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

DOI10.1016/S0377-2217(01)00236-3MaRDI QIDQ1848613zbMATH OpenOpenAlexFDO

Authors 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, https://research.tilburguniversity.edu/en/publications/ac367e60-1307-47e9-a27c-4240e5a4da9a

zbMATH Keywords

experimental designinvestment analysissensitivity analysissimulation

Mathematics Subject Classification ID

Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

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Cites work

• A Measure of Top-Down Correlation
• Estimating NPV variability for deterministic models
• scientific article; zbMATH DE number 4024487 (Why is no real title available?)
• scientific article; zbMATH DE number 50742 (Why is no real title available?)
• scientific article; zbMATH DE number 1529823 (Why is no real title available?)
• scientific article; zbMATH DE number 206006 (Why is no real title available?)
• scientific article; zbMATH DE number 274399 (Why is no real title available?)
• Searching for important factors in simulation models with many factors: Sequential bifurcation

Cited in

(5)

• Estimating NPV variability for deterministic models
• 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
• Sensitivity analysis: a review of recent advances

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