## 03 6057

Syllabus, course outline and project guidelines

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

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

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.