LEADER 04462nam 22005295 450 001 9910254901503321 005 20230804140242.0 010 $a3-319-52259-0 024 7 $a10.1007/978-3-319-52259-3 035 $a(CKB)3710000001177642 035 $a(DE-He213)978-3-319-52259-3 035 $a(MiAaPQ)EBC4844319 035 $a(PPN)222233273 035 $a(EXLCZ)993710000001177642 100 $a20170420d2017 u| 0 101 0 $aeng 135 $aurnn|008mamaa 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aSensitivity Analysis $eAn Introduction for the Management Scientist /$fby Emanuele Borgonovo 205 $a1st ed. 2017. 210 1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2017. 215 $a1 online resource (XIV, 294 p. 68 illus.) 225 1 $aInternational Series in Operations Research & Management Science,$x2214-7934 ;$v251 311 $a3-319-52257-4 320 $aIncludes bibliographical references and index. 327 $aSetup 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. . 330 $aThis book is an expository introduction to the methodology of sensitivity analysis of model output. It is primarily intended for investigators, students and researchers that are familiar with mathematical models but are less familiar with the techniques for performing their sensitivity analysis. A variety of sensitivity methods have been developed over the years. This monograph helps the analyst in her/his first exploration of this world. The main goal is to foster the recognition of the crucial role of sensitivity analysis methods as the techniques that allow us to gain insights from quantitative models. Also, exercising rigor in performing sensitivity analysis becomes increasingly relevant both to decision makers and modelers. The book helps the analyst in structuring her/his sensitivity analysis quest properly, so as to obtain the correct answer to the corresponding managerial question. The first part of the book covers Deterministic Methods, including Tornado Diagrams; One-Way Sensitivity Analysis; Differentiation-Based Methods and Local Sensitivity Analysis with Constraints. The second part looks at Probabilistic Methods, including Regression-Based methods, Variance-Based Methods, and Distribution-Based methods. The final section looks at Applications, including capital budgeting, sensitivity analysis in climate change modelling and in the risk assessment of a lunar space mission. 410 0$aInternational Series in Operations Research & Management Science,$x2214-7934 ;$v251 606 $aOperations research 606 $aManagement science 606 $aOperations Research and Decision Theory 606 $aOperations Research, Management Science 615 0$aOperations research. 615 0$aManagement science. 615 14$aOperations Research and Decision Theory. 615 24$aOperations Research, Management Science . 676 $a658.4034 700 $aBorgonovo$b Emanuele$4aut$4http://id.loc.gov/vocabulary/relators/aut$0933321 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910254901503321 996 $aSensitivity Analysis$92100729 997 $aUNINA