Risk analysis in the organization, planning, implementation and support of R&D by standard simulation tools of Excel

• Дата: 2020
• Автори: Dodonov, O. G., Kuzmychov, A. I.
• Формат: Стаття
• Мова: Ukrainian
• Опубліковано: Інститут проблем реєстрації інформації НАН України 2020
• Теми: імітаційне моделювання; ризик-аналіз; метод Монте-Карло; simulation modeling; risk analysis; Monte Carlo method
• Онлайн доступ: http://drsp.ipri.kiev.ua/article/view/211252
• Назва журналу: Data Recording, Storage & Processing

A characteristic feature of R&D is the forced consideration of conditions of uncertainty and risks at all stages of work, primarily in relation to the resource components of the projects: financial, material, personnel, etc. Therefore, it is not surprising that the tools of the analytical apparatus of simulation have emerged, developed and are actively used as an essential component of this field. These conditions significantly complicate the process of formation, discussion and decision-making of organizational decisions, because usually the scope of R&D concerns extremely responsible projects carried out within tight financial and time limits, a quick and approximate solution is almost the only acceptable option, obtained in the laboratory work-shop of the university, using standard tools.Using the what-if approach to risk analysis, we select values for the random variables and then compute the resulting values. Instead of manually selecting the values for the random variables, a Monte Carlo simulation randomly generates values for the random variables so that the values used reflect what we might observe in practice. A probability distribution describes the possible values of a random variable and the relative likelihood of the random variable realizing these values. The analyst can use historical data and knowledge of the random variable to specify the probability distribution for a random variable. As it is described in the following paragraphs, the model examined the random variables to identify probability distributions for the direct dates.To simulate our problems, values for the three random variables have been generated and the resulting profit has been computеd. Fig.: 8. Refs: 12 titles.