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Sensitivity Analysis : an Introduction for the Management Scientist / by Emanuele Borgonovo.

Borgonovo, Emanuele, author.
2017
HD30.23
Available Online
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Title
Sensitivity Analysis : an Introduction for the Management Scientist / by Emanuele Borgonovo.
Author
Borgonovo, Emanuele, author.
ISBN
9783319522593
3319522590
9783319522579
3319522574
DOI
https://doi.org/10.1007/978-3-319-52259-3
Published
Cham : Springer International Publishing : Imprint : Springer, 2017.
Language
English
Description
1 online resource (xiv, 294 pages) : illustrations.
Item Number
10.1007/978-3-319-52259-3 doi
Call Number
HD30.23
Dewey Decimal Classification
650
Summary
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.
Bibliography, etc. Note
Includes bibliographical references and index.
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Access limited to authorized users.
Digital File Characteristics
text file PDF
Series
International series in operations research & management science ; 251.
Available in Other Form
Print version: 9783319522579
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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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