Stochastic dominance based comparison for system selection

DOI10.1016/j.ejor.2012.02.018zbMath1253.90086OpenAlexW2035414242MaRDI QIDQ1926783

Demet Batur, F. Choobineh

Publication date: 29 December 2012

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2012.02.018

zbMATH Keywords

simulationriskquantilefirst-order stochastic dominancealmost first-order stochastic dominancesystem selection

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Reliability, availability, maintenance, inspection in operations research (90B25) Resource and cost allocation (including fair division, apportionment, etc.) (91B32)

Related Items (4)

Methods for System Selection Based on Sequential Mean–Variance Analysis ⋮ Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency ⋮ Decision making with imprecise probabilities and utilities by means of statistical preference and stochastic dominance ⋮ Selecting the Best Alternative Based on Its Quantile

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