Info-Gap Analysis of Risk and Reliability

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

Info-Gap Uncertainty

Robustness and opportuneness

Project management with duration uncertainty

Info-gap estimation and forecasting

Value judgment in risk assessment

Hybrid uncertainty

Robust-Satisficing Behavior

Games with Uncertain Preferences

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

Info-gap learning

Equity premium puzzle

Gambling and Risk-Sensitivity

Optimizer’s Curse

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.