A recursive algorithm for volume-based sensitivity analysis of linear decision models.

Rudolf Vetschera

Published in: Comput. Oper. Res. (1997)

Keyphrases

sensitivity analysis
decision models
influence diagrams
recursive algorithm
model construction
upper bound
decision model
hypothesis testing
managerial insights
variational inequalities
expected utility
decision theoretic
convex sets
knapsack problem
decision problems
worst case
training data
learning algorithm