Sensitivity Analysis An Introduction for the Management Scientist /

Bibliographic Details
Main Author:	Borgonovo, Emanuele (Author)
Corporate Author:	SpringerLink (Online service)
Summary:	XIV, 294 p. 68 illus. text
Language:	English
Published:	Cham : Springer International Publishing : Imprint: Springer, 2017.
Edition:	1st ed. 2017.
Series:	International Series in Operations Research & Management Science, 251
Subjects:	Operations research. Management science. Operations Research and Decision Theory. Operations Research, Management Science.
Online Access:	https://doi.org/10.1007/978-3-319-52259-3
Format:	Electronic Book

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. .

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