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Information-gap decision theory : decisions under severe uncertainty.

Author: Yakov Ben-Haim
Publisher: San Diego, Calif. : Academic Press, 2001.
Series: Series on decision and risk.
Edition/Format:   Print book : EnglishView all editions and formats
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This text presents a theory of decision-making under severe uncertainty. It begins with a discussion of info-gap models of uncertainty. This is followed by an approach to the quantification of severe  Read more...

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Additional Physical Format: Online version:
Ben-Haim, Yakov, 1952-
Information-gap decision theory.
San Diego, Calif. : Academic Press, 2001
(OCoLC)622416593
Document Type: Book
All Authors / Contributors: Yakov Ben-Haim
ISBN: 0120882515 9780120882519
OCLC Number: 55995505
Description: x, 330 pages : illustrations ; 24 cm.
Contents: 2 Uncertainty 9 --
2.1 Historical Perspective 9 --
2.2 Info-gap Uncertainty, Probability and Fuzziness 12 --
2.3 Some Info-gap Models 16 --
2.4 Uncertainty and Convexity 25 --
2.5 Axioms of Info-gap Uncertainty 26 --
2.6 Problems 27 --
3 Robustness and Opportunity 33 --
3.1 Robustness and Opportunity 34 --
3.1.2 Immunity Functions 35 --
3.1.3 Generic Decision Algorithms 37 --
3.1.4 Multi-criterion Reward 39 --
3.1.5 Three Components of Info-gap Decision Models 40 --
3.1.6 Preferences 41 --
3.1.7 Trade-offs 42 --
3.2 Production Volume With Uncertain Costs 44 --
3.3.1 Engineering Design: Cantilever 52 --
3.3.2 Structural Reliability 57 --
3.3.3 Sequential Decisions 59 --
3.3.4 Project Management 63 --
3.3.5 Manufacturing Process Control 69 --
3.3.6 Portfolio Investment 73 --
3.3.7 Search and Evasion 78 --
3.3.8 Robustness and Opportunity 80 --
3.4 General Robustness and Opportunity Functions 84 --
4 Value Judgments 101 --
4.1 Normalization 102 --
4.2 Analogical Reasoning 104 --
4.3 Calibration by Consequence Severity 107 --
4.3.1 Robustness Function for Environmental Management 107 --
4.3.2 Calibration by Consequence Severity 109 --
4.4 Rationality and Preference 110 --
5 Antagonistic and Sympathetic Immunities 117 --
5.1 Immunity Functions 118 --
5.2 Reward-coherent Action 120 --
5.3 Vibrating Mechanical Contact 122 --
5.4 Multi-tasking of Computer Jobs 125 --
5.4.1 Formulation 125 --
5.4.2 Deriving Robustness and Opportunity Functions 128 --
5.4.3 Results 131 --
6 Gambling and Risk Sensitivity 137 --
6.2 Risk Sensitivity and the Robustness Curve 139 --
6.3 Risk Sensitivity and Two Robustness Curves 141 --
6.4 Initial Commitment and Uncertain Future 144 --
6.4.1 Uniformly Bounded Uncertainty 146 --
6.4.2 Bounded Fourier Uncertainty 148 --
6.5 Risk Sensitivity, Robustness and Opportunity 149 --
6.6 Risk-neutral Line 152 --
6.7 Pure Competition With Uncertain Cost 155 --
6.9 Risk Assessment in Project Management 159 --
6.10 More on the Robustness Premium 161 --
6.11 Robustness Premium and Resource Commitment 164 --
7 Value of Information 173 --
7.1 Informativeness of an Info-gap Model 174 --
7.2 Demand Value of Information 176 --
7.3 Uncertain Loads on a Cantilever 178 --
7.4 Cantilever: Disjoint Info-gap Models 182 --
7.5 Gathering Information in Project Management 184 --
7.6 Windfall Cost of Information 185 --
7.6.1 Formulation 186 --
7.7 Initial Commitment and Uncertain Future: Revisited 190 --
7.8 Allais 'Paradox' 193 --
7.8.1 Formulation 193 --
7.8.2 Probability Uncertainty 194 --
7.8.3 Utility Uncertainty 197 --
7.9 Ellsberg 'Paradox' 198 --
7.10 Expected-utility Risk Aversion 200 --
8 Learning 205 --
8.1 Learning and Deciding 205 --
8.2 Info-gap Supervision of a Classifier 207 --
8.2.1 Robustness of a Classifier 207 --
8.2.2 Asymptotic Robustness 208 --
8.2.3 Robust-optimal Classifier 210 --
8.2.4 A Proof 212 --
8.2.5 Robust Severe Tests of Truth 213 --
8.2.6 Updating Info-gap Models 214 --
8.2.7 Plantar Pressures in Metatarsal Pathology 217 --
8.3 Acoustic Noise 221 --
8.3.1 Empirical Robustness 221 --
8.3.2 Updating the Acoustic Uncertainty Model 223 --
9 Coherent Uncertainties and Consensus 231 --
9.1 Preference Preservation Under Altered Information 232 --
9.2 Examples of Coherent Uncertainties 235 --
9.3 Principal-agent Contract Bidding 240 --
9.4 Proofs 244 --
10 Retrospective Essay: Risk Assessment in Project Management 251 --
10.1 Info-gap Uncertainty: What Is It? 252 --
10.2 Info-gap Uncertainties in Project Management 252 --
10.3 Robustness: Greatest Tolerable Info-gap Uncertainty 255 --
10.4 Value Judgments: How Robust Is Robust Enough? 257 --
10.5 Risk and the Robustness-vs.-Reward Trade-off 260 --
10.6 Improving Robustness by Gatheringa Information 262 --
10.7 Improving Robustness by Restructuring 263 --
10.8 Other Face of Uncertainty: Opportunity 265 --
10.9 Quantitative Decision Support Systems 267 --
11 Hybrid Uncertainties 269 --
11.1 Info-gap Uncertainty in a Poisson Process 269 --
11.2 Embedded Probability Densities 273 --
11.3 Probabilistic Info-gap Parameter 276 --
12 Implications of Info-gap Uncertainty 279 --
12.1 Holism and Uncertainty 280 --
12.2 Language, Meaning and Uncertainty 283 --
12.3 Warrant and Uncertainty 287 --
12.4 Credence for Info-gap Inference 293 --
12.4.1 Info-gap Inference and Robust Severe Tests 294 --
12.4.2 Warrant and Credence 296 --
12.4.3 Credibility of Info-gap Inference 299 --
12.4.4 Info-gap Inference with the Opportunity Function 301 --
12.5 Risk and Uncertainty 303.
Series Title: Series on decision and risk.
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