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Stokastisk Følsomhedsanalyse×Stokastisk Scenarieanalyse×
FagområdeSimuleringSimulering
FamilieProcess / pipelineProcess / pipeline
Oprindelsesår1990s–2000s1955–1980s
OphavspersonSaltelli, A. et al.; Claxton, K. et al. (health economics stream)Dantzig, G. B.; Birge, J. R.; and others in stochastic programming tradition
TypeProbabilistic uncertainty quantification techniqueProbabilistic scenario enumeration and evaluation
Oprindelig kildeSaltelli, A., Ratto, M., Andres, T., Campolongo, F., Cariboni, J., Gatelli, D., Saisana, M., Tarantola, S. (2008). Global Sensitivity Analysis: The Primer. Wiley. ISBN: 9780470059975Birge, J. R., Louveaux, F. (2011). Introduction to Stochastic Programming (2nd ed.). Springer. ISBN: 9781461402374
AliasserPSA, Probabilistic Sensitivity Analysis, Stochastic SA, Monte Carlo Sensitivity AnalysisProbabilistic Scenario Analysis, SSA, Stochastic What-If Analysis, Monte Carlo Scenario Analysis
Relaterede54
ResuméStochastic Sensitivity Analysis (PSA) extends classical one-at-a-time sensitivity testing by representing uncertain model inputs as probability distributions and propagating them through the model via Monte Carlo sampling. The result is a full distribution of possible outputs, together with rankings of which inputs drive output variance the most — enabling robust, evidence-grounded conclusions under uncertainty.Stochastic Scenario Analysis evaluates a system or decision across multiple explicitly defined scenarios, each assigned a probability of occurrence. Unlike deterministic scenario analysis, it propagates uncertainty through probability distributions and computes expected outcomes, variance, and risk metrics across the scenario space, giving decision-makers a structured view of what could happen and how likely each outcome is.
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ScholarGateSammenlign metoder: Stochastic Sensitivity Analysis · Stochastic Scenario Analysis. Hentet 2026-06-17 fra https://scholargate.app/da/compare