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3090. Global Sensitivity Analysis with Optimal Transport

Invited abstract in session MB-11: Behavioral Decision Analysis I, stream Behavioural OR.

Monday, 10:30-12:00
Room: 12 (building: 116)

Authors (first author is the speaker)

1.	Emanuele Borgonovo
	Decision Sciences and ELEUSI Research Center, Bocconi University

Abstract

In this work, we present a review of global sensitivity analysis using optimal transport. We describe the properties of the method. The interpretation of the results and the decision analysis implications are thoroughly discussed, also in comparison with other methods developed in the management sciences.

Keywords

Decision Analysis
Machine Learning
Simulation

Status: accepted

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3090. Global Sensitivity Analysis with Optimal Transport