Sensitivity analysis in the scenario method: A multi-objective approach.
Pablo J. VillacortaAntonio D. MasegosaDagoberto CastellanosPavel Novoa-HernándezDavid A. PeltaPublished in: ISDA (2011)
Keyphrases
- sensitivity analysis
- multi objective
- probabilistic model
- optimization algorithm
- computational complexity
- cost function
- experimental evaluation
- decision making
- influence diagrams
- high precision
- synthetic data
- clustering method
- evolutionary algorithm
- preprocessing
- objective function
- multi view
- high accuracy
- pairwise
- classification method
- genetic algorithm
- variational inequalities