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Info-Gap Analysis of Risk and Reliability
03 6057

Final grades. pdf file.



Syllabus, course outline and project guidelines: pdf file.


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

Lecture Notes on Performance vs. Robustness of a Cantilever: pdf file.


Lecture Notes on Info-Gap Uncertainty: pdf file.


Lecture notes on robustness and opportuneness: pdf file.


Lecture notes on project management with duration uncertainty: pdf file.


Lecture notes on info-gap estimation and forecasting: pdf file.


Lecture notes on value judgment in risk assessment: pdf file.


Lecture notes on hybrid uncertainty: pdf file.


Lecture notes on Robust-Satisficing Behavior: pdf file.


Lecture notes on the Optimizer's Curse: pdf file.


Lecture notes on Games with Uncertain Preferences: pdf file.


Lecture notes on conservation management, or, robustness, expected utility and the Sumatran rhinoceros: pdf file.


Lecture notes on info-gap learning: pdf file.


Lecture notes on the equity premium puzzle: pdf file.


Lecture notes on Gambling and Risk-Sensitivity: pdf file.


Homework

Homework problems on Robustness and Opportuneness, pdf file.

HW1. Statement and solution for problem #8 from Homework set on Info-Gap Uncertainty: pdf file.

HW2. Statement and solution for problem #32 from Homework set on Robustness and Opportuneness: pdf file. Do parts (a)-(d)

HW3. Statements and solutions for problems #31 and 38 from Homework set on Robustness and Opportuneness: pdf file.

HW4. Statement and solution of problem #43 from Homework set on Robustness and Opportuneness: pdf file.

HW5. Statement and solution of problem #69 from Homework set on Robustness and Opportuneness: pdf file.

HW6. Statement and solution of problem #30 from Homework set on Robustness and Opportuneness: pdf file.

HW7. Statement and solution of problem #51 from Homework set on Robustness and Opportuneness: pdf file.

HW8. Statement and solution of problem #79 from Homework set on Robustness and Opportuneness: pdf file.

HW9. Statement and solution of problem #46 from Homework set on Robustness and Opportuneness: pdf file.

HW10. Statement and solution of problem #60 from Homework set on Robustness and Opportuneness: pdf file.

HW11. Statement of problem #27 from Homework set on Robustness and Opportuneness: pdf file.