Мақаланы E-mail арқылы жіберу On Properties of Risk Indicators in Comparing Interval Alternatives Problems
- Авторлар: Shepelev G.I.1
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Мекемелер:
- Federal Research Center “Computer Science and Control”, RAS
- Шығарылым: № 3 (2023)
- Беттер: 70-75
- Бөлім: Optimal and Rational Choice
- URL: https://journal-vniispk.ru/2071-8594/article/view/270343
- DOI: https://doi.org/10.14357/20718594230307
- ID: 270343
Дәйексөз келтіру
Толық мәтін
Аннотация
The correspondence of some risk indicators to the requirement of their coordinated change with the associated preference indicators is studied for problems of comparing interval alternatives. A coordinated change is such a change, in which the value of the corresponding risk indicator increases with the growth of the preference indicator. It is shown that in methods of individual risk, the “mean-risk” type, left-sided risk indicators are coordinated for choosing the distribution mode as an indicator of preference, and also, with known limitations, for choosing the distribution median as a measure of preference. It has been established that the indicator of the mean semi-deviation, which is recommended as an indicator of risk for choosing the mathematical expectation of the distribution as a measure of preference, does not meet this requirement, and therefore cannot, generally speaking, be considered as adequate for problems of comparing interval alternatives.
Толық мәтін
Авторлар туралы
Gennady Shepelev
Federal Research Center “Computer Science and Control”, RAS
Хат алмасуға жауапты Автор.
Email: gis@isa.ru
Candidate of physical and mathematical sciences, senior researcher. Leading Researcher
Ресей, MoscowӘдебиет тізімі
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