Data-driven satisficing measure and ranking
نویسندگان
چکیده
منابع مشابه
Data-driven satisficing measure and ranking
We propose an computational framework for real-time risk assessment and prioritizing for random outcomes without prior information on probability distributions. The basic model is built based on satisficing measure (SM) which yields a single index for risk comparison. Since SM is a dual representation for a family of risk measures, we consider problems constrained by Conditional value-at-risk (...
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ژورنال
عنوان ژورنال: Journal of the Operational Research Society
سال: 2019
ISSN: 0160-5682,1476-9360
DOI: 10.1080/01605682.2019.1599779