Sensitivity analysis of the Eisenberg-Noe model of contagion.
Ming LiuJeremy StaumPublished in: Oper. Res. Lett. (2010)
Keyphrases
- sensitivity analysis
- probability distribution
- mathematical model
- influence diagrams
- prior knowledge
- probabilistic model
- prediction model
- management system
- computational model
- linear programming
- variational inequalities
- simulation model
- neural network model
- experimental data
- statistical model
- decision making
- hidden markov models
- cost function
- special case
- objective function
- high level