Risk Modeling, Assessment, and Management (Hardcover, 4, Revised)

· 제목 : Risk Modeling, Assessment, and Management (Hardcover, 4, Revised) 
· 분류 : 외국도서 > 기술공학 > 기술공학 > 공학일반
· ISBN : 9781119017981
· 쪽수 : 720쪽
· 출판일 : 2015-08-03

Preface to the Fourth Edition ix

The Companion Website xv

Acknowledgments xvii

Part I. Fundamentals of Risk Modeling, Assessment, and Management 1

1 The Art and Science of Systems and Risk Analysis 3

1.1 Introduction / 3

1.2 Systems Engineering / 4

1.3 Risk Assessment and Management / 14

1.4 Concept Road Map / 26

1.5 Epilogue / 35

References / 35

2 The Role of Modeling in the Definition and Quantification of the Risk Function 41

2.1 Introduction / 41

2.2 The Risk Assessment and Management Process: Historical Perspectives / 43

2.3 Information, Intelligence, and Models / 45

2.4 The Building Blocks of Mathematical Models / 47

2.5 On the Complex Definition of Risk, Vulnerability, and Resilience: a Systemsi¿½]Based Approach / 51

2.6 On the Definition of Vulnerabilities in Measuring Risks to Systems / 56

2.7 On the Definition of Resilience in Measuring Risk to Systems / 57

2.8 On the Complex Quantification of Risk to Systems / 60

References / 65

3 Identifying Risk through Hierarchical Holographic Modeling and its Derivatives 69

3.1 Hierarchical Aspects / 69

3.2 Hierarchical Overlapping Coordination / 70

3.3 Hhm / 73

3.4 Hhm and the Theory of Scenario Structuring / 76

3.5 Adaptive Multiplayer Hhm Game / 79

3.6 Water Resources System / 80

3.7 Sustainable Development / 83

3.8 Hhm in a System Acquisition Project / 86

3.9 Software Acquisition / 90

3.10 Hardening the Water Supply Infrastructure / 94

3.11 Risk Assessment and Management for Support of Operations other than War / 98

3.12 Automated Highway System / 103

3.13 Foodi¿½]Poisoning Scenarios / 108

References / 113

4 Modeling and Decision Analysis 115

4.1 Introduction / 115

4.2 Decision Rules Under Uncertainty / 116

4.3 Decision Trees / 118

4.4 Decision Matrix / 122

4.5 The Fractile Method / 124

4.6 Triangular Distribution / 127

4.7 Influence Diagrams / 128

4.8 Population Dynamic Models / 132

4.9 PSM / 139

4.10 Example Problems / 144

References / 152

5 Multiobjective Tradei¿½]off Analysis 155

5.1 Introduction / 155

5.2 Examples of Multiple Environmental Objectives / 157

5.3 The Surrogate Worth Tradei¿½]off Method / 159

5.4 Characterizing a Proper Noninferior Solution / 166

5.5 The Swt Method and the Utility Function Approach / 168

5.6 Example Problems / 172

5.7 Summary / 177

References / 178

6 Defining Uncertainty and Sensitivity Analysis 179

6.1 Introduction / 179

6.2 Sensitivity, Responsivity, Stability, and Irreversibility / 180

6.3 Uncertainties Due to Errors in Modeling / 182

6.4 Characterization of Modeling Errors / 183

6.5 Uncertainty Taxonomy / 185

6.6 The Usim / 196

6.7 Formulation of the Multiobjective Optimization Problem / 199

6.8 A Robust Algorithm of the Usim / 204

6.9 Integration of the Usim with Parameter Optimization at the Design Stage / 207

6.10 Conclusions / 209

References / 209

7 Risk Filtering, Ranking, and Management 211

7.1 Introduction / 211

7.2 Past Efforts in Risk Filtering and Ranking / 212

7.3 Rfrm: A Methodological Framework / 213

7.4 Case Study: An Ootw / 220

7.5 Summary / 224

References / 224

Part II. Advances in Risk Modeling, Assessment, and Management 227

8 Risk of Extreme Events and the Fallacy of the Expected Value 229

8.1 Introduction / 229

8.2 Risk of Extreme Events / 230

8.3 The Fallacy of the Expected Value / 232

8.4 The Pmrm / 233

8.5 General Formulation of the Pmrm / 236

8.6 Summary of the Pmrm / 238

8.7 Illustrative Example / 239

8.8 Analysis of Dam Failure and Extreme Flood through the Pmrm / 240

8.9 Example Problems / 243

8.10 Summary / 257

References / 257

9 Multiobjective Decisioni¿½]tree Analysis 259

9.1 Introduction / 259

9.2 Methodological Approach / 261

9.3 Differences between Sodt and Modt / 279

9.4 Summary / 281

9.5 Example Problems / 282

References / 293

10 Multiobjective Risk Impact Analysis Method 295

10.1 Introduction / 295

10.2 Impact Analysis / 296

10.3 The Multiobjective, Multistage Impact Analysis Method: An Overview / 297

10.4 Combining the Pmrm and the Mmiam / 298

10.5 Relating Multiobjective Decision Trees to the Mriam / 304

10.6 Example Problems / 313

10.7 Epilogue / 325

References / 326

11 Statistics of Extremes: Extension of the PMRM 329

11.1 A Review of the Partitioned Multiobjective Risk Method / 329

11.2 Statistics of Extremes / 333

11.3 Incorporating the Statistics of Extremes into the Pmrm / 338

11.4 Sensitivity Analysis of the Approximation of f4(·) / 344

11.5 Generalized Quantification of Risk of Extreme Events / 350

11.6 Summary / 356

11.7 Example Problems / 357

References / 368

12 Systemsi¿½]Based Guiding Principles for Risk Modeling, Planning, Assessment, Management, and Communication 371

12.1 Introduction / 371

12.2 The Journey: The Guiding Principles in the Broader Context of the Emerging Next Generation Developed by the Federal Aviation Administration / 372

References / 387

13 Fault Trees 389

13.1 Introduction / 389

13.2 Basic Fault-Tree Analysis / 391

13.3 Reliability and Fault-Tree Analysis / 392

13.4 Minimal Cut Sets / 397

13.5 The DARE Using Fault Trees / 400

13.6 Extreme Events in Fault Tree Analysis / 403

13.7 An Example Problem Based on a Case Study / 405

13.8 Failure Mode and Effects Analysis and Failure Mode, Effects, and Criticality Analysis / 409

13.9 Event Trees / 411

13.10 Example Problems / 414

References / 420

14 Multiobjective Statistical Method 423

14.1 Introduction / 423

14.2 Mathematical Formulation of the Interior Drainage Problem / 424

14.3 Formulation of the Optimization Problem / 424

14.4 The Msm: Step-by-Step / 425

14.5 The Swt Method / 427

14.6 Multiple Objectives / 428

14.7 Applying the Msm / 429

14.8 Example Problems / 432

References / 438

15 Principles and Guidelines for Project Risk Management 439

15.1 Introduction / 439

15.2 Definitions and Principles of Project Risk Management / 440

15.3 Project Risk Management Methods / 443

15.4 Aircraft Development Example / 450

15.5 Quantitative Risk Assessment and Management of Software Acquisition / 454

15.6 Critical Factors That Affect Software Nontechnical Risk / 458

15.7 Basis for Variances in Cost Estimation / 460

15.8 Discrete Dynamic Modeling / 461

15.9 Summary / 469

References / 469

16 Modeling Complex Systems of Systems with Phantom System Models 473

16.1 Introduction / 473

16.2 What Have We Learned from Other Contributors? / 474

16.3 The Centrality of the States of the System in Modeling and in Risk Analysis / 476

16.4 The Centrality of Time in Modeling Multidimensional Risk, Uncertainty, and Benefits / 477

16.5 Extension of Hhm to Psm / 478

16.6 Psm and Meta-modeling / 480

16.7 Psm Laboratory / 486

16.8 Summary / 488

References / 489

17 Adaptive Twoi¿½]Player Hierarchical Holographic Modeling Game for Counterterrorism Intelligence Analysis 493

17.1 Introduction / 493

17.2 Bayes’ Theorem / 494

17.3 Modeling the Multiple Perspectives of Complex Systems / 495

17.4 Adaptive Twoi¿½]Player Hhm Game: Terrorist Networks versus Homeland Protection / 499

17.5 The Building Blocks of Mathematical Models and the Centrality of State Variables in Intelligence Analysis / 502

17.6 Hierarchical Adaptive Twoi¿½]Player Hhm Game / 504

17.7 Collaborative Computing Support for Adaptive Twoi¿½]Player Hhm Games / 505

17.8 Summary / 507

References / 508

18 Inoperability Input–Output Model and Its Derivatives for Interdependent Infrastructure Sectors 511

18.1 Overview / 511

18.2 Background: The Original Leontief Input–Output Model / 512

18.3 Inoperability Input–Output Model / 513

18.4 Regimes of Recovery / 516

18.5 Supporting Databases for Iim Analysis / 517

18.6 National and Regional Databases for Iim Analysis / 518

18.7 Rims Ii / 522

18.8 Development of the Iim and its Extensions / 523

18.9 The Dynamic Iim / 527

18.10 Practical Uses of the Iim / 530

18.11 Uncertainty Iim / 533

18.12 Example Problems / 536

18.13 Summary / 539

References / 540

19 Case Studies 543

19.1 A Riski¿½]Based Input–Output Methodology for Measuring the Effects of the August 2003 Northeast Blackout / 543

19.2 Systemic Valuation of Strategic Preparedness Through Applying the Iim with Lessons Learned from Hurricane Katrina / 558

19.3 Ex Post Analysis Using the Iim of the September 11, 2001, Attack on the United States / 569

19.4 Risk Modeling, Assessment, and Management of Lahar Flow Threat / 575

19.5 The Statistics of Extreme Events and 6i¿½]Sigma Capability / 587

19.6 Sequential Paretoi¿½]Optimal Decisions Made During Emergent Complex Systems of Systems: An Application to the Faa Nextgen / 593

References / 612

Appendix: Optimization Techniques 617

A.1 Introduction to Modeling and Optimization / 617

A.2 Bayesian Analysis and the Prediction of Chemical Carcinogenicity / 655

A.3 The Farmer’s Dilemma: Linear Model and Duality / 657

A.4 Standard Normal Probability Table / 664

References / 665

Author Index 667

Subject Index 673