Decision Theoretical Remark on Sensitivity Analysis

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http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/239 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/239 http://eprints.org/relation/isCoversheetVersionOf https://pure.iiasa.ac.at/id/document/239 archive 351 disk0/00/00/02/53 2016-01-15 01:41:35 2021-08-27 17:07:42 2016-01-15 01:41:35 monograph show 2 Stehfest H. AL1723 Decision Theoretical Remark on Sensitivity Analysis pub iis_met prog_ren The sensitivity of dynamic systems to changes of the parameter values can be estimated by two first order methods: either by solving the sensitivity system, or by solving the original system twice with slightly different parameter values. In this paper the problem investigated is which method should be preferred in order to minimize losses due to deviations of those first order approximations from the actual sensitivity. It is shown that the method using two different parameter values is to be preferred if one is to find out whether the solution of the dynamic system could deviate from the nominal solution by more than a prescribed standard. A problem of optimal control is described for which the other method turned out to be preferable. Some other problems are mentioned for which the preferability of one of the two methods could be proved. 1975-02 published RR-75-003 RR-75-003 10 2764 public research_report IIASA, Laxenburg, Austria 15 TRUE FALSE info:eu-repo/semantics/book