Information-gap decision theory decisions under severe uncertainty

Detalles Bibliográficos
Otros Autores:	Ben-Haim, Yakov, 1952- autor (autor)
Formato:	Libro
Idioma:	Inglés
Publicado:	San Diego, Calif. : Academic Press 2001
Colección:	Series on decision and risk
Materias:	Decisió, Presa de (Estadística) Incertesa Risc
Ver en Biblioteca Universitat Ramon Llull:	https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991004774849706719

Tabla de Contenidos:

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

Information-gap decision theory decisions under severe uncertainty

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