## 03 6057

Syllabus, course outline and project guidelines

Midterm exam grades, moed alef.

Midterm exam, moed alef, solutions: Q1: 94(a). Q2: 94(c). Q3: 94(f). Q4: 94(g).

Midterm exam grades, moed alef and bet.

Midteerm exam, moed bet, solutions: Q1: 95(a). Q2: 95(b). Q3: 95(c). Q4: 95(d).

### Upcoming Lectures

(Links to lecture note files are further down on this page)

Each lecture lists sources, where *IDGT* refers to the book *Info-Gap Decision Theory* by Yakov Ben-Haim.

**Lecture notes** on Info-Gap Uncertainty, pp.2-12, 15-19. **Source:** *IGDT*, sections 2.1-2.3. **Done.**

**Lecture notes** on Conservation Management, or, Robustness, Expected Utility and the Sumatran Rhinoceros. **Source:** Helen M.Regan, Yakov Ben-Haim, Bill Landford, Will G.Wilson, Per Lundberg, Sandy J.Andelman and Mark A.Burgman, 2005, Robust decision making under severe uncertainty for conservation management, *Ecological Applications,* vol.15(4): 1471-1477. **Done.**

**Lecture notes** on Info-Gap Estimation and Forecasting. **Source: **Yakov Ben-Haim, 2005, Info-gap Decision Theory For Engineering Design. Or: Why ‘Good’ is Preferable to ‘Best’, appearing as chapter 11 in *Engineering Design Reliability Handbook,* Edited by Efstratios Nikolaidis, Dan M.Ghiocel and Surendra Singhal, CRC Press, Boca Raton.

- Estimation of slope with uncertain data, pp.3-8.
**Related source:**Yakov Ben-Haim,*Info-Gap Economics,*section 6.1*.***Done.** - Tychonov regularization, pp.23-29.
**Done**. - Estimating a pdf from data, pp.31-34.
**Source:***IGDT*section 3.2.13.**Done**. - Forecasting with an uncertain linear system, pp.35-41.
**Source:**Yakov Ben-Haim, 2008, Info-gap forecasting and the advantage of sub-optimal models,*European Journal of Operational Research,*197: 203-213.**Done**.

**Lecture notes** on Info-Gap Uncertainty: Why uncertainty models are convex, pp.26-28. **Source:** *IGDT* section 2.4. **Done.**

**Lecture notes** on the Optimizer’s Curse. **Done.**

**Lecture notes** on Robust-Satisficing Behavior. **Source:** *IGDT* chapter 11.

- Ellsberg’s paradox, pp. 4-8.
**Source:***IGDT*section 11.1.**Done.** - Allais paradox, pp.9-14.
**Source:***IGDT*section 11.2. - Is Bin Laden at Abbottabad? pp.41-47.
**Done.**

**Lecture notes** on robustness and opportuneness:

- Portfolio-like investments, pp.49-56.
**Source:***IGDT*section 3.2.7. - Search and evasion, pp.57-59.
**Source:***IGDT*section 3.2.9. - Assay design, pp.60-63.
**Source:***IGDT*section 3.2.10. - Choosing a sample size, pp.64-66.
- Military effectiveness: Net assessment with WEI-WUV, pp.75-90.

### Lecture Notes

Performance vs. Robustness of a Cantilever

Project management with duration uncertainty

Info-gap estimation and forecasting

Value judgment in risk assessment

Games with Uncertain Preferences

Conservation management, or, robustness, expected utility and the Sumatran rhinoceros

### Homework

Homework problems on Robustness and Opportuneness

HW1: Choose the larger number. Do parts a and b. (ps1_rk.pdf, #10, a,b). Here’s the solution.

HW2: Embedded expected utility. Do parts a – d. (ps2-02.pdf, #32, a-d). Here’s the solution.

HW3: (1) Non-linear force deflection (ps2-02.pdf #31). (2) Estimate spring stiffness (ps2-02.pdf #38). Solution to #31 here. Solution to #38 here.

HW4: (1) Trigger mechanism (ps2-02.pdf #41). (2) Cantilever (ps2-02.pdf #42, a, b). Here are the statements and solutions.

HW5: Random events and failure (ps2-02.pdf #70 a, c and d). Here’s the statement and solution.

HW6: Simple harmonic oscillator (ps2-02.pdf #15, a and b). Here’s the statement and solution.

HW7: Satellite targeting (ps2-02.pdf #13). Here’s the statement and solution.

HW8: Time to recovery (ps2-02.pdf, #90, a-c). Here’s the statement and solution.

HW9: Elastic system with uncertainties (ps2-02.pdf, #92 a-d). Here’s the statement and solution.

HW10: Braking system (ps2-02.pdf, #45). Here’s the file.

HW???: Heat conduction (ps2-02.pdf #14). Here’s the file.