Deterministic versus stochastic sensitivity analysis in investment problems: An environmental case study

DOI10.1016/S0377-2217(01)00236-3zbMath0998.91024OpenAlexW2133063888MaRDI QIDQ1848613

Jack P. C. Kleijnen, Willem J. H. van Groenendaal

Publication date: 13 November 2002

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0377-2217(01)00236-3

zbMATH Keywords

simulationinvestment analysissensitivity analysisexperimental design

Mathematics Subject Classification ID

Related Items (4)

Sensitivity analysis: a review of recent advances ⋮ Decision-based scenario clustering for decision-making under uncertainty ⋮ Is mortality or interest rate the most important risk in annuity models? A comparison of sensitivity analysis methods ⋮ What drives value creation in investment projects? An application of sensitivity analysis to project finance transactions

Cites Work

• Searching for important factors in simulation models with many factors: Sequential bifurcation
• Estimating NPV variability for deterministic models
• A Measure of Top-Down Correlation
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