Decision-making under uncertainty: using MLMC for efficient estimation of EVPPI
In this paper, we develop a very efficient approach to the Monte Carlo estimation of the expected value of partial perfect information (EVPPI) that measures the average benefit of knowing the value of a subset of uncertain parameters involved in a decision model. The calculation of EVPPI is inherent...
| Հիմնական հեղինակներ: | , |
|---|---|
| Ձևաչափ: | Journal article |
| Հրապարակվել է: |
Springer Verlag
2018
|