A RISK HYPOTHESIS AND RISK MEASURES FOR THROUGHPUT CAPACITY IN SYSTEMS

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dc.contributor.authorBradley, Jameseng
dc.date.accessioned2008-02-27T22:56:47Z
dc.date.available2008-02-27T22:56:47Z
dc.date.computerscience2001-03-05eng
dc.date.issued2001-03-05eng
dc.description.abstractA basic risk hypothesis, expressed as a risk equation, for system throughput capacity (1), and governing all non-growth, non-evolving agent-directed systems, is proposed and derived. The equation relates throughput capacity, resource and risk relative to the system environment, for efficient environments. The risk equation may be combined with, and thus enhances, a resource-sharing equation relating throughput capacity, resources and the time required to execute complex coordinated sharing procedures, an equation derived in an earlier paper. The basic risk equation shows how expected 1 increases [decreases] linearly with positive [negative] risk of loss of 1 in efficient environments. The conventional standard deviation risk measure with respect to the mean, from financial systems, may be used. A proposed, new, usually equivalent measure, called the mean-expected loss risk measure with respect to the hazard-free case, is shown to be more approximate for systems in general. The concept of an efficient system environment is also proposed. All quantities used in the equation are precisely defined and their units specified. The equation reduces to a numerical expression, and can be subjected to experimental test. The equation clarifies and quantifies basic principles, enabling designers and operators of systems to reason correctly about system risk.eng
dc.description.notesWe are currently acquiring citations for the work deposited into this collection. We recognize the distribution rights of this item may have been assigned to another entity, other than the author(s) of the work.If you can provide the citation for this work or you think you own the distribution rights to this work please contact the Institutional Repository Administrator at digitize@ucalgary.caeng
dc.identifier.department2000-676-28eng
dc.identifier.doihttp://dx.doi.org/10.11575/PRISM/30424
dc.identifier.urihttp://hdl.handle.net/1880/46264
dc.language.isoEngeng
dc.publisher.corporateUniversity of Calgaryeng
dc.publisher.facultyScienceeng
dc.subjectComputer Scienceeng
dc.titleA RISK HYPOTHESIS AND RISK MEASURES FOR THROUGHPUT CAPACITY IN SYSTEMSeng
dc.typeunknown
thesis.degree.disciplineComputer Scienceeng
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