Documente Academic
Documente Profesional
Documente Cultură
SENSITIVITY ANALYSIS
Rahmi Yuniarti
PSTI-UB
Introduction
Purpose of sensitivity analysis:
To analyze what really matters in the decision
problem
To construct a requisite decision model
Examples of sensitivity analysis techniques in DA:
Identify the important variables through Tornado
Diagrams
Identify interaction effects between important
variables
Identify the importance of probability assessments
(which are also variables)
Teknik Industri
Currently
Eagle Airlines (=Dick Carothers) owns 3 planes
50% of flights are chartered flights and 50% are
scheduled
Teknik Industri
Charter Price
Ticket Price
Proportion
Financed
Teknik Industri
Purchase
Seneca?
Teknik Industri
Teknik Industri
Teknik Industri
Teknik Industri
10
Total Revenue
Total Cost
Total Profit
Teknik Industri
Base
High
500
$300.00
95
$0.40
0,4
0.45
$230.00
18000
$0.30
0.105
$85,000.00
800
$325.00
100
$0.50
0,5
0.5
$245.00
20000
$0.40
0.115
$87,500.00
1000
$350.00
108
$0.60
0,6
0.7
$260.00
25000
$0.50
0.13
$90,000.00
$67,500.00
$52,250.00
$20,677.50
$115,000.00
$130,000.00
$100,000.00
$24,025.00
$196,000.00
$245,000.00
$97,200.00
$30,850.00
$260,000.00
11
Teknik Industri
12
Purchase
Seneca
$20.000,00
Profit
$15.000,00
$10.000,00
$5.000,00
Money
Market
$4,200
$0,00
-$5.000,00
-$10.000,00
-$15.000,00
500
550
600
664,2
650
700
750
800
850
900
950
1000
Hours Flown
Hours Flown
Teknik Industri
Money Market
13
$30,000
$25,000
Occupancy
Rate
$20,000
$15,000
Operating
Cost
$10,000
$5,000
Charter
Price
$0
-$5,000
Money
Market
-$10,000
-$15,000
-50%
Teknik Industri
-40%
-30%
-20%
-10%
0%
10%
20%
30%
14
Rank
Operating Cost
Hours Flown
1
Charter Price
$35,000
$30,000
$25,000
$20,000
$15,000
$10,000
$5,000
$0
-$5,000
-$10,000
-$15,000
Profit
Teknik Industri
15
Teknik Industri
16
Teknik Industri
17
Teknik Industri
18
Teknik Industri
19
Teknik Industri
20
Sensitivity to Probability
Bagaimana menganalisis ketidakpastian yang terdapat pada
variabel-variabel kritis yang diidentifikasi dalam Diagram
Tornado?
1. Capacity of Scheduled Flights
2. Operating cost
3. Hours flown
4. Charter price (decision variabel yang ditentukan oleh
Carothers)
Asumsi: Carothers menetapkan 2 nilai untuk masing-masing
variabel yang menjelaskan kondisi optimis dan pesimis
Teknik Industri
21
Teknik Industri
22
Teknik Industri
23
Teknik Industri
24
Teknik Industri
25
21275 11000r
q
22500 3500r
Teknik Industri
26
Teknik Industri
27