Enviar artigo por via de e-mail On Properties of Risk Indicators in Comparing Interval Alternatives Problems
- Autores: Shepelev G.I.1
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Afiliações:
- Federal Research Center “Computer Science and Control”, RAS
- Edição: Nº 3 (2023)
- Páginas: 70-75
- Seção: Optimal and Rational Choice
- URL: https://journals.rcsi.science/2071-8594/article/view/270343
- DOI: https://doi.org/10.14357/20718594230307
- ID: 270343
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Resumo
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.
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Sobre autores
Gennady Shepelev
Federal Research Center “Computer Science and Control”, RAS
Autor responsável pela correspondência
Email: gis@isa.ru
Candidate of physical and mathematical sciences, senior researcher. Leading Researcher
Rússia, MoscowBibliografia
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