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| Analiza Wrażliwości Stochastycznej× | Analiza Scenariuszowa Stochastyczna× | |
|---|---|---|
| Dziedzina | Symulacja | Symulacja |
| Rodzina | Process / pipeline | Process / pipeline |
| Rok powstania≠ | 1990s–2000s | 1955–1980s |
| Twórca≠ | Saltelli, A. et al.; Claxton, K. et al. (health economics stream) | Dantzig, G. B.; Birge, J. R.; and others in stochastic programming tradition |
| Typ≠ | Probabilistic uncertainty quantification technique | Probabilistic scenario enumeration and evaluation |
| Źródło pierwotne≠ | 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 | Birge, J. R., Louveaux, F. (2011). Introduction to Stochastic Programming (2nd ed.). Springer. ISBN: 9781461402374 |
| Inne nazwy | PSA, Probabilistic Sensitivity Analysis, Stochastic SA, Monte Carlo Sensitivity Analysis | Probabilistic Scenario Analysis, SSA, Stochastic What-If Analysis, Monte Carlo Scenario Analysis |
| Pokrewne≠ | 5 | 4 |
| Podsumowanie≠ | 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. | 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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