haku: @journal_id 112 / yhteensä: 1577
viite: 129 / 1577
| Tekijä: | Smith, J. |
| Otsikko: | Generalized Chebychev inequalities: theory and applications in decision analysis |
| Lehti: | Operations Research
1995 : SEP-OCT, VOL. 43:5, p. 807-825 |
| Asiasana: | OPERATIONAL RESEARCH DECISION ANALYSIS THEORIES |
| Kieli: | eng |
| Tiivistelmä: | In many decision analysis problems, we have only limited information about the relevant probability distributions. In problems like these, it is natural to ask what conclusions can be drawn on the basis of this limited information. this paper describes a very general framework for analyzing the kinds of problems where, given certain "moments' of a distribution, we can compute bounds on the expected value of an arbitrary "objective' function. By suitable choice of moment and objective functions it is possible to solve many practical decision analysis problems. |
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