什么是蒙特卡洛模拟？

The Monte Carlo simulation is an important technique inrisk managementthat many PMP and PMI-RMP exam study books do not describe in detail.

Most of the guides say it is a complex technique that requires a computer’s assistance, and so aspirants don’t dig further.This assumptionis not true; it is a straightforward technique.

蒙特卡洛模拟

The Monte Carlo simulation is a quantitative risk analysis technique used in identifying the risk level of achieving objectives.

该技术是由1940年的一位原子核科学家斯坦尼斯劳·乌拉姆（Stanislaw Ulam）发明的，它被蒙特卡洛（Monte Carlo）命名为摩纳哥（Monaco）的城市，以赌场而闻名。

蒙特卡洛模拟是一种数学技术，可让您考虑决策中的风险。它可以帮助您确定已确定的影响risksby running multiple simulations and finding a range of outcomes.

每个决定都有一定程度的不确定性，在这种情况下，Monte Carlo模拟为您提供了帮助。它使您的决策声音并避免后来感到惊讶。您可以运行此模拟，以分析风险对成本，进度估算等的影响。

This technique gives you a range of possible outcomes and the probabilities that will occur for any choice of action.

Example

Let’s discuss the Monte Carlo Simulation’s use in determining the project schedule. Suppose that you have three activities with the following estimates (in months):

From the above table you can see that, according to thePERT estimate, you can complete these activities in 17.5 months.

In the best case, you can complete them in 16 months, and in the worst case, 21 months.

Now, if we run the Monte Carlo Simulation for these tasks, five hundred times, it will show us the following results:

(Please note that the above data is for illustration purpose only and it is not from an actual simulation test.)

You can see that there is a:

• 2% chance of completing the project in 16 months
• 8% chance of completing the project in 17 months
• 55％的机会在18个月内完成该项目
• 70% chance of completing the project in 19 months
• 95% chance of completing the project in 20 months
• 100% chance of completing the project in 21 months

此技术为您提供了对数据的更深入的分析，您可以做出更好的决定。

Limitations of the Monte Carlo Simulation

The Monte Carlo simulation has a few limitations, for example:

• The results depend on the quality of your estimates, so if the data are biased, the simulation will give a false result.
• 蒙特卡洛模拟显示了完成任务的可能性，而不是实际完成任务的时间。
• 该技术对于单个活动没有用。您需要完成许多具有风险评估的活动。
• 您将需要购买附加组件或软件程序来运行Monte Carlo模拟。

蒙特卡洛模拟的好处

蒙特卡洛模拟方法在项目管理中具有许多好处，例如：

• It helps you evaluate the risk of the project.
• It helps you predict the chances of failure, and schedule and cost overrun.
• It converts risks into numbers to assess the risk impact on the project objectives.
• 它可以帮助您制定现实的预算和时间表。
• It helps you gain management support for risk management.
• It helps you in decision-making with objective evidence.
• 它可以帮助您找到实现的机会项目里程碑or intermediate goals.

Summary

蒙特卡洛模拟是风险分析中的重要技术，可帮助您在不确定条件下做出决策。尽管该技术通常在项目中不使用，但如果使用它会增加获得批准基准中项目成功的机会。

Have you used the Monte Carlo Simulation in your projects? How was it useful? Please share your thoughts in the comments section.