Info-gap decision theory : decisions under severe uncertainty

書誌事項

Info-gap decision theory : decisions under severe uncertainty

Yakov Ben-Haim

Elsevier/Academic Press, c2006

2nd ed

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注記

Previous ed. published as: Information-gap decision theory, c2001

Bibliography: p. 347-356

Includes indexes

内容説明・目次

内容説明

Everyone makes decisions, but not everyone is a decision analyst. A decision analyst uses quantitative models and computational methods to formulate decision algorithms, assess decision performance, identify and evaluate options, determine trade-offs and risks, evaluate strategies for investigation, and so on. Info-Gap Decision Theory is written for decision analysts. The term "decision analyst" covers an extremely broad range of practitioners. Virtually all engineers involved in design (of buildings, machines, processes, etc.) or analysis (of safety, reliability, feasibility, etc.) are decision analysts, usually without calling themselves by this name. In addition to engineers, decision analysts work in planning offices for public agencies, in project management consultancies, they are engaged in manufacturing process planning and control, in financial planning and economic analysis, in decision support for medical or technological diagnosis, and so on and on. Decision analysts provide quantitative support for the decision-making process in all areas where systematic decisions are made. This second edition entails changes of several sorts. First, info-gap theory has found application in several new areas - especially biological conservation, economic policy formulation, preparedness against terrorism, and medical decision-making. Pertinent new examples have been included. Second, the combination of info-gap analysis with probabilistic decision algorithms has found wide application. Consequently "hybrid" models of uncertainty, which were treated exclusively in a separate chapter in the previous edition, now appear throughout the book as well as in a separate chapter. Finally, info-gap explanations of robust-satisficing behavior, and especially the Ellsberg and Allais "paradoxes", are discussed in a new chapter together with a theorem indicating when robust-satisficing will have greater probability of success than direct optimizing with uncertain models.

目次

1. Overview 2. Uncertainty 3. Robustness and Opportuneness 4. Value Judgments 5. Antagonistic and Sympathetic Immunities 6. Gambling and Risk Sensitivity 7. Value of Information 8. Learning 9. Coherent Uncertainties and Consensus 10. Hybrid Uncertainties 11. Robust-Satisficing Behavior 12. Retrospective Essay: Risk Assessment in Project Management 13. Implications of Info-Gap Uncertainty

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詳細情報

  • NII書誌ID(NCID)
    BA79173764
  • ISBN
    • 0123735521
  • 出版国コード
    uk
  • タイトル言語コード
    eng
  • 本文言語コード
    eng
  • 出版地
    Oxford ; Tokyo
  • ページ数/冊数
    xiii, 368 p.
  • 大きさ
    25 cm
  • 分類
  • 件名
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