Hit-And-Run enables efficient weight generation for simulation-based multiple criteria decision analysis

European Journal of Operational Research

Volumn 224, Issue 3, 2013, Pages 552-559

  Tervonen, Tommi ^a   Van Valkenhoef, Gert ^b,c   Baştürk, Nalan ^a   Postmus, Douwe ^c  

^a ERASMUS UNIVERSITY ROTTERDAM   (Netherlands)

^b UNIVERSITY OF GRONINGEN   (Netherlands)

^c UNIVERSITY MEDICAL CENTER GRONINGEN   (Netherlands)

Author keywords

Markov Chain Monte Carlo; Multiple criteria analysis; Simulation; Stochastic Multicriteria Acceptability Analysis (SMAA); Uncertainty modeling

Indexed keywords

MARKOV CHAIN MONTE CARLO; MULTIPLE CRITERIA ANALYSIS; SIMULATION; STOCHASTIC MULTICRITERIA ACCEPTABILITY ANALYSIS; UNCERTAINTY MODELING;

COMPUTATIONAL EFFICIENCY; OPERATIONS RESEARCH; STOCHASTIC SYSTEMS;

UNCERTAINTY ANALYSIS;

EID: 84868204022     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2012.08.026     Document Type: Article

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