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Sensitivity analysis with finite changes: An application to modified EOQ models

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Cited by:

  1. Emanuele Borgonovo & Elmar Plischke & Giovanni Rabitti, 2022. "Interactions and computer experiments," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 49(3), pages 1274-1303, September.
  2. Borgonovo, E. & Peccati, L., 2011. "Finite change comparative statics for risk-coherent inventories," International Journal of Production Economics, Elsevier, vol. 131(1), pages 52-62, May.
  3. Magni, Carlo Alberto, 2016. "Capital depreciation and the underdetermination of rate of return: A unifying perspective," Journal of Mathematical Economics, Elsevier, vol. 67(C), pages 54-79.
  4. Rabta, Boualem, 2017. "Sensitivity analysis in inventory models by means of ergodicity coefficients," International Journal of Production Economics, Elsevier, vol. 188(C), pages 63-71.
  5. S. Cucurachi & E. Borgonovo & R. Heijungs, 2016. "A Protocol for the Global Sensitivity Analysis of Impact Assessment Models in Life Cycle Assessment," Risk Analysis, John Wiley & Sons, vol. 36(2), pages 357-377, February.
  6. Wu, Jinhui & Tao, Yourui & Han, Xu, 2023. "Polynomial chaos expansion approximation for dimension-reduction model-based reliability analysis method and application to industrial robots," Reliability Engineering and System Safety, Elsevier, vol. 234(C).
  7. Khanra, Avijit & Soman, Chetan & Bandyopadhyay, Tathagata, 2014. "Sensitivity analysis of the newsvendor model," European Journal of Operational Research, Elsevier, vol. 239(2), pages 403-412.
  8. Daniel Harenberg & Stefano Marelli & Bruno Sudret & Viktor Winschel, 2019. "Uncertainty quantification and global sensitivity analysis for economic models," Quantitative Economics, Econometric Society, vol. 10(1), pages 1-41, January.
  9. Carlo Alberto Magni & Stefano Malagoli & Andrea Marchioni & Giovanni Mastroleo, 2020. "Rating firms and sensitivity analysis," Journal of the Operational Research Society, Taylor & Francis Journals, vol. 71(12), pages 1940-1958, December.
  10. Borgonovo, Emanuele & Plischke, Elmar & Rabitti, Giovanni, 2024. "The many Shapley values for explainable artificial intelligence: A sensitivity analysis perspective," European Journal of Operational Research, Elsevier, vol. 318(3), pages 911-926.
  11. Shumilov, Andrei, 2021. "Анализ Неопределенности В Интегрированных Моделях Климата И Экономики: Обзор Литературы [Uncertainty analysis in integrated assessment models of the economics of climate change: a literature survey," MPRA Paper 110171, University Library of Munich, Germany.
  12. Marchioni, Andrea & Magni, Carlo Alberto, 2018. "Investment decisions and sensitivity analysis: NPV-consistency of rates of return," European Journal of Operational Research, Elsevier, vol. 268(1), pages 361-372.
  13. Matteo Fontana & Massimo Tavoni & Simone Vantini, 2020. "Global Sensitivity and Domain-Selective Testing for Functional-Valued Responses: An Application to Climate Economy Models," Papers 2006.13850, arXiv.org, revised Apr 2024.
  14. Borgonovo, Emanuele & Tonoli, Fabio, 2014. "Decision-network polynomials and the sensitivity of decision-support models," European Journal of Operational Research, Elsevier, vol. 239(2), pages 490-503.
  15. Beccacece, F. & Borgonovo, E., 2011. "Functional ANOVA, ultramodularity and monotonicity: Applications in multiattribute utility theory," European Journal of Operational Research, Elsevier, vol. 210(2), pages 326-335, April.
  16. Baschieri, Davide & Magni, Carlo Alberto & Marchioni, Andrea, 2020. "Comprehensive Financial Modeling of Solar PV Systems," MPRA Paper 103886, University Library of Munich, Germany.
  17. Barry Anderson & Emanuele Borgonovo & Marzio Galeotti & Roberto Roson, 2014. "Uncertainty in Climate Change Modeling: Can Global Sensitivity Analysis Be of Help?," Risk Analysis, John Wiley & Sons, vol. 34(2), pages 271-293, February.
  18. Gabriella Dellino & Jack P. C. Kleijnen & Carlo Meloni, 2012. "Robust Optimization in Simulation: Taguchi and Krige Combined," INFORMS Journal on Computing, INFORMS, vol. 24(3), pages 471-484, August.
  19. Elke Stehfest & Willem-Jan Zeist & Hugo Valin & Petr Havlik & Alexander Popp & Page Kyle & Andrzej Tabeau & Daniel Mason-D’Croz & Tomoko Hasegawa & Benjamin L. Bodirsky & Katherine Calvin & Jonathan C, 2019. "Key determinants of global land-use projections," Nature Communications, Nature, vol. 10(1), pages 1-10, December.
  20. Wei, Pengfei & Lu, Zhenzhou & Song, Jingwen, 2015. "Variable importance analysis: A comprehensive review," Reliability Engineering and System Safety, Elsevier, vol. 142(C), pages 399-432.
  21. Zhang, Yang & Xu, Jun & Gardoni, Paolo, 2024. "A loading contribution degree analysis-based strategy for time-variant reliability analysis of structures under multiple loading stochastic processes," Reliability Engineering and System Safety, Elsevier, vol. 243(C).
  22. Emanuele Borgonovo, 2010. "A Methodology for Determining Interactions in Probabilistic Safety Assessment Models by Varying One Parameter at a Time," Risk Analysis, John Wiley & Sons, vol. 30(3), pages 385-399, March.
  23. Charlie Wilson & Céline Guivarch & Elmar Kriegler & Bas Ruijven & Detlef P. Vuuren & Volker Krey & Valeria Jana Schwanitz & Erica L. Thompson, 2021. "Evaluating process-based integrated assessment models of climate change mitigation," Climatic Change, Springer, vol. 166(1), pages 1-22, May.
  24. Rabitti, Giovanni & Borgonovo, Emanuele, 2020. "Is mortality or interest rate the most important risk in annuity models? A comparison of sensitivity analysis methods," Insurance: Mathematics and Economics, Elsevier, vol. 95(C), pages 48-58.
  25. Magni, Carlo Alberto & Marchioni, Andrea, 2019. "Performance measurement and decomposition of value added," MPRA Paper 95258, University Library of Munich, Germany.
  26. Wensheng Yang & Jingtang Ma & Zhenyu Cui, 2021. "Analysis of Markov chain approximation for Asian options and occupation-time derivatives: Greeks and convergence rates," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 93(2), pages 359-412, April.
  27. Magni, Carlo Alberto & Marchioni, Andrea, 2020. "Average rates of return, working capital, and NPV-consistency in project appraisal: A sensitivity analysis approach," International Journal of Production Economics, Elsevier, vol. 229(C).
  28. Borgonovo, Emanuele & Plischke, Elmar, 2016. "Sensitivity analysis: A review of recent advances," European Journal of Operational Research, Elsevier, vol. 248(3), pages 869-887.
  29. Mirko Ginocchi & Ferdinanda Ponci & Antonello Monti, 2021. "Sensitivity Analysis and Power Systems: Can We Bridge the Gap? A Review and a Guide to Getting Started," Energies, MDPI, vol. 14(24), pages 1-59, December.
  30. Magni, Carlo Alberto & Marchioni, Andrea & Baschieri, Davide, 2022. "Impact of financing and payout policy on the economic profitability of solar photovoltaic plants," International Journal of Production Economics, Elsevier, vol. 244(C).
  31. Magni, Carlo Alberto & Marchioni, Andrea & Baschieri, Davide, 2023. "The Attribution Matrix and the joint use of Finite Change Sensitivity Index and Residual Income for value-based performance measurement," European Journal of Operational Research, Elsevier, vol. 306(2), pages 872-892.
  32. Borgonovo, Emanuele & Clemente, Gian Paolo & Rabitti, Giovanni, 2024. "Why insurance regulators need to require sensitivity settings of internal models for their approval," Finance Research Letters, Elsevier, vol. 60(C).
  33. Carlo Alberto Magni & Andrea Marchioni, 2022. "Performance attribution, time-weighted rate of return, and clean finite change sensitivity index," Journal of Asset Management, Palgrave Macmillan, vol. 23(1), pages 62-72, February.
  34. Lin, Yan-Hui & Yam, Richard C.M., 2017. "Uncertainty importance measures of dependent transition rates for transient and steady state probabilities," Reliability Engineering and System Safety, Elsevier, vol. 165(C), pages 402-409.
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