Sensitivity analysis : an introduction for the management scientist /: an introduction for the management scientist. ([2017])

• Record Type: Book
• Further Information: Note: By Emanuele Borgonovo.
• Authors: Borgonovo, Emanuele
• 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. .
• Publisher Details: Cham : Springer
• Publication Date: 2017
• Extent: 1 online resource
• Subjects: 650; Business; Management science; Decision making; Operations research; Business & Economics -- Operations Research; Operational research
• Languages: English
• ISBNs: 9783319522579; 3319522574; 9783319522593; 3319522590
• Notes: Note: Includes bibliographical references and index.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.