Author: | Wallace, S. |
Title: | Decision making under uncertainty: is sensitivity analysis of any use? |
Journal: | Operations Research
2000 : JAN-FEB, VOL. 48:1, p. 20-25 |
Index terms: | OPERATIONAL RESEARCH DECISION ANALYSIS SENSITIVITY ANALYSIS |
Language: | eng |
Abstract: | Sensitivity analysis, compared with parametric optimization, is often presented as a way of checking if the solution of a deterministic linear program is reliable -- even if some of the parameters are not fully known but are instead replaced by a best guess, often a sample mean. It is customary to claim that if the region over which a certain basis is optimal is large, one is fairly safe by using the solution of the linear program. |
SCIMA