Deterministic versus stochastic sensitivity analysis in investment problems: An environmental case study.
Willem J. H. Van GroenendaalJack P. C. KleijnenPublished in: Eur. J. Oper. Res. (2002)
Keyphrases
- sensitivity analysis
- case study
- variational inequalities
- stochastic optimization problems
- managerial insights
- optimization problems
- stochastic methods
- np complete
- solving problems
- knapsack problem
- randomized algorithms
- decision variables
- influence diagrams
- decision problems
- monte carlo
- sufficient conditions
- multi objective
- special case