Info-Gap Analysis of Risk and Reliability

03 6057

Final grades

Syllabus, course outline and project guidelines

Upcoming Lectures

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

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

Lecture notes on Info-Gap Estimation and Forecasting:

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

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

Lecture notes on robustness and opportuneness:

  • Portfolio-like investments, pp.48-56. Done
  • Search and evasion, pp.57-60. Done
  • Assay design, pp.61-64. Done
  • Choosing a sample size, pp.65-67. Done
  • Strategic asset allocation, pp.68-73.

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

the equity premium puzzle

Gambling and Risk-Sensitivity


Homework problems on Robustness and Opportuneness