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Parametric probabilistic dominance – multicriteria model


  • Michał Zawisza


Przedstawiono modyfikację definicji dominacji probabilistycznej. Wprowadzono maksymalny poziom prawdopodobieństwa, dla którego zachodzi relacja dominacji probabilistycznej między dwoma zmiennymi losowymi β max. Zdefiniowano parametryczną dominację stochastyczną PPD wykorzystując β max oraz nowy parametr β*, pozwalający na określenie siły dominacji. Następnie zaprezentowano wykorzystanie parametrycznej dominacji probabilistycznej PPD do rozwiązywania problemów wielokryterialnych.

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  • Michał Zawisza, 2005. "Parametric probabilistic dominance – multicriteria model," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 15(3-4), pages 129-145.
  • Handle: RePEc:wut:journl:v:3-4:y:2005:p:129-145

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    1. James P. Quirk & Rubin Saposnik, 1962. "Admissibility and Measurable Utility Functions," Review of Economic Studies, Oxford University Press, vol. 29(2), pages 140-146.
    2. Hadar, Josef & Russell, William R, 1969. "Rules for Ordering Uncertain Prospects," American Economic Review, American Economic Association, vol. 59(1), pages 25-34, March.
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