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Stokastinen herkkyysanalyysi×Stokastinen skenaarioanalyysi×
TieteenalaSimulointiSimulointi
MenetelmäperheProcess / pipelineProcess / pipeline
Syntyvuosi1990s–2000s1955–1980s
KehittäjäSaltelli, A. et al.; Claxton, K. et al. (health economics stream)Dantzig, G. B.; Birge, J. R.; and others in stochastic programming tradition
TyyppiProbabilistic uncertainty quantification techniqueProbabilistic scenario enumeration and evaluation
AlkuperäislähdeSaltelli, 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
RinnakkaisnimetPSA, Probabilistic Sensitivity Analysis, Stochastic SA, Monte Carlo Sensitivity AnalysisProbabilistic Scenario Analysis, SSA, Stochastic What-If Analysis, Monte Carlo Scenario Analysis
Liittyvät54
TiivistelmäStochastic 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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ScholarGateVertaile menetelmiä: Stochastic Sensitivity Analysis · Stochastic Scenario Analysis. Haettu 2026-06-18 osoitteesta https://scholargate.app/fi/compare