RISK MODELING, ASSESSMENT, AND MANAGEMENT. Fourth Edition

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1 RISK MODELING, ASSESSMENT, AND MANAGEMENT Fourth Edition YacovY. Haiines Lawrence R. Quarles Professor of Systems and Information Engineering and Civil and Environmental Engineering Founding Director (1987), Center for Risk Management of Engineering Systems, University of Virginia, Charlottesville WILEY

2 Contents Preface to the Fourth Edition ix 2.6 On the Definition of Vulnerabilities The Companion Website XV in Measuring Risks to Systems / On the Definition of Resilience in Acknowledgments xvii Measuring Risk to Systems / On the Complex Quantification of Risk Part 1. Fundamentals of Risk Modeling, to Systems / 60 Assessment, and Management 1 References / 65 1 The Art and Science of Systems and Risk Analysis Introduction / Systems Engineering / Risk Assessment and Management / Concept Road Map / Epilogue / 35 References / 35 2 The Role of Modeling in the Definition and Quantification of the Risk Function Introduction / The Risk Assessment and Management Processi Historical Perspectives / Information, Intelligence, and Models / The Building Blocks of Mathematical Models / On the Complex Definition of Risk, Vulnerability, and Resilience: A Systems- Based Approach / 51 3 Identifying Risk through Hierarchical Holographie Modeling and Its Derivatives Hierarchical Aspects / Hierarchical Overlapping Coordination / HHM / HHM and the Theory of Scenario Structuring / Adaptive Multiplayer HHM Game / Water Resources System / Sustainable Development / HHM in a System Acquisition Project / Software Acquisition / Hardening the Water Supply Infrastructure / Risk Assessment and Management for Support of Operations other than War / Automated Highway System / Food-Poisoning Scenarios / 108 References / 113 v

3 Vi CONTENTS 4 Modeling and Decision Analysis Introduction / Decision Rules Under Uncertainty / Decision Trees / Decision Matrix / The Fractile Method / Triangular Distribution / Influence Diagrams / Population Dynamic Models / PSM / Example Problems / 144 References / Multiobjective Trade-Off Analysis Introduction / Examples of Multiple Environmental Objectives / The Surrogate Worth Trade-Off Method / Characterizing a Proper Noninferior Solution / The SWT Method and the Utility Function Approach / Example Problems / Summary / 177 References / Defining Uncertainty and Sensitivity Analysis Introduction / Sensitivity, Responsivity, Stability, and Irreversibility / Uncertainties Due to Errors in Modeling / Characterization of Modeling Errors / Uncertainty Taxonomy / The USIM / Formulation of the Multiobjective Optimization Problem / A Robust Algorithm of the USIM / Integration of the USIM with Parameter Optimization at the Design Stage / Conclusions / 209 References / Risk Filtering, Ranking, and Management Introduction / Fast Efferts in Risk Filtering and Ranking / RFRM: A Methodological Framework / Gase Study: An OOTW / Summary / 224 References / 224 Part II. Advances in Risk Modeling, Assessment, and Management Risk of Extreme Events and the Fallacy of the Expected Value Introduction / Risk of Extreme Events / The Fallacy of the Expected Value / The PMRM / General Formulation of the PMRM / Summary of the PMRM / Illustrative Example / Analysis of Dam Failure and Extreme Flood through the PMRM / Example Problems / Summary / 257 References / Multiobjective Decision-Tree Analysis Introduction / Methodological Approach / Differences between SODT and MODT / Summary / Example Problems / 282 References / Multiobjective Risk Impact Analysis Method Introduction / Impact Analysis / The Multiobjective, Multistage Impact Analysis Method: An Overview / Combining the PMRM and the MMIAM / 298

4 CONTENTS Vli 10.5 Relating Multiobjective Decision Trees to the MRIAM / Example Problems / Epilogue / 325 References / Statistics of Extremes: Extension of the PMRM A Review of the Partitioned Multiobjective Risk Method / Statistics of Extremes / Incorporating the Statistics of Extremes into the PMRM / Sensitivity Analysis of the Approximation of/ 4(-) / Generalized Quantification of Risk of Extreme Events / Summary / Example Problems / 357 References / Systems-Based Guiding Principles for Risk Modeling, Flanning, Assessment, Management, and Communication Introduction / The Journey: The Guiding Principles in the Broader Context of the Emerging Next Generation Developed by the Federal Aviation Administration / 372 References / Fault Trees Introduction / Basic Fault-Tree Analysis / Reliability and Fault-Tree Analysis / Minimal Cut Sets / The DARE Using Fault Trees / Extreme Events in Fault Tree Analysis / An Example Problem Based on a Gase Study / Failure Mode and Effects Analysis and Failure Mode, Effects, and Criticality Analysis / Event Trees / Example Problems / 414 References / Multiobjective Statistical Method Introduction / Mathematical Formulation of the Interior Drainage Problem / Formulation of the Optimization Problem / The MSM: Step-by-Step / The SWT Method / Multiple Objectives / Applying the MSM / Example Problems / 432 References / Principles and Guidelines for Project Risk Management Introduction / Definitions and Principles of Project Risk Management / Project Risk Management Methods / Aircraft Development Example / Quantitative Risk Assessment and Management of Software Acquisition / Critical Factors That Affect Software Nontechnical Risk / Basis for Variances in Cost Estimation / Discrete Dynamic Modeling / Summary / 469 References / Modeling Complex Systems of Systems with Phantom System Models Introduction / What Have We Learned from Other Contributors? / The Centrality of the States of the System in Modeling and in Risk Analysis / The Centrality of Time in Modeling Multidimensional Risk, Uncertainty, and Benefits / Extension of HHM to PSM / 478

5 W/7 CONTENTS 16.6 PSM and Meta-modeling / PSM Laboratory / Summary / 488 References / Adaptive Two-Player Hierarchical Holographie Modeling Game for Counterterrorism Intelligence Analysis Introduction / Bayes'Theorem / Modeling the Multiple Perspectives of Complex Systems / Adaptive Two-Player HHM Game: Terrorist Networks versus Homeland Protection / The Building Blocks of Mathematical Models and the Centrality of State Variables in Intelligence Analysis / Hierarchical Adaptive Two-Player HHM Game / Collaborative Computing Support for Adaptive Two-Player HHM Games / Summary / 507 References / Inoperability Input-Output Model and Its Derivatives for Interdependent Infrastructure Sectors Overview / Background: The Original Leontief Input-Output Model / Inoperability Input-Output Model / Regimes of Recovery / Supporting Databases for HM Analysis / National and Regional Databases for HM Analysis / RIMS II / Development of the HM and Its Extensions / The Dynamic IIM / Practical Uses of the IIM / Uncertainty IIM / Example Problems / Summary / 539 References / Case Studies A Risk-Based Input-Output Methodology for Measuring the Effects of the August 2003 Northeast Blackout / Systemic Valuation of Strategie Preparedness Through Applying the IIM with Lessons Learned from Hurricane Katrina / Ex Post Analysis Using the IIM of the September 11,2001, Attack on the United States / Risk Modeling, Assessment, and Management of Lahar Flow Threat / The Statistics of Extreme Events and 6-Sigma Capability / Sequential Pareto-Optimal Decisions Made Düring Emergent Complex Systems of Systems: An Application to the FAA NextGen / 593 References / 612 Appendix: Optimization Techniques 617 A.l 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

INFORMATION TECHNOLOGY PROJECT MANAGEMENT. Fourth Edition. International Student Version. Jack T. Marchewka WILEY. John Wiley & Sons, Inc.

INFORMATION TECHNOLOGY PROJECT MANAGEMENT Fourth Edition International Student Version Jack T. Marchewka WILEY John Wiley & Sons, Inc. PREFACE xvii ABOUT THE AUTHOR xxiii CHAPTER 1 An Overview of IT Project