haku: @indexterm SENSITIVITY ANALYSIS / yhteensä: 105
viite: 23 / 105
| Tekijä: | Groenendaal, W. J. H. Van Kleijnen, J. P. C. |
| Otsikko: | Deterministic versus stochastic sensitivity analysis in investment problems: An environmental case study |
| Lehti: | European Journal of Operational Research
2002 : AUG, VOL. 141:1, p. 8-20 |
| Asiasana: | SENSITIVITY ANALYSIS EXPERIMENT DESIGN INVESTMENT INVESTMENT ANALYSIS SIMULATION |
| Kieli: | eng |
| Tiivistelmä: | Sensitivity analysis in investment problems is an important tool to determine which factors can jeopardize the future of the investment. Information on the probability distribution of those factors that affect the investment is mostly lacking. In those situations the analysts have two options: (i) apply a method that does not require knowledge of that distribution, or (ii) make assumptions about the distribution. In both approaches sensitivity analysis should result in practical information about the actual importance of potential factors. For approach (i) the authors apply statistical design of experiments (DOE) in combination with regression analysis or meta-modeling. For approach (ii) the authors investigate five types of relationships between the model output and each individual factor. |
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