Project Risk Management

["QUDRAT ULLAH, HASSAN"]

Hello everybody!

I want to apply System Dynamics methodology in Project Risk
Management.

Is there anybody to help me find the relevant work / references.
Thanks for your time.

QUDRAT ULLAH, HASSAN

TELEPHONE: +47 55 27 6785
FAX: +47 55 58 4107
EMAIL: qudratu@ifi.uib.no

[Erling.Moxnes@snf.no (Erling Mox]

I am replying to HASSANs request about SD for project risk management.

If you want to compare risky projects, see the literature on the capital
asset pricing model (CAPM). If you want to find policies that maximize
expected returns under uncertainty, see stochastic dynamic programming or
"optimization in policy space" (for the latter see
http://www2.snf.no/~erling/AbOpTS.html).

Erling Moxnes

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Erling Moxnes
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