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 Electronic eBook
LanguageEnglish
Published Cham : Springer International Publishing : Imprint : Springer, 2017.
SeriesInternational series in operations research & management science ; 251.
Subjects
Business.
Operations research.
Decision making.
Management science.
elektronické knihy
electronic books
Online AccessFull text
ISBN9783319522593
9783319522579
ISSN0884-8289 ;
Physical Description1 online resource (XIV, 294 pages 68 illustrations) : online resource

Cover

Table of Contents:
  • 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.

Similar Items