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| Author: | Reilly, T. |
| Title: | Sensitivity analysis for dependent variables |
| Journal: | Decision Sciences
2000 : SUMMER, VOL. 31:3, p. 551-572 |
| Index terms: | DECISION THEORY SENSITIVITY ANALYSIS |
| Freeterms: | DEPENDENCE MEASURES |
| Language: | eng |
| Abstract: | Decision analysts use sensitivity analysis to identify influential variables, to determine which input variables to model stochastically, and to characterize scenarios that could affect a change in the rank ordering of the alternatives. A frequently recommended sensitivity analysis technique is "one-way" sensitivity analysis, which determines a variable's influence by the degree to which the objective function changes as that variable is varied while all other variables are held fixed. This research develops a strategy that incorporates dependence relations among the input variables into the sensitivity analysis using rank correlations. |
SCIMA