工程项目风险分析中的蒙特卡洛模拟
Monte Carlo Simulation in Project Risk Analysis
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摘要: 对在不确定环境中的实际工程项目,采用蒙特卡洛模拟进行风险分析.模拟模型考虑了实际存在的非独立随机变量以及不同随机变量的概率分布.通过自编的工程项目风险分析蒙特卡洛模拟法程序,对实际项目的备选方案所涉风险进行分析,解释分析结果并为项目决策提供了依据.Abstract: For a real project in a variable condition, the risk analysis by Monte Carlo simulation is down in this paper. The simulation model involves correlative random variables and different kind of probability distribution. A computer program is developed for risk analysis. Several comparative schemes of the project are analyzed for their risk and foundation of decision-making is provided after that.
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