Moment Methods for Decision Analysis
From MaRDI portal
Publication:5285755
DOI10.1287/mnsc.39.3.340zbMath0825.90622MaRDI QIDQ5285755
Publication date: 29 June 1993
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/mnsc.39.3.340
Related Items
A generalization of the binomial distribution, Quantile-Parameterized Distributions, A Framework for Solving Hybrid Influence Diagrams Containing Deterministic Conditional Distributions, Discretization Precision and Assessment Error, Robust Analysis in Stochastic Simulation: Computation and Performance Guarantees, An algorithm for moment-matching scenario generation with application to financial portfolio optimisation, Scenario construction and reduction applied to stochastic power generation expansion planning, An interesting property of the arcsine distribution and its applications, CVaR distance between univariate probability distributions and approximation problems, An improved method for solving hybrid influence diagrams, Appointment scheduling with multiple providers and stochastic service times, Project options valuation with net present value and decision tree analysis, A new moment matching algorithm for sampling from partially specified symmetric distributions, Reexamining Discrete Approximations to Continuous Distributions, A Simulation-Based Approach to Decision Making with Partial Information, Discretizing Distributions with Exact Moments: Error Estimate and Convergence Analysis