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...
| Главные авторы: | , |
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| Формат: | Journal article |
| Опубликовано: |
Springer Verlag
2018
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