Risk Modeling, Assessment, and Management E-Book

• Herausgeber: John Wiley & Sons
• Kategorie: Wissenschaft und neue Technologien
• Serie: Wiley Series in Systems Engineering and Management
• Sprache: Englisch

Seitenzahl: 1688

Veröffentlichungsjahr: 2015

Beschreibung

Presents systems-based theory, methodology, and applications in risk modeling, assessment, and management

This book examines risk analysis, focusing on quantifying risk and constructing probabilities for real-world decision-making, including engineering, design, technology, institutions, organizations, and policy. The author presents fundamental concepts (hierarchical holographic modeling; state space; decision analysis; multi-objective trade-off analysis) as well as advanced material (extreme events and the partitioned multi-objective risk method; multi-objective decision trees; multi-objective risk impact analysis method; guiding principles in risk analysis); avoids higher mathematics whenever possible; and reinforces the material with examples and case studies. The book will be used in systems engineering, enterprise risk management, engineering management, industrial engineering, civil engineering, and operations research.

The fourth edition of Risk Modeling, Assessment, and Management features:

• Expanded chapters on systems-based guiding principles for risk modeling, planning, assessment, management, and communication; modeling interdependent and interconnected complex systems of systems with phantom system models; and hierarchical holographic modeling
• An expanded appendix including a Bayesian analysis for the prediction of chemical carcinogenicity, and the Farmer’s Dilemma formulated and solved using a deterministic linear model
• Updated case studies including a new case study on sequential Pareto-optimal decisions for emergent complex systems of systems
• A new companion website with over 200 solved exercises that feature risk analysis theories, methodologies, and application

Risk Modeling, Assessment, and Management, Fourth Edition, is written for both undergraduate and graduate students in systems engineering and systems management courses. The text also serves as a resource for academic, industry, and government professionals in the fields of homeland and cyber security, healthcare, physical infrastructure systems, engineering, business, and more.

Leseprobe

CONTENTS

Cover

Title page

Preface to the Fourth Edition

The Companion Website

Acknowledgments

ACKNOWLEDGMENTS TO THE FIRST EDITION

ACKNOWLEDGMENTS TO THE SECOND EDITION

ACKNOWLEDGMENTS TO THE THIRD EDITION

ACKNOWLEDGMENTS TO THE FOURTH EDITION

Part I:

Fundamentals of Risk Modeling, Assessment, and Management

1

The Art and Science of Systems and Risk Analysis

1.1 INTRODUCTION

1.2 SYSTEMS ENGINEERING

1.3 RISK ASSESSMENT AND MANAGEMENT

1.4 CONCEPT ROAD MAP

1.5 EPILOGUE

REFERENCES

2

The Role of Modeling in the Definition and Quantification of the Risk Function

2.1 INTRODUCTION

2.2 THE RISK ASSESSMENT AND MANAGEMENT PROCESS: HISTORICAL PERSPECTIVES

2.3 INFORMATION, INTELLIGENCE, AND MODELS

2.4 THE BUILDING BLOCKS OF MATHEMATICAL MODELS

2.5 ON THE COMPLEX DEFINITION OF RISK, VULNERABILITY, AND RESILIENCE: A SYSTEMS-BASED APPROACH

2.6 ON THE DEFINITION OF VULNERABILITIES IN MEASURING RISKS TO SYSTEMS

2.7 ON THE DEFINITION OF RESILIENCE IN MEASURING RISK TO SYSTEMS

2.8 ON THE COMPLEX QUANTIFICATION OF RISK TO SYSTEMS

REFERENCES

3

Identifying Risk through Hierarchical Holographic Modeling and Its Derivatives

3.1 HIERARCHICAL ASPECTS

3.2 HIERARCHICAL OVERLAPPING COORDINATION

3.3 HHM

3.4 HHM AND THE THEORY OF SCENARIO STRUCTURING

3.5 ADAPTIVE MULTIPLAYER HHM GAME

3.6 WATER RESOURCES SYSTEM

3.7 SUSTAINABLE DEVELOPMENT

3.8 HHM IN A SYSTEM ACQUISITION PROJECT

3.9 SOFTWARE ACQUISITION

3.10 HARDENING THE WATER SUPPLY INFRASTRUCTURE

3.11 RISK ASSESSMENT AND MANAGEMENT FOR SUPPORT OF OPERATIONS OTHER THAN WAR

3.12 AUTOMATED HIGHWAY SYSTEM

3.13 FOOD-POISONING SCENARIOS

REFERENCES

4

Modeling and Decision Analysis

4.1 INTRODUCTION

4.2 DECISION RULES UNDER UNCERTAINTY

4.3 DECISION TREES

4.4 DECISION MATRIX

4.5 THE FRACTILE METHOD

4.6 TRIANGULAR DISTRIBUTION

4.7 INFLUENCE DIAGRAMS

4.8 POPULATION DYNAMIC MODELS

4.9 PSM

4.10 EXAMPLE PROBLEMS

REFERENCES

5

Multiobjective Trade-Off Analysis

5.1 INTRODUCTION

5.2 EXAMPLES OF MULTIPLE ENVIRONMENTAL OBJECTIVES

5.3 THE SURROGATE WORTH TRADE-OFF METHOD

5.4 CHARACTERIZING A PROPER NONINFERIOR SOLUTION

5.5 THE SWT METHOD AND THE UTILITY FUNCTION APPROACH

5.6 EXAMPLE PROBLEMS

5.7 SUMMARY

REFERENCES

6

Defining Uncertainty and Sensitivity Analysis

6.1 INTRODUCTION

6.2 SENSITIVITY, RESPONSIVITY, STABILITY, AND IRREVERSIBILITY

6.3 UNCERTAINTIES DUE TO ERRORS IN MODELING

6.4 CHARACTERIZATION OF MODELING ERRORS

6.5 UNCERTAINTY TAXONOMY

6.6 THE USIM

6.7 FORMULATION OF THE MULTIOBJECTIVE OPTIMIZATION PROBLEM

6.8 A ROBUST ALGORITHM OF THE USIM

6.9 INTEGRATION OF THE USIM WITH PARAMETER OPTIMIZATION AT THE DESIGN STAGE

6.10 CONCLUSIONS

REFERENCES

7

Risk Filtering, Ranking, and Management

7.1 INTRODUCTION

7.2 PAST EFFORTS IN RISK FILTERING AND RANKING

7.3 RFRM: A METHODOLOGICAL FRAMEWORK

7.4 CASE STUDY: AN OOTW

7.5 SUMMARY

REFERENCES

Part II:

Advances in Risk Modeling, Assessment, and Management

8

Risk of Extreme Events and the Fallacy of the Expected Value

8.1 INTRODUCTION

8.2 RISK OF EXTREME EVENTS

8.3 THE FALLACY OF THE EXPECTED VALUE

8.4 THE PMRM

8.5 GENERAL FORMULATION OF THE PMRM

8.6 SUMMARY OF THE PMRM

8.7 ILLUSTRATIVE EXAMPLE

8.8 ANALYSIS OF DAM FAILURE AND EXTREME FLOOD THROUGH THE PMRM

8.9 EXAMPLE PROBLEMS

8.10 SUMMARY

REFERENCES

9

Multiobjective Decision-Tree Analysis

9.1 INTRODUCTION

9.2 METHODOLOGICAL APPROACH

9.3 DIFFERENCES BETWEEN SODT AND MODT

9.4 SUMMARY

9.5 EXAMPLE PROBLEMS

REFERENCES

10

Multiobjective Risk Impact Analysis Method

10.1 INTRODUCTION

10.2 IMPACT ANALYSIS

10.3 THE MULTIOBJECTIVE, MULTISTAGE IMPACT ANALYSIS METHOD: AN OVERVIEW

10.4 COMBINING THE PMRM AND THE MMIAM

10.5 RELATING MULTIOBJECTIVE DECISION TREES TO THE MRIAM

10.6 EXAMPLE PROBLEMS

10.7 EPILOGUE

REFERENCES

11

Statistics of Extremes: Extension of the PMRM

11.1 A REVIEW OF THE PARTITIONED MULTIOBJECTIVE RISK METHOD

11.2 STATISTICS OF EXTREMES

11.3 INCORPORATING THE STATISTICS OF EXTREMES INTO THE PMRM

11.4 SENSITIVITY ANALYSIS OF THE APPROXIMATION OF

f

4

(·)

11.5 GENERALIZED QUANTIFICATION OF RISK OF EXTREME EVENTS

11.6 SUMMARY

11.7 EXAMPLE PROBLEMS

REFERENCES

12

Systems-Based Guiding Principles for Risk Modeling, Planning, Assessment, Management, and Communication

12.1 INTRODUCTION

12.2 THE

JOURNEY

: THE GUIDING PRINCIPLES IN THE BROADER CONTEXT OF THE EMERGING NEXT GENERATION DEVELOPED BY THE FEDERAL AVIATION ADMINISTRATION

REFERENCES

13

Fault Trees

13.1 INTRODUCTION

13.2 BASIC FAULT-TREE ANALYSIS

13.3 RELIABILITY AND FAULT-TREE ANALYSIS

13.4 MINIMAL CUT SETS

13.5 THE DARE USING FAULT TREES

13.6 EXTREME EVENTS IN FAULT TREE ANALYSIS

13.7 AN EXAMPLE PROBLEM BASED ON A CASE STUDY

13.8 FAILURE MODE AND EFFECTS ANALYSIS AND FAILURE MODE, EFFECTS, AND CRITICALITY ANALYSIS

13.9 EVENT TREES

13.10 EXAMPLE PROBLEMS

REFERENCES

14

Multiobjective Statistical Method

14.1 INTRODUCTION

14.2 MATHEMATICAL FORMULATION OF THE INTERIOR DRAINAGE PROBLEM

14.3 FORMULATION OF THE OPTIMIZATION PROBLEM

14.4 THE MSM: STEP-BY-STEP

14.5 THE SWT METHOD

14.6 MULTIPLE OBJECTIVES

14.7 APPLYING THE MSM

14.8 EXAMPLE PROBLEMS

REFERENCES

15

Principles and Guidelines for Project Risk Management

15.1 INTRODUCTION

15.2 DEFINITIONS AND PRINCIPLES OF PROJECT RISK MANAGEMENT

15.3 PROJECT RISK MANAGEMENT METHODS

15.4 AIRCRAFT DEVELOPMENT EXAMPLE

15.5 QUANTITATIVE RISK ASSESSMENT AND MANAGEMENT OF SOFTWARE ACQUISITION

15.6 CRITICAL FACTORS THAT AFFECT SOFTWARE NONTECHNICAL RISK

15.7 BASIS FOR VARIANCES IN COST ESTIMATION

15.8 DISCRETE DYNAMIC MODELING

15.9 SUMMARY

REFERENCES

16

Modeling Complex Systems of Systems with Phantom System Models

16.1 INTRODUCTION

16.2 WHAT HAVE WE LEARNED FROM OTHER CONTRIBUTORS?

16.3 THE CENTRALITY OF THE STATES OF THE SYSTEM IN MODELING AND IN RISK ANALYSIS

16.4 THE CENTRALITY OF TIME IN MODELING MULTIDIMENSIONAL RISK, UNCERTAINTY,  AND BENEFITS

16.5 EXTENSION OF HHM TO PSM

16.6 PSM AND META-MODELING

16.7 PSM LABORATORY

16.8 SUMMARY

REFERENCES

17

Adaptive Two-Player Hierarchical Holographic Modeling Game for Counterterrorism Intelligence Analysis

17.1 INTRODUCTION

17.2 BAYES’ THEOREM

17.3 MODELING THE MULTIPLE PERSPECTIVES OF COMPLEX SYSTEMS

17.4 ADAPTIVE TWO-PLAYER HHM GAME: TERRORIST NETWORKS VERSUS HOMELAND PROTECTION

17.5 THE BUILDING BLOCKS OF MATHEMATICAL MODELS AND THE CENTRALITY OF STATE VARIABLES IN INTELLIGENCE ANALYSIS

17.6 HIERARCHICAL ADAPTIVE TWO-PLAYER HHM GAME

17.7 COLLABORATIVE COMPUTING SUPPORT FOR ADAPTIVE TWO-PLAYER HHM GAMES

17.8 SUMMARY

REFERENCES

18

Inoperability Input–Output Model and Its Derivatives for Interdependent Infrastructure Sectors

18.1 OVERVIEW

18.2 BACKGROUND: THE ORIGINAL LEONTIEF INPUT–OUTPUT MODEL

18.3 INOPERABILITY INPUT–OUTPUT MODEL

18.4 REGIMES OF RECOVERY

18.5 SUPPORTING DATABASES FOR IIM ANALYSIS

18.6 NATIONAL AND REGIONAL DATABASES FOR IIM ANALYSIS

18.7 RIMS II

18.8 DEVELOPMENT OF THE IIM AND ITS EXTENSIONS

18.9 THE DYNAMIC IIM

18.10 PRACTICAL USES OF THE IIM

18.11 UNCERTAINTY IIM

18.12 EXAMPLE PROBLEMS

18.13 SUMMARY

REFERENCES

19

Case Studies

19.1 A RISK-BASED INPUT–OUTPUT METHODOLOGY FOR MEASURING THE EFFECTS OF THE AUGUST 2003 NORTHEAST BLACKOUT

19.2 SYSTEMIC VALUATION OF STRATEGIC PREPAREDNESS THROUGH APPLYING THE IIM WITH LESSONS LEARNED FROM HURRICANE KATRINA

19.3

EX POST

ANALYSIS USING THE IIM OF THE SEPTEMBER 11, 2001, ATTACK ON THE UNITED STATES

19.4 RISK MODELING, ASSESSMENT, AND MANAGEMENT OF LAHAR FLOW THREAT

19.5 THE STATISTICS OF EXTREME EVENTS AND 6-SIGMA CAPABILITY

19.6 SEQUENTIAL PARETO-OPTIMAL DECISIONS MADE DURING EMERGENT COMPLEX SYSTEMS OF SYSTEMS: AN APPLICATION TO THE FAA NEXTGEN

REFERENCES

Appendix: Optimization Techniques

A.1 INTRODUCTION TO MODELING AND OPTIMIZATION

A.2 BAYESIAN ANALYSIS AND THE PREDICTION OF CHEMICAL CARCINOGENICITY

A.3 THE FARMER’S DILEMMA: LINEAR MODEL AND DUALITY

A.4 STANDARD NORMAL PROBABILITY TABLE

REFERENCES

Author Index

Subject Index

Series page

End User License Agreement

List of Tables

Chapter 01

Table 1.1 Comparative Costs of Safety and Health Regulations

Chapter 04

Table 4.1 Profits as a Function of Sales Potential and Crutch Size

Table 4.2 Payoff Matrix ($1000)

Table 4.3 Summary of Information for the Hurwitz Rule

Table 4.4 Opportunity Loss Matrix

Table 4.5 Ranking of Restaurants according to Attributes

Table 4.6 Decision Matrix for Restaurant Selection

Table 4.7 Comparative CDFs

Table 4.8 Database for Exogenous Variables

Table 4.9 Scenario 1 Results (Population Growth)

Table 4.10 Scenario 2 Results (Water Consumption)

Table 4.11 Scenario 3 Results (New Livestock)

Table 4.12 Cost of Defective Part Returns