Almost first-order stochastic dominance
Quantile
AI总结
对已上传原文的论文进行重点信息的提取，主要内容包括：简要概述、研究摘要、背景介绍、关键亮点、图文解析、展望与总结。
期刊
IF:
6
论文数:
2.2W
被引数:
6.4W
机构
引用论文
.png){kind=icon}
分享收藏THE P2 ALGORITHM FOR DYNAMIC CALCULATION OF QUANTILES AND HISTOGRAMS WITHOUT STORING OBSERVATIONS
OAAI
OAAI分享收藏
查看更多内容