| Article ID: | iaor2004763 |
| Country: | United Kingdom |
| Volume: | 44 |
| Issue: | 7 |
| Start Page Number: | 877 |
| End Page Number: | 886 |
| Publication Date: | Oct 2002 |
| Journal: | Computers & Mathematics with Applications |
| Authors: | Sobol' I.M., Myshetskaya E.E. |
| Keywords: | decision theory |
The crude global search that is used in parameter space investigation provides approximations to the set of efficient points. Estimates of approximation errors are established and numerical examples confirm these estimates. The investigated examples can be used as tests for various numerical methods.