Usporedite metode

	Simulacija Monte Carlo	Analiza stohastičke osjetljivosti
Područje	Donošenje odluka	Simulacija
Obitelj	MCDM	Process / pipeline
Godina nastanka	1949	1990s–2000s
Tvorac	Metropolis, N., Ulam, S.	Saltelli, A. et al.; Claxton, K. et al. (health economics stream)
Vrsta	Robustness wrapper — Monte Carlo uncertainty propagation	Probabilistic uncertainty quantification technique
Temeljni izvor	Metropolis, N., Ulam, S. (1949). The Monte Carlo method. Journal of the American Statistical Association	Saltelli, A., Ratto, M., Andres, T., Campolongo, F., Cariboni, J., Gatelli, D., Saisana, M., Tarantola, S. (2008). Global Sensitivity Analysis: The Primer. Wiley. ISBN: 9780470059975
Drugi nazivi	—	PSA, Probabilistic Sensitivity Analysis, Stochastic SA, Monte Carlo Sensitivity Analysis
Srodne	0	5
Sažetak	MONTE-CARLO-SIMULATION (Monte Carlo Simulation — Stochastic uncertainty propagation through MCDM model) is a ranking multi-criteria decision-making (MCDM) method introduced by Metropolis, N., Ulam, S. in 1949. It turns a decision matrix of alternatives scored on multiple criteria into a structured, reproducible result.	Stochastic 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.