Stochastic dominance based comparison for system selection
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Publication:1926783
DOI10.1016/j.ejor.2012.02.018zbMath1253.90086OpenAlexW2035414242MaRDI QIDQ1926783
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
simulationriskquantilefirst-order stochastic dominancealmost first-order stochastic dominancesystem selection
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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