Sensitivity analysis : an introduction for the management scientist

Foreword -- Preface -- Contents -- 1 Decisions and Sensitivity Analysis -- 2 Setup of Sensitivity Analysis -- Part I Deterministic Methods -- 3 Tornado Diagrams -- 3.1 The Underlying Intuition -- 3.1.1 Formal Treatment: First-Order Sensitivity Measures -- 3.1.2 Algorithmic Implementation -- 3.1.3 Managerial Insights and Limitations -- 4 One-Way Sensitivity Functions -- 4.1 Algorithmic Implementation -- 4.2 Multilinear Models -- 4.3 General Relationship Between One-Way Sensitivity Functions and Tornado Diagrams -- 4.4 Do One-Way Sensitivity Functions Remedy the Limitations of Tornado Diagrams? -- 4.5 Managerial Insights -- 5 Differentiation-Based Methods -- 5.1 Managerial Insights and Limitations -- 5.2 Estimation -- 5.3 Multilinear Functions -- 5.4 The Implicit Function Framework and Samuelson's Comparative Statics -- 6 An Application: Classical Optimization -- 6.1 A Numerical Illustration -- 7 From Infinitesimal to Finite Changes: Generalized Tornado Diagrams -- 7.1 Scenario Analysis -- 7.2 Decomposition of Finite Changes -- 7.3 Generalized Tornado Diagrams and Managerial Insights -- 8 Estimation and a Computational Shortcut -- 8.1 The Mathematical Framework. First Step: Functional ANOVA -- 8.1.1 The Mathematical Framework Second Step: Finite Change Sensitivity Indices -- 8.1.2 Completing the Mathematical Framework: Small Changes -- 8.1.3 Normalized Finite Change Sensitivity Indices -- 9 Multilinear Functions: Taylor Versus Functional ANOVA Expansions -- 9.1 A Reliability Theory Implication -- 9.2 An Application -- 9.3 Finite Change Sensitivity Indices for Model Input Groups -- 10 What to Use and When -- 11 Value of Information -- 11.1 Premise -- 11.1.1 The Underlying Intuition -- 11.1.2 A More Formal Treatment -- 11.1.3 Managerial Insights -- 12 Local Sensitivity Analysis with Constraints