## 03 6057

Syllabus, course outline and project guidelines

### Upcoming Lectures

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

Lecture notes on Info-Gap Uncertainty, pp.2-12, 15-19.

Lecture notes on Conservation Management, or, Robustness, Expected Utility and the Sumatran Rhinoceros.

Lecture notes on Info-Gap Estimation and Forecasting:

- Estimation of slope with uncertain data, pp.3-8.
- Tychonov regularization, pp.23-29.
- Estimating a pdf from data, pp.31-34.
- Forecasting with an uncertain linear system, pp.35-41.

Lecture notes on Info-Gap Uncertainty: Why uncertainty models are convex, pp.26-28.

Lecture notes on robustness and opportuneness:

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

Lecture notes on the Optimizer’s Curse.

Lecture notes on Robust-Satisficing Behavior.

### 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).

HW4: (1) Trigger mechanism (ps2-02.pdf #41). (2) Cantilever (ps2-02.pdf #42, a, b). Here’s the file.

HW5: Heat conduction (ps2-02.pdf #14). Here’s the file.