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Moment Methods for Decision Analysis

Citations

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Cited by:

  1. Jiang, Jia-Jian & He, Ping & Fang, Kai-Tai, 2015. "An interesting property of the arcsine distribution and its applications," Statistics & Probability Letters, Elsevier, vol. 105(C), pages 88-95.
  2. Robert K. Hammond & J. Eric Bickel, 2017. "Discretization Precision and Assessment Error," Decision Analysis, INFORMS, vol. 14(1), pages 21-34, March.
  3. Soumyadip Ghosh & Henry Lam, 2019. "Robust Analysis in Stochastic Simulation: Computation and Performance Guarantees," Operations Research, INFORMS, vol. 67(1), pages 232-249, January.
  4. Thomas W. Keelin & Bradford W. Powley, 2011. "Quantile-Parameterized Distributions," Decision Analysis, INFORMS, vol. 8(3), pages 206-219, September.
  5. Tanaka, Ken'ichiro & Toda, Alexis Akira, 2015. "Discretizing Distributions with Exact Moments: Error Estimate and Convergence Analysis," University of California at San Diego, Economics Working Paper Series qt2tc0m67t, Department of Economics, UC San Diego.
  6. Baker, Erin & Adu-Bonnah, Kwame, 2008. "Investment in risky R&D programs in the face of climate uncertainty," Energy Economics, Elsevier, vol. 30(2), pages 465-486, March.
  7. Robert K. Hammond & J. Eric Bickel, 2013. "Reexamining Discrete Approximations to Continuous Distributions," Decision Analysis, INFORMS, vol. 10(1), pages 6-25, March.
  8. Ravi Kashyap, 2016. "The Perfect Marriage and Much More: Combining Dimension Reduction, Distance Measures and Covariance," Papers 1603.09060, arXiv.org, revised Jul 2019.
  9. Sovan Mitra, 2013. "Scenario Generation For Operational Risk," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 20(3), pages 163-187, July.
  10. Guj, Pietro & Chandra, Atul, 2019. "Comparing different real option valuation approaches as applied to a copper mine," Resources Policy, Elsevier, vol. 61(C), pages 180-189.
  11. Mitra, Sovan & Lim, Sungmook & Karathanasopoulos, Andreas, 2019. "Regression based scenario generation: Applications for performance management," Operations Research Perspectives, Elsevier, vol. 6(C).
  12. Kjetil Høyland & Stein W. Wallace, 2001. "Generating Scenario Trees for Multistage Decision Problems," Management Science, INFORMS, vol. 47(2), pages 295-307, February.
  13. Domenico Delli Gatti & Corrado Di Guilmi & Mauro Gallegati & Simone Landini, 2012. "Reconstructing Aggregate Dynamics in Heterogeneous Agents Models. A Markovian Approach," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(5), pages 117-146.
  14. Lauren E. Cipriano & Thomas A. Weber, 2018. "Population-level intervention and information collection in dynamic healthcare policy," Health Care Management Science, Springer, vol. 21(4), pages 604-631, December.
  15. Woodruff, Joshua & Dimitrov, Nedialko B., 2018. "Optimal discretization for decision analysis," Operations Research Perspectives, Elsevier, vol. 5(C), pages 288-305.
  16. Kashyap, Ravi, 2019. "The perfect marriage and much more: Combining dimension reduction, distance measures and covariance," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 536(C).
  17. Backe, Stian & Ahang, Mohammadreza & Tomasgard, Asgeir, 2021. "Stable stochastic capacity expansion with variable renewables: Comparing moment matching and stratified scenario generation sampling," Applied Energy, Elsevier, vol. 302(C).
  18. Jing Ai & Patrick L. Brockett & Tianyang Wang, 2017. "Optimal Enterprise Risk Management and Decision Making With Shared and Dependent Risks," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(4), pages 1127-1169, December.
  19. Rode, David C. & Fischbeck, Paul S., 2018. "Reduced-form models for power market risk analysis," Applied Energy, Elsevier, vol. 228(C), pages 1640-1655.
  20. John M. Charnes & Prakash P. Shenoy, 2004. "Multistage Monte Carlo Method for Solving Influence Diagrams Using Local Computation," Management Science, INFORMS, vol. 50(3), pages 405-418, March.
  21. Alessandro Barbiero & Asmerilda Hitaj, 2022. "Approximation of continuous random variables for the evaluation of the reliability parameter of complex stress–strength models," Annals of Operations Research, Springer, vol. 315(2), pages 1573-1598, August.
  22. Donald L. Keefer & Craig W. Kirkwood & James L. Corner, 2004. "Perspective on Decision Analysis Applications, 1990–2001," Decision Analysis, INFORMS, vol. 1(1), pages 4-22, March.
  23. Yijing Li & Prakash P. Shenoy, 2012. "A Framework for Solving Hybrid Influence Diagrams Containing Deterministic Conditional Distributions," Decision Analysis, INFORMS, vol. 9(1), pages 55-75, March.
  24. Johannes G. Jaspersen & Gilberto Montibeller, 2015. "Probability Elicitation Under Severe Time Pressure: A Rank‐Based Method," Risk Analysis, John Wiley & Sons, vol. 35(7), pages 1317-1335, July.
  25. Wisse, Bram & Bedford, Tim & Quigley, John, 2008. "Expert judgement combination using moment methods," Reliability Engineering and System Safety, Elsevier, vol. 93(5), pages 675-686.
  26. Ali E. Abbas & David V. Budescu & Hsiu-Ting Yu & Ryan Haggerty, 2008. "A Comparison of Two Probability Encoding Methods: Fixed Probability vs. Fixed Variable Values," Decision Analysis, INFORMS, vol. 5(4), pages 190-202, December.
  27. Ignacio Rios & Andres Weintraub & Roger J.-B. Wets, 2016. "Building a stochastic programming model from scratch: a harvesting management example," Quantitative Finance, Taylor & Francis Journals, vol. 16(2), pages 189-199, February.
  28. Caio Mário Mesquita & Cristiano Arbex Valle & Adriano César Machado Pereira, 2024. "Scenario Generation for Financial Data with a Machine Learning Approach Based on Realized Volatility and Copulas," Computational Economics, Springer;Society for Computational Economics, vol. 63(5), pages 1879-1919, May.
  29. Concha Bielza & Peter Müller & David Ríos Insua, 1999. "Decision Analysis by Augmented Probability Simulation," Management Science, INFORMS, vol. 45(7), pages 995-1007, July.
  30. Ponomareva, K. & Roman, D. & Date, P., 2015. "An algorithm for moment-matching scenario generation with application to financial portfolio optimisation," European Journal of Operational Research, Elsevier, vol. 240(3), pages 678-687.
  31. Konstantin Pavlikov & Stan Uryasev, 2018. "CVaR distance between univariate probability distributions and approximation problems," Annals of Operations Research, Springer, vol. 262(1), pages 67-88, March.
  32. De Reyck, Bert & Degraeve, Zeger & Vandenborre, Roger, 2008. "Project options valuation with net present value and decision tree analysis," European Journal of Operational Research, Elsevier, vol. 184(1), pages 341-355, January.
  33. Bhavsar, S. & Pitchumani, R. & Ortega-Vazquez, M.A., 2021. "Machine learning enabled reduced-order scenario generation for stochastic analysis of solar power forecasts," Applied Energy, Elsevier, vol. 293(C).
  34. Kenneth T. Bogen, 1995. "Methods to Approximate Joint Uncertainty and Variability in Risk," Risk Analysis, John Wiley & Sons, vol. 15(3), pages 411-419, June.
  35. Soltani, Mohamad & Samorani, Michele & Kolfal, Bora, 2019. "Appointment scheduling with multiple providers and stochastic service times," European Journal of Operational Research, Elsevier, vol. 277(2), pages 667-683.
  36. Luis V. Montiel & J. Eric Bickel, 2012. "A Simulation-Based Approach to Decision Making with Partial Information," Decision Analysis, INFORMS, vol. 9(4), pages 329-347, December.
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