Applications of advances in nonlinear sensitivity analysis

  • Werbos P
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Abstract

The following paper summarizes the major properties and applications of a collection of algorithms involving differentiation and optimization at minimum cost. The areas of application include the sensitivity analysis of models, new work in statistical or econometric...

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Werbos, P. J. (2005). Applications of advances in nonlinear sensitivity analysis. In System Modeling and Optimization (pp. 762–770). Springer-Verlag. https://doi.org/10.1007/bfb0006203

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