Uncertainty, probability and information-gaps |
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Authors: | Yakov Ben-Haim |
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Affiliation: | Yitzhak Moda'i Chair in Technology and Economics, Faculty of Mechanical Engineering, Technion—Israel Institute of Technology, Haifa 32000, Israel |
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Abstract: | This paper discusses two main ideas. First, we focus on info-gap uncertainty, as distinct from probability. Info-gap theory is especially suited for modelling and managing uncertainty in system models: we invest all our knowledge in formulating the best possible model; this leaves the modeller with very faulty and fragmentary information about the variation of reality around that optimal model.Second, we examine the interdependence between uncertainty modelling and decision-making. Good uncertainty modelling requires contact with the end-use, namely, with the decision-making application of the uncertainty model. The most important avenue of uncertainty-propagation is from initial data- and model-uncertainties into uncertainty in the decision-domain. Two questions arise. Is the decision robust to the initial uncertainties? Is the decision prone to opportune windfall success?We apply info-gap robustness and opportunity functions to the analysis of representation and propagation of uncertainty in several of the Sandia Challenge Problems. |
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Keywords: | Epistemic uncertainty Information-gaps Info-gap models of uncertainty Robustness Opportunity Decision-making |
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