(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. Started.
- Allais paradox, pp.9-14. Source: IGDT section 11.2.
- Is Bin Laden at Abbottabad? pp.41-47.
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.
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.