Modelling Under Risk and Uncertainty: An Introduction to Statistical, Phenomenological and Computational Methods

2.1 The System Under Uncertainty

The following issues will be developed while keeping in mind the entire variety of risk or uncertainty modelling situations which were reviewed in Chapter 1. As was delineated in the corresponding illustrations, they generally involve, as summarised in Figure 2.1 below:

• a pre-existing system (be it industrial, environmental, metrological ...) lying at the heart of the study,
• a variety of actions, that is design, operation or maintenance options or any type of controlled variables or events that enable the operator to modify or control to some extent the system's performance or impact,
• a variety of uncontrolled events (external initiators, internal failures ...), operation or environmental scenarios, measurement noise, practical observation limitations or more generally any sources of uncertainty affecting the precise knowledge of the state of the system,
• stakes associated with the state of the system that are involved in the decision-making process motivating the risk/uncertainty assessment; more or less explicitly, they include: safety and security, environmental control, financial and economic optimisation and so on.

It is worth emphasising that the undertaking of a risk/uncertainty study is linked to the following underlying facts:

Figure 2.1 Overall situation for risk and uncertainty assessment.

i. The state of the system considered, conditional ...