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حوزهشبیه‌سازیشبیه‌سازی
خانوادهProcess / pipelineProcess / pipeline
سال پیدایش1950 (foundations); 2003 (modern RDM formulation)1955–1980s
پدیدآورWald, A. (minimax foundation); Lempert et al. (RDM framework)Dantzig, G. B.; Birge, J. R.; and others in stochastic programming tradition
نوعScenario-based robustness evaluationProbabilistic scenario enumeration and evaluation
منبع بنیادینWald, A. (1950). Statistical Decision Functions. Wiley, New York. link ↗Birge, J. R., Louveaux, F. (2011). Introduction to Stochastic Programming (2nd ed.). Springer. ISBN: 9781461402374
نام‌های دیگرRSA, Robust Scenario Planning, Worst-Case Scenario Analysis, Minimax Regret Scenario AnalysisProbabilistic Scenario Analysis, SSA, Stochastic What-If Analysis, Monte Carlo Scenario Analysis
مرتبط54
خلاصهRobust Scenario Analysis evaluates a set of candidate strategies across a structured collection of plausible future scenarios and selects the strategy that performs acceptably well — or best in the worst case — regardless of which scenario materializes. It merges scenario planning with robustness criteria such as maximin, minimax regret, or satisficing to support decisions under deep, irreducible 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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ScholarGateمقایسهٔ روش‌ها: Robust Scenario Analysis · Stochastic Scenario Analysis. بازیابی‌شده در 2026-06-17 از https://scholargate.app/fa/compare