IDEAS home Printed from
   My bibliography  Save this article

Sensitivity estimation for Gaussian systems


  • Heidergott, Bernd
  • Vazquez-Abad, Felisa J.
  • Volk-Makarewicz, Warren


No abstract is available for this item.

Suggested Citation

  • Heidergott, Bernd & Vazquez-Abad, Felisa J. & Volk-Makarewicz, Warren, 2008. "Sensitivity estimation for Gaussian systems," European Journal of Operational Research, Elsevier, vol. 187(1), pages 193-207, May.
  • Handle: RePEc:eee:ejores:v:187:y:2008:i:1:p:193-207

    Download full text from publisher

    File URL:
    Download Restriction: Full text for ScienceDirect subscribers only

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    1. Fandel, Gunter & Gal, Tomas, 2001. "Redistribution of funds for teaching and research among universities: The case of North Rhine-Westphalia," European Journal of Operational Research, Elsevier, vol. 130(1), pages 111-120, April.
    2. Kyparisis, George J. & Gupta, Sushil K. & Ip, Chi-Ming, 1996. "Project selection with discounted returns and multiple constraints," European Journal of Operational Research, Elsevier, vol. 94(1), pages 87-96, October.
    3. Santhanam, Radhika & Kyparisis, George J., 1996. "A decision model for interdependent information system project selection," European Journal of Operational Research, Elsevier, vol. 89(2), pages 380-399, March.
    4. Cook, Wade D. & Green, Rodney H., 2000. "Project prioritization: a resource-constrained data envelopment analysis approach," Socio-Economic Planning Sciences, Elsevier, vol. 34(2), pages 85-99, June.
    5. G. Mavrotas & D. Diakoulaki & P. Capros, 2003. "Combined MCDA–IP Approach for Project Selection in the Electricity Market," Annals of Operations Research, Springer, vol. 120(1), pages 159-170, April.
    6. Oral, Muhittin & Kettani, Ossama & Cinar, Unver, 2001. "Project evaluation and selection in a network of collaboration: A consensual disaggregation multi-criterion approach," European Journal of Operational Research, Elsevier, vol. 130(2), pages 332-346, April.
    7. Kamal Golabi & Craig W. Kirkwood & Alan Sicherman, 1981. "Selecting a Portfolio of Solar Energy Projects Using Multiattribute Preference Theory," Management Science, INFORMS, vol. 27(2), pages 174-189, February.
    8. Pisinger, David, 2001. "Budgeting with bounded multiple-choice constraints," European Journal of Operational Research, Elsevier, vol. 129(3), pages 471-480, March.
    9. Muhittin Oral & Ossama Kettani & Pascal Lang, 1991. "A Methodology for Collective Evaluation and Selection of Industrial R&D Projects," Management Science, INFORMS, vol. 37(7), pages 871-885, July.
    10. Abu-Taleb, Maher F. & Mareschal, Bertrand, 1995. "Water resources planning in the Middle East: Application of the PROMETHEE V multicriteria method," European Journal of Operational Research, Elsevier, vol. 81(3), pages 500-511, March.
    11. Albright, S. Christian, 1975. "Allocation of research grants to university research proposals," Socio-Economic Planning Sciences, Elsevier, vol. 9(5), pages 189-195, October.
    12. Mavrotas, G. & Diakoulaki, D. & Caloghirou, Y., 2006. "Project prioritization under policy restrictions. A combination of MCDA with 0-1 programming," European Journal of Operational Research, Elsevier, vol. 171(1), pages 296-308, May.
    13. Kwak, N. K. & Lee, Changwon, 1998. "A multicriteria decision-making approach to university resource allocations and information infrastructure planning," European Journal of Operational Research, Elsevier, vol. 110(2), pages 234-242, October.
    14. Santhanam, R & Muralidhar, K & Schniederjans, M, 1989. "A zero-one goal programming approach for information system project selection," Omega, Elsevier, vol. 17(6), pages 583-593.
    15. Zanakis, Stelios H. & Mandakovic, Tomislav & Gupta, Sushil K. & Sahay, Sundeep & Hong, Sungwan, 1995. "A review of program evaluation and fund allocation methods within the service and government sectors," Socio-Economic Planning Sciences, Elsevier, vol. 29(1), pages 59-79, March.
    16. Tobin, Roger L., 1999. "A fast interactive solution method for large capital expenditure selection problems," European Journal of Operational Research, Elsevier, vol. 116(1), pages 1-15, July.
    17. Melachrinoudis, Emanuel & Kozanidis, George, 2002. "A mixed integer knapsack model for allocating funds to highway safety improvements," Transportation Research Part A: Policy and Practice, Elsevier, vol. 36(9), pages 789-803, November.
    Full references (including those not matched with items on IDEAS)


    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.

    Cited by:

    1. Kloeden Peter E. & Sanz-Chacón Carlos, 2011. "Efficient price sensitivity estimation of financial derivatives by weak derivatives," Monte Carlo Methods and Applications, De Gruyter, vol. 17(1), pages 47-75, January.
    2. Jiun Hong Chan and Mark Joshi, 2012. "Optimal Limit Methods for Computing Sensitivities of," Department of Economics - Working Papers Series 1142, The University of Melbourne.
    3. Bernd Heidergott & Warren Volk-Makarewicz, 2013. "A Measure-Valued Differentiation Approach to Sensitivity Analysis of Quantiles," Tinbergen Institute Discussion Papers 13-082/III, Tinbergen Institute.

    More about this item


    Access and download statistics


    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:ejores:v:187:y:2008:i:1:p:193-207. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.