Sensitivity Analysis

An Introduction for the Management Scientist

Autor: Emanuele Borgonovo

Jazyk:

Vazba: Brožovaná

Vydavatel: Springer International Publishing AG

Dostupnost: Skladem u dodavatele

Odesíláme za 5-8 dnů

2 514 Kč

This book is an expository introduction to the methodology of sensitivity analysis of model output....

Informace o knize

Autor

Emanuele Borgonovo

Jazyk

Angličtina

Vazba

Kniha - Brožovaná

Vydáno

2018

Stránek

294

EAN

9783319848600

Enbook ID

20093840

Vydavatel

Springer International Publishing AG

Hmotnost

4686

Rozměry

155 x 235 x 17

Kompletní popis

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.

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Sensitivity Analysis

An Introduction for the Management Scientist

Informace o knize

Kompletní popis

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