Variance reduction for estimating a failure probability with multiple criteria.
Andres AlbanHardik A. DarjiAtsuki ImamuraMarvin K. NakayamaPublished in: WSC (2016)
Keyphrases
- multiple criteria
- variance reduction
- gradient estimation
- multi criteria
- decision makers
- monte carlo
- confidence intervals
- sample size
- decision problems
- multi objective
- multi attribute
- importance sampling
- mathematical programming
- probability distribution
- dynamic programming
- neural network
- kalman filter
- influence diagrams
- conditional probabilities
- bayesian networks
- decision making
- genetic algorithm
- machine learning