Structural Dominance Analysis of Large and Stochastic Models

System Dynamics Review 32(1):26-51. DOI:10.1002/sdr.1549, January-March 2016

27 Pages Posted: 14 Feb 2018

See all articles by Rogelio Oliva

Rogelio Oliva

Mays Business School, Texas A&M University

Date Written: 2016

Abstract

The last decade and a half has seen significant efforts to develop and automate methods for identifying structural dominance in system dynamics models. To date, however, the interpretation and testing of these methods has been with small deterministic models (less than five stocks) that show smooth behavioral transitions. While the analysis of simple and stable models is an obvious first step in providing proof of concept, the methods have become stable enough to be tested on a wider range of models. In this paper I report the findings from expanding the application domain of these methods in two important dimensions: increasing model size and incorporating stochastic variance in some model variables. I find that the methods work as predicted with large stochastic models, that they generate insights that are consistent with the existing explanations for the behavior of the tested model, and that they do so in an efficient way.

Keywords: structural dominance analysis, system dynamics

Suggested Citation

Oliva, Rogelio, Structural Dominance Analysis of Large and Stochastic Models (2016). System Dynamics Review 32(1):26-51. DOI:10.1002/sdr.1549, January-March 2016. Available at SSRN: https://ssrn.com/abstract=3116654

Rogelio Oliva (Contact Author)

Mays Business School, Texas A&M University ( email )

430 Wehner
College Station, TX 77843-4218
United States

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