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...

Полное описание

Библиографические подробности
Главные авторы:	Giles, M, Goda, T
Формат:	Journal article
Опубликовано:	Springer Verlag 2018

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