About paradoxical result of use the Hurwitz criterion to search for balanced solutions in the “game with nature”

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The analysis of the sensitivity of the Hurwitz criterion to selection of alternatives in the control of the value of optimism coefficient is done. On the two random collections including 50 and 150 efficiency matrices is shown that, as a rule, the Hurwitz criterion does not indicate the intermediate between two basic alternatives corresponding to the choice on the Vald criteria and maximax. The search between two alternatives by reducing the step of the optimism coefficient gradation had confirmed the low sensitivity of the Hurwitz criterion.

Короткий адрес: https://sciup.org/148160265

IDR: 148160265

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