Info-Gap Analysis of Risk and Reliability

03 6057

Syllabus, course outline and project guidelines

Midterm grades moed bet

Midterm grades moed alef

Midterm exam moed alef: Hebrew

Midterm exam moed alef: Solution

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

Lecture.  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.

Lectures. 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.  Overview done.

Lecture.  Lecture notes on robustness and opportuneness:

  • Portfolio-like investments, pp.49-56. Source: IGDT section 3.2.7. Done.
  • Military effectiveness: Net assessment with WEI-WUV, pp.75-78. Done.
  • Behavioral response to feedback, pp.92-100. Done.

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

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

Lecture. 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. Done.
  • Info-gap analysis of expected-utility risk aversion, pp.16-19. Source: IGDT section 11.3. Done.
  • Info-gap robust-satisficing foraging, pp.20-23.
  • Is Bin Laden at Abbottabad? pp.41-47. Started.

Lectures. Lecture notes on robustness and opportuneness:

  • 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.

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

Homework problems on Info-Gap Uncertainty

Homework 1: Homework problems on info-gap uncertainty, #10 a, b. Solution.

Homework 2: Homework problems on robustness and opportuneness, #32 a-d. Discussed 20.11.2018. Solution.

Homework 3: Homework problems on robustness and opportuneness, #31, 38. Discussed 27.11.2018. Solution.

Homework 4: Homework problems on robustness and opportuneness, #43. Discussed 2.12.2018. Solution.

Homework 5: Homework problems on robustness and opportuneness, #88 (a). Discussed 11.12.2018. Solution.

Homework 6: Homework problems on robustness and opportuneness, #70 (a)-(e).  Discussed 18.12.2018. Solution.

Homework 7: Homework problems on robustness and opportuneness, #87 (a)-(c). Discussed 25.12.2018. Solution.

Homework 8: Homework problems on robustness and opportuneness, #96 (a)-(c). Discussed 1.1.2019. Solution.

Homework 9: Homework problems on robustness and opportuneness, #95 (a)-(c). Discussed 8.1.2019. Solution.

Homework 10: Homework problems on robustness and opportuneness, #98 (a)-(f). Discussed 22.1.2019. Solution.