Decision-making under uncertainty: using MLMC for efficient estimation of EVPPI

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...

Descrizione completa

Dettagli Bibliografici
Autori principali:	Giles, M, Goda, T
Natura:	Journal article
Pubblicazione:	Springer Verlag 2018

Documenti analoghi

MLMC for nested expectations
di: Giles, MB
Pubblicazione: (2018)

MLMC techniques for discontinuous functions
di: Giles, MB
Pubblicazione: (2024)

A CLT for infinitely stratified estimators, with applications to debiased MLMC *
di: Zheng Zeyu, et al.
Pubblicazione: (2017-01-01)

Convergence Analysis and Cost Estimate of an MLMC-HDG Method for Elliptic PDEs with Random Coefficients
di: Meng Li, et al.
Pubblicazione: (2021-05-01)

Probabilistic threshold analysis by pairwise stochastic approximation for decision-making under uncertainty
di: Takashi Goda, et al.
Pubblicazione: (2021-10-01)

Decision making under uncertainty
di: McInerney, R
Pubblicazione: (2014)

Decision making under uncertainty /
di: 187806 Bell, David E., et al.
Pubblicazione: (1995)

Decision making under uncertainty
di: Kerstin ePreuschoff, et al.
Pubblicazione: (2013-11-01)

Essays on Decision Making Under Uncertainty
di: Koduri, Nihal
Pubblicazione: (2022)

Social decision-making under uncertainty
di: Nussberger, AM
Pubblicazione: (2021)

The use of decision making under deep uncertainty in the IPCC
di: Robert J. Lempert, et al.
Pubblicazione: (2024-06-01)

Perceptual decision-making under uncertainty in humans
di: Ruesseler, M
Pubblicazione: (2021)

Efficiency and risk of uncertainty in managerial decision making
di: Jusufranić Ibrahim, et al.
Pubblicazione: (2014-01-01)

Decision making under uncertainty: exploration and exploitation
di: Sayfulina K.E., et al.
Pubblicazione: (2020-06-01)

Behavioural Financial Decision Making Under Uncertainty
di: Jiang, H
Pubblicazione: (2008)

Decision making under uncertainty : models and choices /
di: 430401 Holloway, Charles A.
Pubblicazione: (1979)

MAKING STRATEGIC DECISIONS UNDER RISK AND UNCERTAINTIES
di: T. K. Kravchenko, et al.
Pubblicazione: (2017-10-01)

Managerial decision-making under risk and uncertainty.
di: Б.Ш. Алтаев, et al.
Pubblicazione: (2016-04-01)

The skill element in decision making under uncertainty
di: Adam S. Goodie, et al.
Pubblicazione: (2007-06-01)

Emotion and Knowledge in Decision Making under Uncertainty
di: Anna Maffioletti, et al.
Pubblicazione: (2019-09-01)

Cognitive Constraints on Decision Making under Uncertainty
di: Christian eLebiere, et al.
Pubblicazione: (2011-11-01)

Managerial decisions under uncertainty : an introduction to the analysis of decision making /
di: 418621 Baird, Bruce F.
Pubblicazione: (1989)

Age of onset of cannabis use and decision making under uncertainty
di: Jose Ramón Alameda-Bailén, et al.
Pubblicazione: (2018-07-01)

Optimal policy for uncertainty estimation concurrent with decision making
di: Xiaodong Li, et al.
Pubblicazione: (2023-03-01)

The role of the human hippocampus in decision-making under uncertainty
di: Attaallah, B, et al.
Pubblicazione: (2024)

Decision-Making Under Uncertainty: From Theory to Practice
di: Baek, Jackie
Pubblicazione: (2023)

An Integrated Approach to Dynamic Decision Making under Uncertainty
di: Leong, Tze-Yun
Pubblicazione: (2023)

An integrated approach to dynamic decision making under uncertainty
di: Leong, Tze-Yun
Pubblicazione: (2007)

Objectives and multi-objective decision making under uncertainty/
di: 390053 Wilhelm, Jochen
Pubblicazione: (1975)

Confidence and information seeking in decision making under uncertainty
di: Wei, L
Pubblicazione: (2021)

Decision-making under uncertainty for multi-robot systems
di: Lacerda, B, et al.
Pubblicazione: (2022)

Decision-Making Under Uncertainty: African Migrants in the Spotlight
di: Didier Ruedin
Pubblicazione: (2021-03-01)

Modifications of the Omega ratio for decision making under uncertainty
di: Helena Gaspars-Wieloch
Pubblicazione: (2015-03-01)

Intrinsic Valuation of Information in Decision Making under Uncertainty.
di: Daniel Bennett, et al.
Pubblicazione: (2016-07-01)

Decision making under uncertainty: a quasimetric approach.
di: Steve N'Guyen, et al.
Pubblicazione: (2013-01-01)

Decision-making on Implementation of IPO Under Topological Uncertainty
di: Karel Doubravský, et al.
Pubblicazione: (2015-01-01)

Decision making for transformative change: exploring model use, structural uncertainty and deep leverage points for change in decision making under deep uncertainty
di: Sheridan Few, et al.
Pubblicazione: (2023-06-01)

Opinion: the use of natural hazard modeling for decision making under uncertainty
di: David E Calkin, et al.
Pubblicazione: (2015-04-01)

Country and Sex Differences in Decision Making Under Uncertainty and Risk
di: Varsha Singh, et al.
Pubblicazione: (2020-03-01)

An efficient decision-making model for evaluating irrigation systems under uncertainty: Toward integrated approaches to sustainability
di: Ibrahim M. Hezam, et al.
Pubblicazione: (2024-10-01)