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...
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| Formato: | Journal article |
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Springer Verlag
2018
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