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...

Full description

Saved in:
Bibliographic Details
Main Author: Borgonovo, Emanuele, (Author)
Format: eBook
Language: English
Published: Cham : Springer International Publishing : Imprint : Springer, 2017.
Series: International series in operations research & management science ; 251.
Subjects:
Business.
Operations research.
Decision making.
Management science.
elektronické knihy
electronic books
ISBN: 9783319522593
9783319522579
Physical Description: 1 online resource (XIV, 294 pages 68 illustrations) : online resource

Cover

Table of contents

LEADER 05201cam a2200469Mi 4500
001 98135
003 CZ-ZlUTB
005 20240914111041.0
006 m o d
007 cr nn||||mamaa
008 170420s2017 gw a ob 001 0 eng d
040 |a AZU  |b eng  |e pn  |c AZU  |d N$T  |d EBLCP  |d YDX  |d NOC  |d OCLCO  |d UPM  |d OCLCF  |d VT2  |d IAS  |d OCLCQ  |d JG0  |d IOG  |d U3W  |d CAUOI  |d ESU  |d WYU  |d UWW  |d UKMGB  |d LVT  |d BRX  |d UKAHL  |d OCLCQ  |d ERF  |d OCLCQ  |d LQU  |d SFB  |d SRU  |d OCLCQ 
020 |a 9783319522593 
020 |z 9783319522579 
024 7 |a 10.1007/978-3-319-52259-3  |2 doi 
024 8 |a 10.1007/978-3-319-52 
035 |a (OCoLC)988382148  |z (OCoLC)983797052  |z (OCoLC)984276196  |z (OCoLC)984650348  |z (OCoLC)985292608  |z (OCoLC)985387893  |z (OCoLC)985501324  |z (OCoLC)985668851  |z (OCoLC)985880212  |z (OCoLC)986128077  |z (OCoLC)986486531  |z (OCoLC)986747341  |z (OCoLC)986928475  |z (OCoLC)988558189  |z (OCoLC)988755086  |z (OCoLC)989792488  |z (OCoLC)993450250  |z (OCoLC)1000428308  |z (OCoLC)1005809580  |z (OCoLC)1007813571  |z (OCoLC)1048100095  |z (OCoLC)1050350820  |z (OCoLC)1050610891  |z (OCoLC)1057433765  |z (OCoLC)1087425195  |z (OCoLC)1100898985  |z (OCoLC)1121461738  |z (OCoLC)1137179186  |z (OCoLC)1156096829  |z (OCoLC)1162736216 
100 1 |a Borgonovo, Emanuele,  |e author. 
245 1 0 |a Sensitivity Analysis :  |b an Introduction for the Management Scientist /  |c by Emanuele Borgonovo. 
264 1 |a Cham :  |b Springer International Publishing :  |b Imprint :  |b Springer,  |c 2017. 
300 |a 1 online resource (XIV, 294 pages 68 illustrations) :  |b online resource 
336 |a text  |b txt  |2 rdacontent 
337 |a počítač  |b c  |2 rdamedia 
338 |a online zdroj  |b cr  |2 rdacarrier 
490 1 |a International Series in Operations Research & Management Science,  |x 0884-8289 ;  |v 251 
505 0 |6 880-01  |a 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. 
506 |a Plný text je dostupný pouze z IP adres počítačů Univerzity Tomáše Bati ve Zlíně nebo vzdáleným přístupem pro zaměstnance a studenty 
520 |a 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 variety of sensitivity methods have been developed over the years. This monograph helps the analyst in her/his first exploration of this world. The main goal is to foster the recognition of the crucial role of sensitivity analysis methods as the techniques that allow us to gain insights from quantitative models. Also, exercising rigor in performing sensitivity analysis becomes increasingly relevant both to decision makers and modelers. The book helps the analyst in structuring her/his sensitivity analysis quest properly, so as to obtain the correct answer to the corresponding managerial question. The first part of the book covers Deterministic Methods, including Tornado Diagrams; One-Way Sensitivity Analysis; Differentiation-Based Methods and Local Sensitivity Analysis with Constraints. The second part looks at Probabilistic Methods, including Regression-Based methods, Variance-Based Methods, and Distribution-Based methods. The final section looks at Applications, including capital budgeting, sensitivity analysis in climate change modelling and in the risk assessment of a lunar space mission. 
504 |a Includes bibliographical references and index. 
590 |a SpringerLink  |b Springer Complete eBooks 
650 0 |a Business. 
650 0 |a Operations research. 
650 0 |a Decision making. 
650 0 |a Management science. 
655 7 |a elektronické knihy  |7 fd186907  |2 czenas 
655 9 |a electronic books  |2 eczenas 
776 0 8 |i Printed edition:  |z 9783319522579 
830 0 |a International series in operations research & management science ;  |v 251.  |x 0884-8289 
856 4 0 |u https://proxy.k.utb.cz/login?url=https://link.springer.com/10.1007/978-3-319-52259-3  |y Plný text 
992 |c NTK-SpringerBM 
999 |c 98135  |d 98135 
993 |x NEPOSILAT  |y EIZ 

Similar Items