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What type of uncertainty is robustness referring to in Information Gap Decision Theory?

Sahlin, U. LU (2015) 25th European Safety and Reliability Conference, ESREL 2015 In Safety and Reliability of Complex Engineered Systems - Proceedings of the 25th European Safety and Reliability Conference, ESREL 2015 p.2797-2804
Abstract

In Information Gap Decision Theory (IGDT) a system is said to be robust to uncertainty if specified goals are achieved with satisfaction despite large info-gaps. Under this theory an info-gap expresses the disparity between what is known and unknown in structures for which uncertainty is judged as severe. We discuss how robustness in IGDT can be merged with a perspective on risk which allows for descriptions and characterisations of risk on the basis of broad uncertainty assessments. Robustness in IGDT is found to be related to a combination of a measure of uncertainty in consequences of a decision and a judgement of strength in knowledge underlying the quantification of this uncertainty. Thus an info-gap is a way to quantify a type of... (More)

In Information Gap Decision Theory (IGDT) a system is said to be robust to uncertainty if specified goals are achieved with satisfaction despite large info-gaps. Under this theory an info-gap expresses the disparity between what is known and unknown in structures for which uncertainty is judged as severe. We discuss how robustness in IGDT can be merged with a perspective on risk which allows for descriptions and characterisations of risk on the basis of broad uncertainty assessments. Robustness in IGDT is found to be related to a combination of a measure of uncertainty in consequences of a decision and a judgement of strength in knowledge underlying the quantification of this uncertainty. Thus an info-gap is a way to quantify a type of second order uncertainty. We suggest that it would be possible to view the “level of uncertainty” α in the info-gap model as the decision maker’s “level of sensitivity to strength in knowledge”. Robustness (Formula presented.) is then describing how sensitive the assessor can be to strength in knowledge and still be confident that this is an acceptable decision.

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publication status
published
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in
Safety and Reliability of Complex Engineered Systems - Proceedings of the 25th European Safety and Reliability Conference, ESREL 2015
pages
8 pages
publisher
CRC Press/Balkema
conference name
25th European Safety and Reliability Conference, ESREL 2015
external identifiers
  • Scopus:84958999569
ISBN
9781138028791
language
English
LU publication?
yes
id
4814a197-f7a7-4fb1-920c-e62f50e2d994
date added to LUP
2016-09-23 14:02:59
date last changed
2016-09-23 14:02:59
@misc{4814a197-f7a7-4fb1-920c-e62f50e2d994,
  abstract     = {<p>In Information Gap Decision Theory (IGDT) a system is said to be robust to uncertainty if specified goals are achieved with satisfaction despite large info-gaps. Under this theory an info-gap expresses the disparity between what is known and unknown in structures for which uncertainty is judged as severe. We discuss how robustness in IGDT can be merged with a perspective on risk which allows for descriptions and characterisations of risk on the basis of broad uncertainty assessments. Robustness in IGDT is found to be related to a combination of a measure of uncertainty in consequences of a decision and a judgement of strength in knowledge underlying the quantification of this uncertainty. Thus an info-gap is a way to quantify a type of second order uncertainty. We suggest that it would be possible to view the “level of uncertainty” α in the info-gap model as the decision maker’s “level of sensitivity to strength in knowledge”. Robustness (Formula presented.) is then describing how sensitive the assessor can be to strength in knowledge and still be confident that this is an acceptable decision.</p>},
  author       = {Sahlin, U.},
  isbn         = {9781138028791},
  language     = {eng},
  pages        = {2797--2804},
  publisher    = {ARRAY(0x51f5300)},
  series       = {Safety and Reliability of Complex Engineered Systems - Proceedings of the 25th European Safety and Reliability Conference, ESREL 2015},
  title        = {What type of uncertainty is robustness referring to in Information Gap Decision Theory?},
  year         = {2015},
}