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Theoretical and empirical estimates of tolerance to decision maker's errors and of the rate of convergence of methods that find the most preferred element

  • Systems Analysis
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Cybernetics and Systems Analysis Aims and scope

Abstract

The rate of convergence and the tolerance to decision-maker's errors are estimated for random-search decision methods. Decision-maker's random errors do not have a significant effect if their probability is sufficiently small. The theoretical estimates are augmented with the results of some numerical experiments.

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Authors
  1. M. V. Mikhalevich
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Additional information

Translated from Kibernetika i Sistemnyi Analiz, No. 4, pp. 89–97, July–August, 1991.

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Mikhalevich, M.V. Theoretical and empirical estimates of tolerance to decision maker's errors and of the rate of convergence of methods that find the most preferred element. Cybern Syst Anal 27, 552–560 (1991). https://doi.org/10.1007/BF01130366

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  • DOI: https://doi.org/10.1007/BF01130366

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