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Info-Gap Theory and Its Applications

Summary. Planning and design in many fields is difficult because of uncertainty. The future may differ from the past, so our models are sometimes wrong in ways we cannot even imagine. In addition, our data may lack evidence about surprises - catastrophes as well as windfalls - which impact the success and survival of the system. These model- and data-deficiencies are information-gaps or epistemic limitations. Info-gap uncertainty is an incomplete understanding of the system being managed. This is a broader conception of uncertainty than is usually handled by probability. Info-gap theory provides decision-making tools for modelling and managing severe uncertainty.

Info-gap theory is a methodology for analysis, planning, decision and design under uncertainty. Info-gap theory is based on two decision functions. The robustness function expresses the greatest level of uncertainty at which failure cannot occur. Robustness is a function of the decision variables, and one is inclined to prefer more robust designs over less robust designs. However, a basic theorem of info-gap theory establishes an irrevocable trade-off between robustness to uncertainty, and the quality of outcome: aspirations for quality entail loss of robustness. This trade-off is quantified by the robustness function.

The second design function is the opportuneness function which expresses the least uncertainty which entails the possibility of sweeping success. Uncertainty may be propitious, and the opportuness function evaluates a design's propensity to exploit favorable uncertainty and to lead to outcomes far better than anticipated. Once again a trade-off is involved: greater windfall is possible only at greater uncertainty. Further intuitive discussion of info-gap theory.

Areas of application:

Other material:

Making Responsible Decisions (When it Seems that You Can't): Engineering Design and Strategic Planning Under Severe Uncertainty, An essay by Jim Hall and Yakov Ben-Haim.

Article in Hebrew from Ha'Technion, Fall 2005, on Info-gap decision theory and its applications.

Questions or comments on info-gap theory? Contact me at yakov@technion.ac.il