Diss. Lund : Lunds tekniska högskola, 2005.

Le transport de matières dangereuses (TMD) représente une source de danger pour les zones traversées. Ce danger peut produire des conséquences graves pour l’environnement, les biens ou les humains surtout si un accident aura lieu lors du transport. Due à l’importance de ces produits (essence, matières premières, médicaments) dans la vie quotidienne et à l’augmentation de la demande sur ces matières, il est utile d’analyser et d’évaluer le niveau de risque lié au TMD pour le minimiser. Ce risque dépend de la route suivie, de la quantité transportée, du moment de la journée, du trafic, des conditions météorologiques ainsi que de la densité de population des zones traversées. Il est caractérisé par les cibles qui sont exposées pour un temps donné et son niveau qui varie selon le temps et l'espace. L’objectif de cette thèse est d’évaluer et d’estimer le niveau de risque lié à un accident, et plus précisément le risque lié à l’expédition de marchandises dangereuses. Diverses méthodes sont élaborées pour proposer des modèles permettant de résoudre ce problème tout en tenant compte de différents paramètres tels que, le trafic, les conditions météorologiques, le coût et le temps du transport, ainsi que de leurs changements au cours du temps afin de détecter la meilleure route à suivre. La première partie de cette thèse représente l’état de l’art sur les différentes techniques d’analyse de risque pour le transport de matières dangereuses. Ensuite, deux approches sont proposées et étudiées en détail : une approche basée sur la simulation de Monte Carlo qui sert à évaluer le niveau de risque lié à un accident, et une autre qui estime le niveau de risque lié à une expédition de MD. La deuxième partie traite le problème de l’aspect temporel dans l’analyse de risque. En effet, l’importance du trafic, le taux d’occupation des bâtiments et les conditions météorologiques changent fortement selon le moment de la journée. À cause de la complexité de notre système (plusieurs entités, systèmes distribués, entités avec plusieurs niveaux d'abstraction, etc.), nous sommes tournés vers une approche de simulation multi-agents et nous proposons et implémentons un méta modèle d’agents avec une facette « risque ». Cette facette nous permet de représenter l’analyse de risque et la propagation de défaillance dans un modèle multi-agents. La troisième partie de cette thèse porte sur l’évaluation du niveau de risque lié au TMD. Dans un premier temps, nous proposons une approche d’évaluation basée sur l’évaluation de la fréquence d’un accident et de sa gravité. Ensuite, nous implémentons un simulateur en proposant le couplage de chacune de deux approches présentées dans la première partie avec le méta modèle d’agents présenté dans la seconde partie. Dans un second temps, comme la prise de décision est affectée par l’aspect économique et temporel (coût d’une expédition et durée du trajet), nous sommes face à un problème de décision multicritère (MCDM). Pour prendre en compte le fait que plusieurs paramètres utilisés dans l’analyse de risque sont incertains, nous avons utilisé une approche à base de nombres flous avec une extension de méthodes MCDM pour traiter ces incertitudes. Toutes ces méthodes sont implémentées sous Eclipse. Ensuite, un outil de simulation est développé. Il permet d’analyser le niveau de risque et de réaliser des cartographies qui illustrent la position instantanée du camion avec les zones impactées au cas d’accident. Ce travail est inscrit dans le cadre du projet GEOTRANS-MD. / Dangerous Goods Transport (DGT) represents a source of danger to the crossed areas. This danger can produce serious consequences for the environment, property or human beings. Due to the importance of these products (gasoline, first material, medicines) in everyday life and the increasing demand on these products, it is important to analyze and assess the level of risk related to DGT in order to minimize it. This risk depends on the followed route, the quantity of transported products, the time of day, the weather conditions and the population density of crossed areas. It is characterized by the targets that are exposed for a given time, and by the risk level that varies with time and space.The purpose of this thesis is to evaluate and assess the risk level related to an accident and especially risk related to DGT. Several methods to calculate the risk level, related to DGT, have been proposed in the literature. In most of these methods, the temporal aspect has not been taken explicitly into account in spite of its importance. Indeed, the volume of traffic, the building occupancy rates or weather conditions could greatly change depending on the time of day.The first part of this thesis summarizes the state of the art on risk analysis. Next, we present two approaches for assessing risk related to DGT systems: the former serves to evaluate the risk level of an accident and it is based on Monte Carlo Simulation, while the latter aims at assessing the risk level along a trajectory.The second part focuses on the temporal aspect and due to the complexity of our system (several entities, distributed systems, entities with multiple levels of abstraction, etc.), we are turned to a multi-agent simulation approach and we define a meta-model agent with a risk facet, a generic facet. This facet allows us to represent the risk analysis and failure propagation in an agent model.The third part of this thesis illustrates a proposed approach to assess the risk level related to DGT. Firstly, we propose formulas to assess the accident frequency and severity. Then, we present the implementation of both simulation approaches proposed in the first part using the agent based model proposed in the second part. Secondly, as decision-making is affected by the economic and temporal aspects (cost of shipping and travel time), we are facing a multi-criteria decision making problem (MCDM). In addition, to take into account the fact that several parameters used in risk analysis are uncertain, we have used fuzzy numbers. Next, we have proposed an approach, which integrates MCDM methods with fuzzy numbers, to identify the best route for DGT among a set of alternatives. The purpose of this approach is to provide decision support for decision makers such as, public authorities and emergency services in case of emergency.A simulation tool is developed in Eclipse, which allows us to analyze the level of risk and realizes maps that show the instantaneous position of the truck with the impacted areas in the case of accident. This work is a part of the GEOTRANS-MD project.

L'analyse des risques est un élément essentiel pour la prise de décision réglementaire liée aux industries à haut risques. Une analyse systématique des risques se compose de trois étapes: (i) l’identification des scénarios indésirables de risque. (ii) l’estimation de la probabilité d'occurrence des scénarios des risques. (iii) le calcul d’effet des conséquences des scénarios de risque identifiés. L'analyse de la vraisemblance et de la gravité s'effectue à l'aide de modèles qui dépendent de plusieurs paramètres d'entrée. Cependant, la fiabilité de l'analyse de risque est limitée grâce à diverses sources d'incertitude. L’incertitude des paramètres, du modèle et d'incomplétude sont les principales sources d'incertitude. L’incertitude de paramètres découle de l'incapacité de définir des valeurs exactes à certains paramètres d'entrée utilisés pour l'analyse de la probabilité et de l’effet. L'incertitude de l’incomplétude provient de ne pas tenir compte de l’ensemble des contributions au risque dans le processus d'identification (certains événements initiateurs sont ignorés). L'incertitude du modèle n'est pas prise en compte dans ce travail. L'INERIS (Institut national de l'environnement industriel et des risques) a développé une approche semi-quantitative d'intervalle pour l’évaluation de la probabilité des risques qui utilise des informations quantitatives si disponibles ou des informations qualitatives, sinon. Cependant, cette approche semi-quantitative d'intervalle présente certains inconvénients en raison de l'incertitude des paramètres. L'information concernant les paramètres d’entrée des modèles d’effets est souvent incomplète, vague, imprécise ou subjective. En outre, certains paramètres peuvent être de nature aléatoire et ont des valeurs différentes. Cela conduit à deux différents types d'incertitude des paramètres. L'incertitude aléatoire dû à la variabilité naturelle. L’autre est l’incertitude épistémique, causée par le manque d'informations, par exemple, une imprécision de mesure. De plus, dans les méthodes d'analyse de risque actuelles, l'étape d'identification est incomplète. Juste les scénarios liés à la sûreté causés par des événements accidentels sont pris en compte durant l’analyse. L'introduction de systèmes connectés et de technologies numériques dans l’Industrie crée de nouvelles menaces de cyber-sécurité qui peuvent entraîner des accidents de sûreté indésirables. Ces événements liés à la cyber-sécurité doivent être pris en compte lors de l'analyse des risques industriels. Cette recherche vise à développer des méthodologies d'analyse d'incertitude pour traiter l'incertitude dans le processus d'analyse de risque de l’INERIS. En d'autres termes, analyser l'incertitude dans l'analyse de la probabilité, l'analyse des effets et l'étape d'identification. Dans ce travail, nous traitons les limites de l'approche semi-quantitative d'intervalle en introduisant la notion de nombres flous au lieu d'intervalles. Les nombres flous sont utilisés pour traiter l'incertitude dans les données d’entrée. Une méthodologie hybride qui traite chaque cause de l'incertitude des paramètres dans l'analyse des effets avec la bonne théorie est développée. La théorie de la probabilité est utilisée pour représenter la variabilité, les nombres flous sont utilisés pour représenter l'imprécision et la théorie d’évidence est utilisée pour représenter l'ignorance, l'incomplétude ou le manque de consensus. Une nouvelle méthodologie d'identification des risques qui considère la sûreté et la sécurité ensemble lors de l'analyse des risques industriels est développée. Cette approche combine Nœud-Papillon (BT), utilisé pour l'analyse de sûreté, avec une nouvelle version étendue de l’arbre d’attaque (AT), introduite pour l'analyse de cybersécurité des systèmes de contrôle industriel. L'utilisation combinée d'AT-BT fournit une représentation exhaustive des scénarios de risque en termes de sûreté et de sécurité. / Risk analysis is a critical part for regulatory decision-making related to high-risk risk industries. A systematic risk analysis is made up of three steps: (i) identifying the undesirable risk scenarios. A risk scenario is characterized by referencing to the potential event with its causes and consequences. (ii) Estimating the likelihood of occurrence of risk scenarios. (iii) Calculating the effect of consequences of the identified risk scenarios. Likelihood and effect analysis are carried out with the help of models that depend on several number of input parameters.However, the trustworthiness of risk analysis is limited when inaccuracies in the results can occur, and are due to various sources of uncertainty. Parameter, model and completeness uncertainties are the main sources of uncertainty. Parameter uncertainty arises from the inability to set exact values for certain input parameters used for likelihood and severity analysis. Completeness uncertainty originates from not considering all contributions to risk in the identification process (some initiating events are ignored). Model uncertainty is not considered in this work.The INERIS (French National Institute for Industrial Environment and Risks) has developed an interval semi-quantitative approach that uses both quantitative information if available or qualitative information if not. However, this interval semi-quantitative approach has some drawbacks due to parameter uncertainty.Information regarding model parameters used for effect analysis is often incomplete, vague, imprecise or subjective. Moreover, some of the parameters may be random in nature and have different values. This leads to two different types of parameter uncertainty that need to be accounted for an accurate risk analysis and effective decision-making. Aleatoric uncertainty arises from randomness due to natural variability resulting from the variation of a value in time. Or epistemic uncertainty caused by the lack of information resulting, for example, from measurement errors, subjectivity expert judgment or incompleteness.Moreover, the identification step is incomplete where only safety related scenarios caused by accidental events are considered. The introduction of connected systems and digital technology in process industries creates new cyber-security threats that can lead to undesirable safety accidents. These cyber-security related events should be considered during industrial risk analysis.This research aims to develop uncertainty analysis methodologies to treat uncertainty in the INERIS risk analysis process. In other words, to analyze uncertainty in likelihood analysis, effect analysis and the identification step.In this work, we propose a fuzzy semi-quantitative approach to deal with parameter uncertainty in the likelihood analysis step. We handle the limits of the interval semi-quantitative approach by introducing the concept of fuzzy numbers instead of intervals. Fuzzy numbers are used to represent subjectivity in expert judgments (qualitative data) and covers uncertainty in the quantitative data if this data exists.A hybrid methodology that treat each cause of parameter uncertainty in effect analysis with the right theory is developed. Probability theory is used to represent variability, fuzzy numbers are used to represent imprecision and evidence theory is used to represent vagueness, incompleteness and the lack of consensus.A new risk identification methodology that considers safety and security together during industrial risk analysis is developed. This approach combines Bow-Tie Analysis (BTA), commonly used for safety analysis, with a new extended version of Attack Tree Analysis (ATA), introduced for security analysis of industrial control systems. The combined use of AT-BT provides an exhaustive representation of risk scenarios in terms of safety and security.

Esta dissertação trata da perspectiva sobre a avaliação de investimentos em condições de risco, especificamente o caso da infraestrutura urbana, buscando-se um aperfeiçoamento dos métodos tradicionais de análise de investimento, através da aplicação do Método de Monte Carlo (MMC) e da criação de planilha eletrônica, possibilitando o refino e agilidade no processo de tomada de decisão quanto ao investimento em infraestrutura urbana. O objetivo principal deste trabalho consiste na promoção de critérios objetivos para a aceitação de projetos de investimento em infraestrutura urbana, cenário que apresenta inúmeras condições de risco. Para isto será desenvolvida uma ferramenta computacional, utilizando-se do MMC para refinar os métodos tradicionais. Para testar o modelo desenvolvido será utilizado o caso da ampliação física do Hospital de Clínicas de Porto Alegre. Assume-se a premissa que o emprego de métodos tradicionais como análise do VPL, payback e TIR não são suficientes para embasar as tomadas de decisão quando os investimentos estão em condições de risco. A partir das contribuições teóricas dos campos de estudos sobre Estatística, Engenharia Econômica, Análise de Investimentos e Tecnologia Computacional, propõe-se a elaboração de planilha eletrônica através de implementos em Visual Basic for Applications (VBA) e o uso do MMC objetivando expandir as possibilidades de análise existentes de investimento em condições de risco; situação esta encontrada em investimentos de infraestrutura, atingindo um aperfeiçoamento dos métodos tradicionais. Para isto, será realizada simulação em cenário real: a ampliação física do Hospital de Clínicas de Porto Alegre. Conclui-se que, enquanto a análise de investimento do caso em estudo pelo método do VPL embasou a viabilidade financeira de execução do investimento através de sua aceitabilidade, quando o modelo é aperfeiçoado através do MMC e princípios estatísticos, como por exemplo o Princípio de Pareto, o mesmo investimento demonstrou-se instável e concluiu-se que sua viabilidade não poderia ser garantida. Isto se deve ao fato de que, em projetos de infraestrutura, os riscos devem ser apreciados, cenário não identificado no uso de métodos tradicionais. / This dissertation deals with the perspective on the evaluation of investments in risky conditions, specifically the case of urban infrastructure, aiming at an improvement of the traditional methods of investment analysis, through the application of the Monte Carlo Method (MCM) and the creation of spreadsheet, enabling refining and agility in the decision-making process regarding the investment in urban infrastructure. The main objective of this work is the promotion of objective criteria for the acceptance of investment projects in urban infrastructure, a scenario that presents risk conditions. For such, a computational tool using the MCM to refine the traditional methods will be developed. To test the developed model, the case of the physical enlargement of the Hospital de Clínicas of Porto Alegre will be used. It is assumed that the use of traditional methods such as analysis of NPV, payback and IRR are not enough to support decision making when investments are in risky conditions. From the theoretical contributions of the field of studies on Statistics, Economic Engineering, Analysis of Investments and Computational Technology, it is proposed the elaboration of electronic spreadsheets through Visual Basic for Applications (VBA) tools and the use of MCM in order to expand the existing possibilities of investment in risky conditions, a situation found in investments in infrastructure, reaching an improvement of the traditional methods. For such, a simulation in a real scenario - the physical expansion of the Hospital of Clinics of Porto Alegre - will be done. It is concluded that, while the investment analysis of the case under review by the VPL method supported the feasibility of execution of the investment through its acceptability, when the model is improved through MCM and statistical principles such as the Pareto Principle, the same investment was proved unstable and it was concluded that its viability could not be guaranteed. This is due to the fact that in infrastructure projects the risks should be appreciated, an unidentified scenario in the use of traditional methods.

[pt] Uma empresa de energia elétrica tem por obrigação garantir a continuidade e a qualidade do serviço prestado. A fim de incentivar a qualidade do serviço, a ANEEL introduziu penalidades nos contratos com as concessionárias de serviços públicos de transmissão de energia elétrica caso as instalações de transmissão sejam desligadas, por acidente, falha de equipamento ou manutenção programada. Com base nas práticas de Manutenção Centrada na Confiabilidade, este trabalho propõe uma determinação dos intervalos de manutenção programada para minimizar as penalidades pagas por uma empresa de transmissão de energia elétrica devido ao desligamento de equipamentos. Desenvolveu-se um método para a determinação das probabilidades em regime permanente dos estados que representam os desligamentos do sistema de proteção e suas respectivas taxas de transição, utilizando-se técnicas de Freqüência e Duração. A taxa de falha dos equipamentos foi determinada tendo como base dados do sistema de proteção coletados ao longo de onze anos, onde as manutenções programadas foram realizadas a cada três anos. Determinou-se a taxa de falha do sistema de proteção considerando-se outros intervalos fixos para a manutenção programada. Para cada intervalo fixo de manutenção, supôs-se que a taxa de falha encontrase na região onde ela é constante. Nesta região as falhas ocorrem aleatoriamente é podem ser descritas por uma função densidade de probabilidade exponencial. Para uma concessionária, é preferível assumir mais riscos a ter que pagar penalidades por manutenções programadas, enquanto que para uma outra é recomendável ser cautelosa é pagar mais por realização de manutenções programadas assumindo menos riscos de pagamentos por indisponibilidade não programada. Foram experimentados ní­veis de riscos aceitáveis ao problema utilizando-se técnicas da teoria econômica. / [en] An electrical utility has for obligation to guarantee the continuity and the quality of the given service. In order to stimulate the quality of the service the Brazilian energy agency introduced penalties in contracts with the electrical utilities of transmission in case the transmission installations is off for accident, failure of equipment or scheduled maintenance. On the basis of practical Reliability Centered Maintenance, this thesis considers a determination of maintenance intervals to minimize the economical impacts due to equipment disconnection. These disconnections are represented through the probabilistic model of the protection of transmission systems. A method for determination of the steady states probabilities of the protection system and its transitions rates was developed using techniques of Frequency and Duration. The failure rate of the component was determined using data collected from protection of transmission systems throughout eleven years, where the maintenances had been carried through every three years. It was determined the protection failure rate considering others intervals of maintenance. For each interval of maintenance, one assumed that the failure rate meets the useful life period and is characterized by a constant hazard rate. The useful life period follows a good approximation to an exponential curve. For a utility it is preferable to take more risks of component failure than to have to pay penalties for maintenances, whereas for another one is recommendable to be cautious and pay more for accomplishment of maintenances taking little risks of payments for unavailability do to component failure. Techniques of the economic theory had been tried in order to determine reasonable levels of acceptable risks to the problem.

Esta tese apresenta um modelo econômico-probabilístico de análise de risco para projetos de TI que busca integrar a análise de riscos à análise econômica dos projetos. Este trabalho pretende atender uma carência observada na literatura referente a modelos de análise de risco para projetos de TI que avaliem o impacto econômico dos fatores de risco envolvidos. Para tanto, o modelo busca quantificar o valor e a probabilidade de possíveis desvios do fluxo de caixa, fornecendo uma análise econômico-probabilística dos retornos esperados para o projeto. São identificadas as principais categorias e fatores de risco envolvidos em projetos de TI e os mesmos são associados aos grupos do fluxo de caixa, estabelecendo uma estrutura de avaliação do impacto econômico dos fatores de risco e suas probabilidades de ocorrência. A partir do preenchimento da estrutura de avaliação, é realizado o cálculo dos valores dos grupos do fluxo de caixa e do valor presente líquido do projeto ajustados ao risco, através do uso de simulação estocástica. O modelo fornece como resultado a distribuição de probabilidade para o resultado econômico do projeto. A aplicação do modelo é ilustrada através da análise de um projeto de desenvolvimento de um sistema ERP. O uso do modelo proposto forneceu o retorno econômico do projeto ajustado ao risco, através da distribuição de probabilidades para o seu VPL, e a variabilidade que cada fator de risco analisado provoca no retorno do projeto. Após a avaliação do projeto original, seguindo os princípios de Opções Reais, o modelo também avaliou uma opção alternativa de condução do projeto, que permitiu aumentar seu valor médio e reduzir o risco associado. / This thesis presents an economic probabilistic model of risk analysis for IT projects. The proposed model combines risk analysis and economic analysis of the projects. This work intends to fill in a gap observed in the literature regarding models for IT projects risk analysis that assess the economic impact of the risk factors involved. The proposed model aims to quantify the value and the probability of possible cash flow deviations, providing an economic-probabilistic analysis of returns expected from the project. The main categories and risk factors involved in IT projects are identified and associated with cash flow groups, establishing a structure for the economic impact assessment of risk factors and their probability of occurrence. Supported by the proposed structure of evaluation, the calculation of the values of the cash flow groups and the project net present value (NPV), adjusted to the risk, is performed using stochastic simulation. As a result, the model provides the probability distribution for the economic result of the project. The application of the model is illustrated through the analysis of a project for an ERP system development. The use of the proposed model provided the economic return of the project adjusted to the risk (through the probability distribution of its NPV) and the variability that each risk factor analyzed causes in the return of the project. After the evaluation of the original project, following the principles of Real Options, an alternative option for the conduction of the project was also evaluated using the proposed model. The alternative allowed the increase of its average value and the decrease of the associated risk.

This work consisted in the analysis of the off-line coupling of hydrological and hydraulic models from observed rainfall data and in the TRMM satellite precipitation intensity estimates in the Paraíba do Meio watershed (AL/PE), with the final objective the mapping of flooded areas and risk analysis of Atalaia-AL city, when considering the flood event occurred in 2010. The main computational programs used were: HEC-HMS in hydrological modeling and HEC-RAS in hydraulic modeling, in addition to their respective extensions integrated with ArcMap in the preprocessing stage, HEC-GeoHMS and HEC-GeoRAS. The results showed that the rainfall intensity data estimated by the TRMM satellite presented a good correlation with the rainfall data series, presenting values of 0.90 ("TRMM" x Postos) and 0.94 ("TRMM + Postos" x Postos). The hydrological model presented a good representation in relation to flood events in the Paraíba do Meio watershed, from data the flood occurred in 2000 and the flood of 2010. The validation of the model presented satisfactory results in the Atalaia post (39870000) in relation to the corrected satellite series ("TRMM + Postos"), evidencing with a Nash Sutcliffe coefficient - COE of 0.91. The hydraulic modeling was calibrated based on the Manning coefficient (n) adjustment for the banks and bottom of the channel, based on the ENGEMAP field markings and the peak flow recorded during the 2010 event by the fluviometric Atalaia post (39870000), already the model validation was done from the calibrated Manning coefficient (n) and the hydrograph generated in the hydrological simulation based on the corrected satellite series TRMM ("TRMM + Postos"). Thus, the mapping of the flooded areas made based on the 2010 flood data allowed a Risk Analysis in Atalaia city, based on the threat and vulnerability of the resident population in the riverine region to the occurrence of floods. / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / Este trabalho consistiu na análise do acoplamento “off-line” de modelos hidrológico e hidráulico a partir de dados de precipitação observada e nas estimativas de intensidade de precipitação do satélite TRMM em relação à bacia hidrográfica do rio Paraíba do Meio (AL/PE), tendo como objetivo final o mapeamento das áreas inundáveis e análise de risco do município de Atalaia-AL, ao considerar o evento de cheia ocorrido em 2010. Os principais programas computacionais empregados foram: o HEC-HMS na modelagem hidrológica e o HEC-RAS na modelagem hidráulica, além de suas respectivas extensões integradas ao ArcMap na etapa do pré-processamento, HEC-GeoHMS e HEC-GeoRAS. Os resultados mostraram que as intensidades pluviométricas estimadas pelo satélite TRMM apresentaram boa correlação com a série de dados dos pluviômetros, com valores de 0,90 (“TRMM” x Postos) e de 0,94 (“TRMM+Postos” x Postos). O modelo hidrológico demonstrou uma boa representatividade em relação a eventos de cheia na bacia, a partir de dados da cheia ocorrida em 2000 e da cheia de 2010. A validação do modelo hidrológico demonstrou resultados satisfatórios no posto Atalaia (39870000) para a série corrigida do satélite (“TRMM+Postos”), exibindo um coeficiente de eficiência de Nash Sutcliffe – COE – de 0,91. A modelagem hidráulica teve sua calibração baseada no ajuste do coeficiente de Manning (n) para as margens e fundo do canal, com base nas marcas de cheia levantadas em campo pela ENGEMAP e pela vazão de pico registrada no posto Atalaia (39870000) durante o evento de 2010, já a validação do modelo partiu do coeficiente de Manning (n) calibrado e do hidrograma gerado na simulação hidrológica a partir da série corrigida do satélite TRMM (“TRMM+Postos”). Por fim, o mapeamento das áreas inundadas, permitiu uma Análise de Risco no município de Atalaia baseada na análise da vulnerabilidade social e das ameaças às quais a população residente às margens do rio está exposta diante da ocorrência de eventos de inundação.

Submitted by Filipi Cabalzar (filipi.cabalzar@gmail.com) on 2016-03-14T16:50:48Z No. of bitstreams: 1 Filipi_Cabalzar-FGV.pdf: 1796240 bytes, checksum: 01172a998f6d8213f215f19b9525226c (MD5) / Approved for entry into archive by Ana Luiza Holme (ana.holme@fgv.br) on 2016-03-14T16:55:22Z (GMT) No. of bitstreams: 1 Filipi_Cabalzar-FGV.pdf: 1796240 bytes, checksum: 01172a998f6d8213f215f19b9525226c (MD5) / Made available in DSpace on 2016-03-14T17:30:28Z (GMT). No. of bitstreams: 1 Filipi_Cabalzar-FGV.pdf: 1796240 bytes, checksum: 01172a998f6d8213f215f19b9525226c (MD5) Previous issue date: 2016-01-21 / Mathrix is an e-learning math website that will be launched in March 2016. This master thesis offered a unique chance to interact with experienced supervisors in venture capitalism and project investment. It could serve as guidelines for entrepreneurs who intend to raise funds. Starting with the company’s business plan, the thesis focuses on estimating the company’s value with its return on investment using three scenarios and taking into consideration the risks evolved. / Mathrix é um website e-learning de matemática que será lançado em Março, no ano 2016. Esta tese de mestrado permitiu uma oportunidade única de interação com profissionais experientes na área de capital de risco e projetos de investimento. Poderá ser utilizada como guia por empreendedores interessados em angariar fundos. Começando com o plano de negócio da empresa, a tese foca-se em estimar o valor da empresa, com o seu retorno de investimento, utilizando três cenários e tendo em consideração os respectivos riscos

O estudo de Gestão de Cadeias de Suprimentos (GCS) tem abrangência ampla no envolvimento de um importante número de companhias e também nos horizontes de tempo, sendo de grande custo o insucesso de ações neste âmbito (Brandenburg, 2013). Para a realização de estudos em GCS, são importantes ferramentas computacionais que auxiliem na representação, entendimento e estimativa dos resultados esperados em intervenções, sejam eles positivos ou negativos, a fim de que sejam adequadamente monitorados (Kontogiannis, 2012). Esta dissertação compreende o assunto de GCS na análise de riscos, os quais são tratados como eventos indesejados para a cadeia de suprimentos no futuro. Diversos trabalhos têm analisado riscos em GCS de forma individual e detalhada, mas sem uma abordagem coletiva de causalidades para os mesmos, o que demonstra uma lacuna no estudo de uma complexidade cada vez mais necessária (OECD, 2003). Essa necessidade emerge diretamente da conectividade e dependência dos sistemas de GCS, humanos, econômicos, sociais, que geram um efeito multiplicador para o caso da análise de riscos (Cox; Ricci, 2008). A fim de analisar as possíveis causas e resultados da ocorrência de diferentes riscos, esta dissertação se utiliza da ferramenta de simulação chamada Dinâmica de Sistemas, a qual é construída para lidar com causalidades no tempo, estando inserida dentro do paradigma do pensamento sistêmico (Senge, 1994). Dentro do estudo de Dinâmica de Sistemas, existe o conceito de arquétipos, os quais servem para uma rápida identificação de comportamentos nos sistemas humanos, cuja aplicação na análise de riscos ainda é pequena, embora seja importante para a análise de comportamentos futuros (Prusty et al., 2014). Assim, inicia-se com um artigo de revisão sistemática da literatura da Dinâmica de Sistemas em GCS, seguido de um artigo que adapta arquétipos da Dinâmica de Sistemas para a análise de riscos, logo após com um artigo de proposição de um método para lidar com riscos em GCS utilizando a Dinâmica de Sistemas e os arquétipos sistêmicos. Uma avaliação do método demonstra sua validade para lidar com ambientes futuros com diferentes riscos simultaneamente, levando em consideração as mútuas causalidades dos mesmos. Conclui-se que a visão proporcionada pelo pensamento sistêmico, juntamente com a simulação computacional da Dinâmica de Sistemas, possibilita um entendimento amplo das relações em um sistema de GCS para a análise de riscos. / The failure in supply chain manageent has consequences in numerous companies, and it yields great losses at wide time horizons (Brandenburg, 2013). In order to deal with the possible outcomes, simulation tools favor the understanding, representation and estimation of actions and suitable control of systems (Kontogiannis, 2012). This study ensembles risk analysis as undesirable events for the supply chain taking place in the future. Although the growing interest in the upper causalities of supply chain systems interactions, most literature has presented mechanisist analysis of risks, individually, not focusing on relations between risks (OECD, 2003). In the supply chain, risks magnify through the dependency of social, economic and environmental variables (Cox; Ricci, 2008). System dynamics is a simulation tool that deals with these dependencies and causal relations over the time, and it upholds risk outcomes in the systems thinking paradigm (Senge, 1994). The system dynamics and systems thinking comprise the systems archetypes concept, which is intended to rapid behavioral identification in human and natural systems, but it still has little analysis effort for gathering risks in future scenario analysis identification (Prusty et al., 2014). For hence, this study begins with a systematic review article of system dynamics in supply chain management, followed by a second article of adaption of system dynamics archetypes to risk analysis, then completed by a third article that proposes a methodology comprehending risk analysis of supply chain risk management with system dynamics and its systemic archetypes. An evaluation of the methodology is presented, and the validity for dealing with simultaneous risks occurrences, and mutual causalities identification. The study concludes that risk analysis in the supply chain management can benefit from the wide analysis relations fostered by systems thinking and system dynamics simulation with a broad system relations understanding.

The diploma thesis deals with the project management issues, specifically the proposal plan for the project of selected company's reallocation. The theoretical part describes elementary knowledge and tools of a project management which are used in following chapters. Analysis of current state is completed via study of opportunities in one of the chapters of practical part of the thesis. And time analysis, resource analysis, cost analysis and also risk analysis is described in chapter that follows. Benefits of the project and thesis as such are mentioned at the end of the thesis.