Sensitivity Analysis An Introduction for the Management Scientist /
This book is an expository introduction to the methodology of sensitivity analysis of model output. It is primarily intended for investigators, students and researchers that are familiar with mathematical models but are less familiar with the techniques for performing their sensitivity analysis. A v...
| Κύριος συγγραφέας: | |
|---|---|
| Συγγραφή απο Οργανισμό/Αρχή: | |
| Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
| Γλώσσα: | English |
| Έκδοση: |
Cham :
Springer International Publishing : Imprint: Springer,
2017.
|
| Σειρά: | International Series in Operations Research & Management Science,
251 |
| Θέματα: | |
| Διαθέσιμο Online: | Full Text via HEAL-Link |
Πίνακας περιεχομένων:
- Setup of Sensitivity Analysis
- Deterministic Methods
- Tornado Diagrams
- One-way Sensitivity Analysis
- General Relationship Between One-way Sensitivity Functions and Tornado Diagrams
- Do One-way Sensitivity Functions Remedy the Limitations of Tornado Diagrams?
- Differentiation-Based Methods
- An Application: Classical Optimization
- From Infinitesimal to Finite Changes: Generalized Tornado Diagrams
- Estimation and a Computational Shortcut
- Multilinear Functions: Taylor vs Functional ANOVA Expansions
- What to Use and When
- Value of Information
- Local Sensitivity Analysis with Constraints
- Probabilistic Sensitivity Methods
- Uncertainty Analysis
- Global Sensitivity Analysis
- Variance-Based Methods
- Managerial Insights
- The -Importance Measure
- Propoerties
- An Example
- Managerial Interpretation
- CDF-Based Sensitivity Measures
- Transformation Invariant Sensitivity Measures
- Global Sensitivity Analysis with Value of Information
- Exercising in Global Sensitivity Analysis: Test Cases
- Additional Results on the Analytical Properties of High Dimensional Model Representations
- Managerial Insights
- Applications
- Local Sensitivity Analysis in Capital Budgeting. .
