The intent of this dissertation is to generate a set of non-dominated finite-memory policies from which one of two agents (the leader) can select a most preferred policy to control a dynamic system that is also affected by the control decisions of the other agent (the follower). The problem is described by an infinite horizon total discounted reward, partially observed Markov game (POMG). Each agent’s policy assumes that the agent knows its current and recent state values, its recent actions, and the current and recent possibly inaccurate observations of the other agent’s state. For each candidate finite-memory leader policy, we assume the follower, fully aware of the leader policy, determines a policy that optimizes the follower’s criterion. The leader-follower assumption allows the POMG to be transformed into a specially structured, partially observed Markov decision process that we use to determine the follower’s best response policy for a given leader policy. We then present a value determination procedure to evaluate the performance of the leader for a given leader policy, based on which non-dominated set of leader polices can be selected by existing heuristic approaches. We then analyze how the value of the leader’s criterion changes due to changes in the leader’s quality of observation of the follower. We give conditions that insure improved observation quality will improve the leader’s value function, assuming that changes in the observation quality do not cause the follower to change its policy. We show that discontinuities in the value of the leader’ criterion, as a function of observation quality, can occur when the change of observation quality is significant enough for the follower to change its policy. We present conditions that determine when a discontinuity may occur and conditions that guarantee a discontinuity will not degrade the leader’s performance. This framework has been used to develop a dynamic risk analysis approach for U.S. food supply chains and to compare and create supply chain designs and sequential control strategies for risk mitigation.

Thesis (MSc)--Stellenbosch University, 2004. / ENGLISH ABSTRACT: The Bayesian approach to decision-making is considered in this thesis for reliability/survival models pertaining to a Weibull class of distributions. A generalised right censored sampling scheme has been assumed and implemented. The Jeffreys' prior for the inverse mean lifetime and the survival function of the exponential model were derived. The consequent posterior distributions of these two parameters were obtained using this non-informative prior. In addition to the Jeffreys' prior, the natural conjugate prior was considered as a prior for the parameter of the exponential model and the consequent posterior distribution was derived. In many reliability problems, overestimating a certain parameter of interest is more detrimental than underestimating it and hence, the LINEX loss function was used to estimate the parameters and their consequent risk measures. Moreover, the same analogous derivations have been carried out relative to the commonly-used symmetrical squared error loss function. The risk function, the posterior risk and the integrated risk of the estimators were obtained and are regarded in this thesis as the risk measures. The performance of the estimators have been compared relative to these risk measures. For the Jeffreys' prior under the squared error loss function, the comparison resulted in crossing-over risk functions and hence, none of these estimators are completely admissible. However, relative to the LINEX loss function, it was found that a correct Bayesian estimator outperforms an incorrectly chosen alternative. On the other hand for the conjugate prior, crossing-over of the risk functions of the estimators were evident as a result. In comparing the performance of the Bayesian estimators, whenever closed-form expressions of the risk measures do not exist, numerical techniques such as Monte Carlo procedures were used. In similar fashion were the posterior risks and integrated risks used in the performance compansons. The Weibull pdf, with its scale and shape parameter, was also considered as a reliability model. The Jeffreys' prior and the consequent posterior distribution of the scale parameter of the Weibull model have also been derived when the shape parameter is known. In this case, the estimation process of the scale parameter is analogous to the exponential model. For the case when both parameters of the Weibull model are unknown, the Jeffreys' and the reference priors have been derived and the computational difficulty of the posterior analysis has been outlined. The Jeffreys' prior for the survival function of the Weibull model has also been derived, when the shape parameter is known. In all cases, two forms of the scalar estimation error have been t:. used to compare as much risk measures as possible. The performance of the estimators were compared for acceptability in a decision-making framework. This can be seen as a type of procedure that addresses robustness of an estimator relative to a chosen loss function. / AFRIKAANSE OPSOMMING: Die Bayes-benadering tot besluitneming is in hierdie tesis beskou vir betroubaarheids- / oorlewingsmodelle wat behoort tot 'n Weibull klas van verdelings. 'n Veralgemene regs gesensoreerde steekproefnemingsplan is aanvaar en geïmplementeer. Die Jeffreyse prior vir die inverse van die gemiddelde leeftyd en die oorlewingsfunksie is afgelei vir die eksponensiële model. Die gevolglike aposteriori-verdeling van hierdie twee parameters is afgelei, indien hierdie nie-inligtingge-wende apriori gebruik word. Addisioneel tot die Jeffreyse prior, is die natuurlike toegevoegde prior beskou vir die parameter van die eksponensiële model en ooreenstemmende aposteriori-verdeling is afgelei. In baie betroubaarheidsprobleme het die oorberaming van 'n parameter meer ernstige nagevolge as die onderberaming daarvan en omgekeerd en gevolglik is die LINEX verliesfunksie gebruik om die parameters te beraam tesame met ooreenstemmende risiko maatstawwe. Soortgelyke afleidings is gedoen vir hierdie algemene simmetriese kwadratiese verliesfunksie. Die risiko funksie, die aposteriori-risiko en die integreerde risiko van die beramers is verkry en word in hierdie tesis beskou as die risiko maatstawwe. Die gedrag van die beramers is vergelyk relatief tot hierdie risiko maatstawwe. Die vergelyking vir die Jeffreyse prior onder kwadratiese verliesfunksie het op oorkruisbare risiko funksies uitgevloei en gevolglik is geeneen van hierdie beramers volkome toelaatbaar nie. Relatief tot die LINEX verliesfunksie is egter gevind dat die korrekte Bayes-beramer beter vaar as die alternatiewe beramer. Aan die ander kant is gevind dat oorkruisbare risiko funksies van die beramers verkry word vir die toegevoegde apriori-verdeling. Met hierdie gedragsvergelykings van die beramers word numeriese tegnieke toegepas, soos die Monte Carlo prosedures, indien die maatstawwe nie in geslote vorm gevind kan word nie. Op soortgelyke wyse is die aposteriori-risiko en die integreerde risiko's gebruik in die gedragsvergelykings. Die Weibull waarskynlikheidsverdeling, met skaal- en vormingsparameter, is ook beskou as 'n betroubaarheidsmodel. Die Jeffreyse prior en die gevolglike aposteriori-verdeling van die skaalparameter van die Weibull model is afgelei, indien die vormingsparameter bekend is. In hierdie geval is die beramingsproses van die skaalparameter analoog aan die afleidings van die eksponensiële model. Indien beide parameters van die Weibull modelonbekend is, is die Jeffreyse prior en die verwysingsprior afgelei en is daarop gewys wat die berekeningskomplikasies is van 'n aposteriori-analise. Die Jeffreyse prior vir die oorlewingsfunksie van die Weibull model is ook afgelei, indien die vormingsparameter bekend is. In al die gevalle is twee vorms van die skalaar beramingsfoute gebruik in die vergelykings, sodat soveel as moontlik risiko maatstawwe vergelyk kan word. Die gedrag van die beramers is vergelyk vir aanvaarbaarheid binne die besluitnemingsraamwerk. Hierdie kan gesien word as 'n prosedure om die robuustheid van 'n beramer relatief tot 'n gekose verliesfunksie aan te spreek.

Fossil fuels continue to deplete with use as they are irreplaceable. In addition, the environmental impact with the continuous use of these conventional fuels has generated global concern due to the production of harmful emission gases. An alternative source of energy has become inevitable. Technological advancements in the area of biomass use for both aviation and power generation are at different levels of development. There is however the need for an integrated approach to assess gas turbine engine behaviour in terms of performance, emission and economics when they are running on biofuels. The current research work is concerned with finding alternative fuel resources for use on stationary gas turbine engines for power generation with the necessary identification of suitable biofuels using a multidisciplinary approach. A techno-economic, environmental and risk assessment (TERA) model comprising the performance, emissions, economics and risk modules has been developed. There had been several simulations of two gas turbine engines (GTEs) to ascertain the effects of both ambient and operating conditions and the effect of fuel types on the engines. These simulations were done with the use of an in-house code-the Turbomatch and a code developed for the steam cycle which is employed for the combined cycle simulation. Cont/d.

Effective estimation, planning, and control of the functions, operations, and resources of a project are among the most challenging tasks faced by the management of today's engineering and construction organisations. The increase in size and complexity of modern projects demand a sound organisational structure and a rational approach. The main objectives of the present study are two-fold. Firstly to report and critically review theoretical and practical developments of different aspects of the management of engineering and construction projects. Secondly to further develop conceptual, practical techniques and processes; also to provide Guidelines to make more effective use. of resources and systems. To achieve these objectives the present research was carried out in close collaboration with various indurtrial organisations. The current literature on project management is critically examined from the point of View of project cost estimation, planning and control. Various existing and recommended procedures, approaches and techniques are reviewed with particular emphasis on using probabilistic techniques. As the problems of scale are increasing, progressively more industries are adopting systems and project management approaches. Problems, deficiencies and gaps in the existing systems are identified. An analysis of a questionnaire survey on Systems-Caps is carried out and the results of the analysis are reported. . S-curves (or progress curves) are widely used in the plauaing and control of cost, time and resources. A mathematical model for the S-curve is adopted for this purpose. Expenditure data on a number of ii recent projects is analysed and fitted to two S-curve models suggested by Keller-Singh and the Department of Health and Social Security (D. H. S. S. ). A comparative study of the models is carried out. A set of standard parameters for the models is obtained and the predicting accuracy of these models for forecasting expenditure for future similar projects investigated. Quantification aspects of risk involved with the completion time of a project are studied. 'A number of stochastic distributions arc fitted for this purpose to the programed and actual durations for the different activities of a housing project. The maximum likelihood method is used for the estimation of parameters of the fitted distributions. Due to the increasing use of indices in the construction industry, building cost and tender price indices, their application, limitations and methods of formation are discussed. Box-Jenkins models are employed to study past behaviour and to forecast future trends for labour, materials and building cost indices. Finally, general conclusions derived from the present regearch are sunmarised and areas requiring further research are proposed.

<p>Most of the city of Uppsala rests on postglacial clay with a varying content of sulphur. The sulphur occurs naturally in the clay in reduced form as sulphide and the clay is for that reason usually called “sulphide clay”. Excavation during construction activities gives rise to large amounts of excavation material, of which the sulphide clay is a considerable part.</p><p>When the clay is exposed to air and water, an oxidation of the sulphides occurs which may produce an acid leachate and the mobilisation of heavy metals bound in the clay or underlying material. The aim of the work has been to improve our understanding of the behaviour of sulphide clays and produce a basis for risk assessment in the future handling of excavation material with high sulphide content. After sampling had been carried out in two places, batch tests were performed to examine the long-term acidification potential of clays with different calcium carbonate content. The tests were performed with continuous air supply and during the experiment leachate water was analysed with respect to pH, alkalinity, dissolved sulphate and mobilised metals. The results from the laboratory study showed that a clay with a high calcium carbonate content and thus a high net neutralisation potential (NNP) will consume the generated acid and prevent against a lowering of the pH.</p><p>In clay lacking calcium carbonate, the pH dropped significantly and caused a mobilisation of chiefly Cd, Mn, Co, Ni, Ca and As. Regardless of the changes in pH over time, a large production of sulphur was observed as a result of the sulphide oxidation. In a risk assessment, it is suggested that the NNP should be determined by methods agreed upon to facilitate future comparisons and because different methods may give different results. A clay with a NNP<5 kg CaCO3/ton should be further analysed with respect to metal content to establish the leachate generation potential and estimate the future environmental influence of the excavation material.</p> / <p>Uppsala stad vilar till stor del på postglacial lera med varierande svavelhalt. Svavlet finns naturligt i leran i reducerad form som sulfid och leran kallas därför vanligtvis för ”sulfidlera”. Vid schaktningsarbete i samband med byggnation uppkommer stora mängder schaktmassor varav en betydande del är sulfidlera.</p><p>Då leran exponeras för luft och nederbörd sker en oxidation av sulfiderna som kan ge upphov till surt lakvatten och läckage av tungmetaller bundna i leran eller underliggande material. Syftet med arbetet har varit att öka kunskaperna om hur sulfidleror beter sig och ta fram ett underlag för riskbedömning i samband med den framtida hanteringen av sulfidhaltiga schaktmassor i Uppsala. Efter genomförd provtagning på två platser utfördes skaktest för att undersöka den långsiktiga försurningspotentialen hos lera med varierande kalkinnehåll. Testerna utfördes med kontinuerlig tillförsel av luft och löpande under försökets gång togs lakvatten ut för analys avseende pH, alkalinitet, löst sulfat och utlakade metaller.</p><p>Resultaten från den laborativa studien visade att en kalkhaltig lera med hög nettoneutralisationspotential (NNP) kan förbruka den bildade syran och därigenom genereras ingen pH-sänkning. I lera som saknar kalk sjönk pH kraftigt och föranledde läckage av framförallt Cd, Mn, Co, Ni, Ca och As.</p><p>Oavsett utvecklingen av pH observerades en stor utlakning av svavel till följd av oxidationen av sulfider. I en riskbedömning föreslås att lerans NNP bestäms enligt överenskomna metoder för att underlätta framtida jämförelser och för att olika tekniker kan ge olika resultat. En lera med NNP-värde < 5 kg CaCO3/ton bör analyseras vidare avseende metallinnehåll för att fastställa den potentiella utlakningen och bedöma schaktmassans framtida naturpåverkan.</p>

Dropped objects are among the top ten causes of fatalities and serious injuries in the oil and gas industry. Objects may be dropped during lifting or any other offshore operation. Concerns of health, safety, and the environment (HSE) as well as possible damages to structures require the prediction of where and how a dropped object moves underwater. This study of dropped objects is subdivided into three parts. In the first part, the experimental and simulated results published by Aanesland (1987) have been successfully reproduced and validated based on a two-dimensional (2D) theory for a dropped drilling pipe model. A new three-dimensional (3D) theory is proposed to consider the effect of axial rotation on dropped cylindrical objects. The 3D method is based on a modified slender body theory for maneuvering. A numerical tool called Dropped Objects Simulator (DROBS) has been developed based on this 3D theory. Firstly, simulated results of a dropped drilling pipe model using a 2D theory by Aanesland (1987) are compared with results from 3D theory when rolling frequency is zero. Good agreement is found. Further, factors that affect the trajectory, such as drop angle, normal drag coefficient, binormal drag coefficient, and rolling frequency are systematically investigated. It is found that drop angle, normal drag coefficient, and rolling frequency are the three most critical factors determining the trajectories. In the second part, a more general three-dimensional (3D) theory is proposed to physically simulate the dynamic motion of a dropped cylindrical object underwater with different longitudinal center of gravity (LCG). DROBS has been further developed based on this 3D theory. It is initially applied to a dropped cylinder with LCG = 0 (cylinder #1) falling from the surface of calm water. The calculated trajectories match very well with both the experimental and numerical results published in Aanesland (1987). Then DROBS is further utilized to simulate two dropped cylinders with positive LCG (cylinder #2) and negative LCG (cylinder #3) in Chu et al. (2005), respectively. The simulated results from DROBS show a better agreement with the measured data than the numerical results given in Chu et al. (2005). This comparison again validates and indicates the effectiveness of the DROBS program. Finally, it’s applied to investigate the effects of varying LCG on the trajectory and landing points. Therefore, the newly developed DROBS program could be used to simulate the distribution of landing points of dropped cylindrical objects, as is very valuable in the risk-free zone prediction in offshore engineering. The third part investigates the dynamic motion of a dropped cylindrical object under current. A numerical procedure is developed and integrated into Dropped Objects Simulator (DROBS). DROBS is utilized to simulate the trajectories of a cylinder when dropped into currents from different directions (incoming angle at 0o; 90o; 180o; and 270o) and with different amplitudes (0m/s to 1.0m/s). It is found that trajectories and landing points of dropped cylinders are greatly influenced by currents. Cylinders falling into water are modeled as a stochastic process. Therefore, the related parameters, including the orientation angle, translational velocity and rotational velocity of the cylindrical object after fully entering the water, is assumed to follow normal distributions. DROBS is further used to derive the landing point distribution of a cylinder. The results are compared to Awotahegn (2015) based on Monte Carlo simulations. Then the Monte Carlo simulations are used for predicting the landing point distribution of dropped cylinders with drop angles from 0o to 90o under the influence of currents. The plots of overall landing point distribution and impact energy distribution on the sea bed provide a simple way to indicate the risk-free zones for offshore operation.

Mémoire numérisé par la Division de la gestion de documents et des archives de l'Université de Montréal.

Risk management plays a key role in water utilities. Although tools are well established at operational and tactical levels of management, existing methods at strategic level lack a holistic treatment and a long-term perspective. In fact, risks are analysed per se, despite being interconnected; and long-term scenarios are commonly used for strategic planning, rather than for risk management, most of the time being related to one single issue (for example: climate change). In order to overcome the limitations identified in the existing methodologies, a novel approach for water utilities to manage risk at strategic level was developed and tested in EPAL - the largest and oldest water utility in Portugal. It consists of (i) setting a baseline risks comparison founded on a systemic model developed ‗bottom-up‘ through the business; (ii) the construction of future scenarios and an observation of how baseline risks may change with time. Major contributions of this research are the linkage between operational and strategic risks, capturing the interdependencies between strategic risks; the ability to look at long term risk, allowing the visualizing of the way strategic risks may change under a possible future scenario; and the novel coupling of risks and futures research. For the water sector, this approach constitutes a useful tool for strategic planning, which may be presented to the Board of Directors in a simple and intuitive way, despite the solid foundations of the underlying analysis. It also builds on in-house expertise, promoting the dissemination and pervasiveness of risk management within the companies and, on the other hand, allowing unveiling of existing knowledge, making it explicit and more useful for the organization.

One of the most pressing concerns in homeland security is the illegal passing of weapons-grade nuclear material through the borders of the United States. If terrorists can gather the materials needed to construct a nuclear bomb or radiological dispersion device (RDD, i.e., dirty bomb) while inside the United States, the consequences would be devastating. Preventing plutonium, highly enriched uranium (HEU), tritium gas or other materials that can be used to construct a nuclear weapon from illegally entering the United States is an area of vital concern. There are enormous economic consequences when our nation's port security system is compromised. Interdicting nuclear material being smuggled into the United States on cargo containers is an issue of vital national interest, since it is a critical aspect of protecting the United States from nuclear attacks. However, the efforts made to prevent nuclear material from entering the United States via cargo containers have been disjoint, piecemeal, and reactive, not the result of coordinated, systematic planning and analysis. Our economic well-being is intrinsically linked with the success and security of the international trade system. International trade accounts for more than thirty percent of the United States economy (Rooney, 2005). Ninety-five percent of international goods that enter the United States come through one of 361 ports, adding up to more than 11.4 million containers every year (Fritelli, 2005; Rooney, 2005; US DOT, 2007). Port security has emerged as a critically important yet vulnerable component in the homeland security system. Applying game theoretic methods to counterterrorism provides a structured technique for defenders to analyzing the way adversaries will interact under different circumstances and scenarios. This way of thinking is somewhat counterintuitive, but is an extremely useful tool in analyzing potential strategies for defenders. Decision analysis can handle very large and complex problems by integrating multiple perspectives and providing a structured process in evaluating preferences and values from the individuals involved. The process can still ensure that the decision still focuses on achieving the fundamental objectives. In the decision analysis process value tradeoffs are evaluated to review alternatives and attitudes to risk can be quantified to help the decision maker understand what aspects of the problem are not under their control. Most of all decision analysis provides insight that may not have been captured or fully understood if decision analysis was not incorporated into the decision making process. All of these factors make decision analysis essentially to making an informed decision. Game theory and decision analysis both play important roles in counterterrorism efforts. However, they both have their weaknesses. Decision analysis techniques such as probabilistic risk analysis can provide incorrect assessments of risk when modeling intelligent adversaries as uncertain hazards. Game theory analysis also has limitations. For example when analyzing a terrorist or terrorist group using game theory we can only take into consideration one aspect of the problem to optimize at a time. Meaning the analysis is either analyzing the problem from the defenders perspective or from the attacker’s perspective. Parnell et al. (2009) was able to develop a model that simultaneously maximizes the effects of the terrorist and minimizes the consequences for the defender. The question this thesis aims to answer is whether investing in new detector technology for screening cargo containers is a worthwhile investment for protecting our country from a terrorist attack. This thesis introduces an intelligent adversary risk analysis model for determining whether to use new radiological screening technologies at our nation’s ports. This technique provides a more realistic risk assessment of the true situation being modeled and determines whether it is cost effective for our country to invest in new cargo container screening technology. The optimal decision determined by our model is for the United States to invest in a new detector, and for the terrorists to choose agent cobalt-60, shown in Figure 18. This is mainly due to the prominence of false alarms and the high costs associated with screening all of these false alarms, and we assume for every cargo container that sounds an alarm, that container is physically inspected. With the new detector technology the prominence of false alarms decreases and the true alarm rate increases, the cost savings associated with this change in the new technology outweighs the cost of technical success or failure. Since the United States is attempting to minimize their expected cost per container, the optimal choice is to invest in the new detector. Our intelligent adversary risk analysis model can simultaneously determine the best decision for the United States, who is trying to minimize the expected cost, and the terrorist, who is trying to maximize the expected cost to the United States. Simultaneously modeling the decisions of the defender and attacker provides a more accurate picture of reality and could provide important insights to the real situation that may have been missed with other techniques. The model is extremely sensitive to certain inputs and parameters, even though the values are in line with what is available in the literature, it is important to understand the sensitivities. Two inputs that were found to be particularly important are the expected cost for physically inspecting a cargo container, and the cost of implementing the technology needed for the new screening device. Using this model the decision maker can construct more accurate judgments based on the true situation. This increase in accuracy could save lives with the decisions being made. The model can also help the decision maker understand the interdependencies of the model and visually see how his resource allocations affect the optimal decisions of the defender and the attacker.

Title: Organizational and safety aspects of international sports competitions for youth - Prague Christmas prize case study Objective: The main objective of this thesis is to develop proposals for improvement of the Prague Christmas Prize organization and to create security measures for this competition and for similar competitions in the Czech Republic. Supportive goals for the main objective are: SWOT analysis of the competition, finding the funding opportunities for sporting events in the Czech Republic and evaluation of the application of proposals for improvement of the competition held in 2013. Methods: The qualitative case study method is used in this thesis. The data are obtained by document analysis and group discussion. The acquired data will result into the SWOT analysis. Results: Results of this thesis consist of proposals for improvement of the quality of the Prague Christmas Prize and of development of simple safety measures for this competition. It can serve as a simple guide for ensuring security on similar sporting events. Key words: Organization, management, budget, risk analysis, sport funding.