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COMPEL Glossary / monte-carlo-simulation

Monte Carlo simulation

A numerical method using repeated random sampling to produce probabilistic uncertainty bands on value forecasts — instead of single-point NPV estimates.

What this means in practice

Applied to AI business cases so that sensitivity to token prices, adoption curves, and competitive dynamics is transparently reflected in the expected-value estimate.

Synonyms

Monte Carlo method , MC simulation

See also

  • Risk-adjusted NPV (rNPV) — Net present value with stage-probability and risk-weighted discount applied at each cash-flow stage — capturing both the time value of money and the probability-of-success at each lifecycle gate.
  • Sensitivity Analysis — Sensitivity analysis is a technique that tests how changes in key assumptions affect the outcomes of a business case, financial model, or risk assessment.
  • AI business case — A six-part document — hypothesis, investment, benefit, risk profile, financial summary, recommendation — that justifies an AI investment with explicit counterfactual and confidence bands.