Jul 2026· International Conference on Control, Decision and Information Technologies· pp. 2855-2859· 0 citations· 9 references
Abstract
The application of Monte Carlo simulation to stochastic resource-constrained project scheduling (SRCPSP) relies fundamentally on what we term the Topological Continuity Assumption [1]–the implicit hypothesis that the underlying directed acyclic graph (DAG) structure remains invariant across simulation iterations. We demonstrate that resource-leveling heuristics systematically violate this assumption. We introduce the Soft-Edge Volatility Index (SEVI), a metric quantifying the probability of precedence relation reversal during simulation. Empirical analysis across 10,000 Monte Carlo iterations reveals density-dependent bifurcation: networks exhibit SEVI values approaching unity at sufficient scale, producing multimodal duration distributions that compromise the reliability of standard percentile forecasts. This so-called "Ghost P90" – an 82-day discrepancy between baseline and simulated percentiles at N = 3000 – emerges not from input variance but from topological discontinuity. We demonstrate that applying continuous statistical metrics to discretely bifurcating state-spaces introduces significant methodological limitations in risk quantification, particularly in highly dynamic networks, with implications extending to enterprise-level schedule forecasting under resource constraints.
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A novel technique called conditional-path Monte Carlo (CPMC), inspired by loop algorithms from equilibrium condensed-matter physics, which generates a Markov chain of trajectories that all strictly respect the targeted macroscopic boundary conditions like the occurrence of a massive network failure.
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A calibrated stochastic world model can reveal how uncertain a future is without revealing why it branches. The same conditional future law can arise because an observation aliases physical states or because dynamics remain random after the declared full state is fixed. We prove that ordinary transitions cannot identif...
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Jose M. G. Vilar, Leonor Saiz· 0 citations
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