Two Dimensional Monte-Carlo Simulation Method of Risk Assessment for Strategic Asset Investment Decision Making

2015 ◽  
Author(s):  
D. LI ◽  
P. Chang ◽  
X. YANG ◽  
Z. SUN ◽  
F. JIN ◽  
...  
Keyword(s):  
Risk Assessment ◽  
Decision Making ◽  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Investment Decision ◽  
Simulation Method ◽  
Monte Carlo Simulation Method ◽  
Two Dimensional ◽  
Investment Decision Making

Monte Carlo Simulation of Moment Lyapunov Exponents

2005 ◽  
Vol 72 (2) ◽  
pp. 269-275 ◽  
Author(s):  
Wei-Chau Xie
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Lyapunov Exponents ◽  
Stochastic Systems ◽  
Simulation Method ◽  
Monte Carlo Simulation Method ◽  
Two Dimensional ◽  
Bounded Noise ◽  
Moment Stability ◽  
Moment Lyapunov Exponents

A Monte Carlo simulation method for determining the pth moment Lyapunov exponents of stochastic systems, which governs the pth moment stability, is developed. Numerical results of two-dimensional systems under bounded noise and real noise excitations are presented to illustrate the approach.

scholarly journals Monitoring and Risk Assessment of Lead and Cadmium in Milks from East of Iran Using Monte Carlo Simulation Method

2019 ◽  
Vol 6 (2) ◽  
pp. 29-36 ◽  
Author(s):  
Masoumeh Madani-Tonekaboni ◽  
Neda Sadat aghayan ◽  
Roshanak Rafiei Nazari ◽  
Solmaz Mirzamohammadi ◽  
Anna Abdolshahi ◽  
...  
Keyword(s):  
Risk Assessment ◽  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Simulation Method ◽  
Monte Carlo Simulation Method ◽  
Lead And Cadmium ◽  
East Of Iran

Probabilistic risk assessment (Monte Carlo simulation method) of Pb and Cd in the onion bulb (Allium cepa) and soil of Iran

2018 ◽  
Vol 25 (31) ◽  
pp. 30894-30906 ◽  
Author(s):  
Yadolah Fakhri ◽  
Amin Mousavi Khaneghah ◽  
Gea Oliveri Conti ◽  
Margherita Ferrante ◽  
Azimeh Khezri ◽  
...  
Keyword(s):  
Risk Assessment ◽  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Allium Cepa ◽  
Simulation Method ◽  
Probabilistic Risk Assessment ◽  
Onion Bulb ◽  
Monte Carlo Simulation Method ◽  
Probabilistic Risk

scholarly journals Uncertainty Cost Functions in Climate-Dependent Controllable Loads in Commercial Environments

Energies ◽  
2021 ◽  
Vol 14 (10) ◽  
pp. 2885
Author(s):  
Daniel Losada ◽  
Ameena Al-Sumaiti ◽  
Sergio Rivera
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Simulation Method ◽  
Electricity Sector ◽  
Cost Functions ◽  
Density Estimator ◽  
Monte Carlo Simulation Method ◽  
Commercial Building ◽  
Complementary Method ◽  
The Cost

This article presents the development, simulation and validation of the uncertainty cost functions for a commercial building with climate-dependent controllable loads, located in Florida, USA. For its development, statistical data on the energy consumption of the building in 2016 were used, along with the deployment of kernel density estimator to characterize its probabilistic behavior. For validation of the uncertainty cost functions, the Monte-Carlo simulation method was used to make comparisons between the analytical results and the results obtained by the method. The cost functions found differential errors of less than 1%, compared to the Monte-Carlo simulation method. With this, there is an analytical approach to the uncertainty costs of the building that can be used in the development of optimal energy dispatches, as well as a complementary method for the probabilistic characterization of the stochastic behavior of agents in the electricity sector.

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