D.3.3 ALGORITHMS FOR INCREMENTAL ... - SecureChange
D.3.3 ALGORITHMS FOR INCREMENTAL ... - SecureChange
D.3.3 ALGORITHMS FOR INCREMENTAL ... - SecureChange
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Dealing with Known Unknowns: A Goal-based Approach 13<br />
where the configuration is not useful. To be more conservative, in this paper we<br />
consider as risk measure the complement of the Total Belief and namely the sum<br />
of the total chances that a configuration would turn out to be utterly useless.<br />
Building on the above considerations, we introduce two quantitative metrics:<br />
Residual Risk 1 and Max Belief as follows.<br />
Max Belief (MaxB): of an configuration C is a function that measures the maximum<br />
belief supported by Domain Expert such that C is useful after evolution<br />
happens.<br />
Residual Risk (RRisk): of an configuration C is the complement of total belief<br />
supported by Domain Expert such that C is useful after evolution happens.<br />
In other words, residual risk of C is the total belief that C is not useful when<br />
evolutions happen.<br />
They offer two independent dimensions upon which a designer can chose.<br />
Given an evolutionary enterprise model 〈EM, r o,r c〉, max belief and residual<br />
risk can be formally defined as follows.<br />
MaxB(C) max p i<br />
∀EM p i<br />
−→EM i .EM i ∈SDA(C)<br />
X<br />
RRisk(C) 1 −<br />
∀EM p i<br />
−→EM i .EM i ∈SDA(C)<br />
p i<br />
(1)<br />
where SDA(C) is the set of design alternatives which a configuration C comprises<br />
(or support), also called as design alternative set of a configuration C.<br />
The residual risk, as discussed, is the complement of total belief. Hence, for<br />
convenience, the Total Belief of C is denoted as:<br />
RRisk(C) = 1 − RRisk(C)<br />
The selection between two configurations based on max belief and residual risk<br />
is obvious: “higher max belief, and lower residual risk”. However, it is not always<br />
a case that a higher max belief configuration has lower residual risk. Thus decision<br />
makers should understand which criterion is more important. In this sense, these<br />
metrics could be combined using weighted harmonic mean. Suppose that w 1 , w 2<br />
are weights of max belief and residual risk, respectively. The harmonic mean is<br />
defined as follow.<br />
w 1 + w 2<br />
MaxB(C) · (1 − RRisk(C))<br />
H(C) = w 1<br />
MaxB(C) + w 2<br />
= (1 + β)<br />
β · MaxB(C) − RRisk(C) + 1<br />
1 − RRisk(C)<br />
where β = w 1/w 2 means max belief is β times as much important as residual risk.<br />
1 One should not confuse this notion of residual risk with the one in security risk analysis<br />
studies which is different in nature.