Sensitivity Analysis An Introduction for the Management Scientist /
| المؤلف الرئيسي: | |
|---|---|
| مؤلف مشترك: | |
| الملخص: | XIV, 294 p. 68 illus. text |
| اللغة: | الإنجليزية |
| منشور في: |
Cham :
Springer International Publishing : Imprint: Springer,
2017.
|
| الطبعة: | 1st ed. 2017. |
| سلاسل: | International Series in Operations Research & Management Science,
251 |
| الموضوعات: | |
| الوصول للمادة أونلاين: | https://doi.org/10.1007/978-3-319-52259-3 |
| التنسيق: | الكتروني كتاب |
جدول المحتويات:
- 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. .