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You searched for +publisher:"Delft University of Technology" +contributor:("Blom, H.A.P."). Showing records 1 – 2 of 2 total matches.

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Delft University of Technology

1. Cox, P.B. Verification of Cascading Events in Interconnected Stochastic Systems: Using Adaptive Parametric Importance Sampling Methods:.

Degree: 2013, Delft University of Technology

Verification of rare cascading events in interconnected Markov processes are of high interest in energy grids, computer networks, and banking systems. Small defaults may lead to a global cascade of failures in the network. In this work, the rare events of contagious bankruptcies of the interconnected banking system are verified by three adaptive parametric importance sampling methods, belonging to Monte Carlo simulation based approaches. All three methods show comparable results in terms of the accuracy and the convergence speed on the medium sized benchmark example. Additionally, we claim that the adaptive parametric importance sampling methods scale linearly in time with respect to the sample size. The sensitivities of large or small size banks are clearly different; the larger, well connected banks have a significantly higher probability to trigger cascading; whereas for small, well connected banks this increase in probability is not found. The probability of triggering cascading is comparable between the larger sized, low connected banks and all small sized banks disregard its degree of connectivity. The results are in line with literature, which makes the adaptive parametric importance sampling methods suitable for verification of the network sensitivity. Advisors/Committee Members: Abate, A., Tkachev, I., Blom, H.A.P., Stano, P.M..

Subjects/Keywords: Verification; Cascading Events; Stochastic Hybrid Systems; Importance Sampling

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Cox, P. B. (2013). Verification of Cascading Events in Interconnected Stochastic Systems: Using Adaptive Parametric Importance Sampling Methods:. (Masters Thesis). Delft University of Technology. Retrieved from http://resolver.tudelft.nl/uuid:1ef9216e-d6f3-4687-88c5-d5fb9ce6b614

Chicago Manual of Style (16th Edition):

Cox, P B. “Verification of Cascading Events in Interconnected Stochastic Systems: Using Adaptive Parametric Importance Sampling Methods:.” 2013. Masters Thesis, Delft University of Technology. Accessed March 19, 2019. http://resolver.tudelft.nl/uuid:1ef9216e-d6f3-4687-88c5-d5fb9ce6b614.

MLA Handbook (7th Edition):

Cox, P B. “Verification of Cascading Events in Interconnected Stochastic Systems: Using Adaptive Parametric Importance Sampling Methods:.” 2013. Web. 19 Mar 2019.

Vancouver:

Cox PB. Verification of Cascading Events in Interconnected Stochastic Systems: Using Adaptive Parametric Importance Sampling Methods:. [Internet] [Masters thesis]. Delft University of Technology; 2013. [cited 2019 Mar 19]. Available from: http://resolver.tudelft.nl/uuid:1ef9216e-d6f3-4687-88c5-d5fb9ce6b614.

Council of Science Editors:

Cox PB. Verification of Cascading Events in Interconnected Stochastic Systems: Using Adaptive Parametric Importance Sampling Methods:. [Masters Thesis]. Delft University of Technology; 2013. Available from: http://resolver.tudelft.nl/uuid:1ef9216e-d6f3-4687-88c5-d5fb9ce6b614


Delft University of Technology

2. Bouarfa, S. Agent-Based Modelling and Simulation of Safety and Resilience in Air Transportation.

Degree: 2015, Delft University of Technology

Purpose: In order to improve the safety, capacity, economy, and sustainability of air transportation, revolutionary changes are required. These changes might range from the introduction of new technology and operational procedures to unprecedented roles of human operators and the way they interact. Implementing such changes can introduce both negative and positive emergent behaviour. i.e. behaviour that arises from the interactions between system entities as proposed in innovative concepts. Currently, the inability to understand and control such behaviour prevents us from avoiding undesired negative emergent behaviours and promoting positive ones. In order to address this problem, this thesis aims to understand emergent behaviour in the complex socio-technical air transportation system. Methods: The thesis proposes Agent-Based Modelling and Simulation (ABMS) as a method for capturing emergent behaviour of the socio-technical air transportation system, and evaluating novel system designs. The popularity of ABMS is driven by its capability of handling the increasing complexity of real world socio-technical systems that exhibit emergent behaviour. This thesis focuses on two main applications namely: 1) the identification of emergent safety risk of an active runway crossing operation; and 2) the evaluation of the role of coordination in Airline Operations Control (AOC) resilience. In both applications, ABMS has emerged as a key method because it is widely used in complexity science to understand how interactions give rise to emergent behavior. The agent-based models include all relevant human and technical agents, such as pilots and controllers and the decision support systems involved. Simulation of these agents interacting together is conducted to predict the impact of both existing and future concepts of operation. Results: The applications in this thesis highlight that ABMS has the capability to reveal unexpected emergent behaviour and provide novel insights in air transportation. For the airport safety application, various types of emergent behaviour have been revealed due to the development and simulation of the agent-based model that covers the totality of interactions of components and their variability in performance over time. The Monte Carlo simulations make it possible to understand the potential of agents in restricting the risk in off-nominal scenarios, through capturing their stochastic nature and accounting for uncertainty. For the airline resilience application, novel insights were gained about the role of coordination in airline resilience. Capitalizing on established airline practice and research about human coordination from the psychology domain, the agent-based simulations evaluated the operational effects of AOC coordination policies on a challenging disruption scenario. Conclusions & possible applications and implications: This thesis demonstrates that ABMS of air transport operations is a viable approach in gaining knowledge about emergent behaviour which was unknown before. This knowledge… Advisors/Committee Members: Blom, H.A.P., Curran, R..

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Bouarfa, S. (2015). Agent-Based Modelling and Simulation of Safety and Resilience in Air Transportation. (Doctoral Dissertation). Delft University of Technology. Retrieved from http://resolver.tudelft.nl/uuid:b676db6c-ed86-4b42-9940-9b90b94651f1 ; urn:NBN:nl:ui:24-uuid:b676db6c-ed86-4b42-9940-9b90b94651f1 ; urn:NBN:nl:ui:24-uuid:b676db6c-ed86-4b42-9940-9b90b94651f1 ; http://resolver.tudelft.nl/uuid:b676db6c-ed86-4b42-9940-9b90b94651f1

Chicago Manual of Style (16th Edition):

Bouarfa, S. “Agent-Based Modelling and Simulation of Safety and Resilience in Air Transportation.” 2015. Doctoral Dissertation, Delft University of Technology. Accessed March 19, 2019. http://resolver.tudelft.nl/uuid:b676db6c-ed86-4b42-9940-9b90b94651f1 ; urn:NBN:nl:ui:24-uuid:b676db6c-ed86-4b42-9940-9b90b94651f1 ; urn:NBN:nl:ui:24-uuid:b676db6c-ed86-4b42-9940-9b90b94651f1 ; http://resolver.tudelft.nl/uuid:b676db6c-ed86-4b42-9940-9b90b94651f1.

MLA Handbook (7th Edition):

Bouarfa, S. “Agent-Based Modelling and Simulation of Safety and Resilience in Air Transportation.” 2015. Web. 19 Mar 2019.

Vancouver:

Bouarfa S. Agent-Based Modelling and Simulation of Safety and Resilience in Air Transportation. [Internet] [Doctoral dissertation]. Delft University of Technology; 2015. [cited 2019 Mar 19]. Available from: http://resolver.tudelft.nl/uuid:b676db6c-ed86-4b42-9940-9b90b94651f1 ; urn:NBN:nl:ui:24-uuid:b676db6c-ed86-4b42-9940-9b90b94651f1 ; urn:NBN:nl:ui:24-uuid:b676db6c-ed86-4b42-9940-9b90b94651f1 ; http://resolver.tudelft.nl/uuid:b676db6c-ed86-4b42-9940-9b90b94651f1.

Council of Science Editors:

Bouarfa S. Agent-Based Modelling and Simulation of Safety and Resilience in Air Transportation. [Doctoral Dissertation]. Delft University of Technology; 2015. Available from: http://resolver.tudelft.nl/uuid:b676db6c-ed86-4b42-9940-9b90b94651f1 ; urn:NBN:nl:ui:24-uuid:b676db6c-ed86-4b42-9940-9b90b94651f1 ; urn:NBN:nl:ui:24-uuid:b676db6c-ed86-4b42-9940-9b90b94651f1 ; http://resolver.tudelft.nl/uuid:b676db6c-ed86-4b42-9940-9b90b94651f1

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