Sensitivity Analysis

1. Decisions and Sensitivity Analysis
Emanuele Borgonovo

2. Setup of Sensitivity Analysis
Emanuele Borgonovo

Part I. Deterministic Methods

3. Tornado Diagrams
Emanuele Borgonovo

4. One-Way Sensitivity Functions
Emanuele Borgonovo

5. Differentiation-Based Methods
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6. An Application: Classical Optimization
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7. From Infinitesimal to Finite Changes: Generalized Tornado Diagrams
Emanuele Borgonovo

8. Estimation and a Computational Shortcut
Emanuele Borgonovo

9. Multilinear Functions: Taylor Versus Functional ANOVA Expansions
Emanuele Borgonovo

10. What to Use and When
Emanuele Borgonovo

11. Value of Information
Emanuele Borgonovo

12. Local Sensitivity Analysis with Constraints
Emanuele Borgonovo

Part II. Probabilistic Sensitivity Methods

13. Uncertainty Quantification
Emanuele Borgonovo

14. Global Sensitivity Analysis
Emanuele Borgonovo

15. Variance-Based Methods
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16. The



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17. CDF-Based Sensitivity Measures
Emanuele Borgonovo

18. Transformation Invariant Sensitivity Measures
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19. Global Sensitivity Analysis with Value of Information
Emanuele Borgonovo

20. Exercising Global Sensitivity Analysis: Test Cases
Emanuele Borgonovo

21. Additional Results on the Analytical Properties of High-Dimensional Model Representations
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Part III. Applications

22. Case Studies
Emanuele Borgonovo

Nyckelord: Business and Management, Operation Research/Decision Theory, Operations Research, Management Science