INFO-GAP METHODS FOR ANLAYSIS OF RISK AND RELIABILITY

This course is for undergraduate and graduate students and requires a minimum of 10 EuroTeQ students for the course to take place.

Strategic decisions under uncertainty in analysis, design and certification of complex systems. Reliability, risk assessment and control. Reliability and risks in projects. Decision paradigms for information-gap uncertainty. Realizability with limited information. Balancing robustness against opportunity. Evolution of preferences through analysis of uncertainty. Trade-offs with qualitative value judgments and multiple criteria. Learning and value of information. Decisions with hybrid uncertainties.

Persons involved in strategic decisions in complex environments with deep uncertainty: engineers developing new and complex technologies, engineers in project management roles, systems engineers, systems analysts, project managers.

Related areas:

Information theory, game theory, interactive decision making, conflict resolution, project management, analysis and design of systems.

Semester Start Date: October 29, 2025

Contact Hours: 3

Day & Time: To Be Announced (Israeli Time which is one hour ahead of Germany, France, Denmark, Switzerland, Czech Republic, and the Netherlands; same time zone as Estonia)

Homework problems will be posted on the course website each week. The student will work on each week’s homework problem and discuss the results with the instructor in the weekly meeting. Doing the homework thoroughly and on time will assist the student to master the material of the course. Homework solutions are not turned in and no credit points are given for homework solutions.

Midterm mini-project, required, 40%. There is no written exam. Rather, each student will formulate and solve an exam question whose solution is based on methods and concepts developed in the course. This question will involve info-gap robustness or opportuneness functions, and will be presented in 3 different versions, based on 3 different info-gap models of uncertainty: fractional-error for multiple uncertain parameters, energy-bound for an uncertain function, and Fourier ellipsoid-bound for an uncertain function.

The exam question and its solution will be submitted to the professor as a pdf file. The submission will be no more than 4 pages long. Grading: 100 for thorough and correct formulation and solution. 85 for no more than minor errors. 70 for minor errors and no more than one substantial error. 0 for anything else. Students are welcome to consult with the professor before submission (but not “Is this correct?”).

Project, required, 60%.

Final Project Guidelines:

1. The project is devoted to the risk assessment or reliability analysis of a complex system based on info-gap decision theory. It will contain the following elements:

(a) Statement of the problem: safety analysis, mission-dependability assessment, design optimization, project management and risk assessment, etc.

(b) Mathematical model of the system. The system may be technological or economic, social, environmental, medical, etc.

(c) Mathematical formulation of failure criteria.

(d) Mathematical uncertainty model with info-gap (and possibly probabilistic) components.

(e) Mathematical derivation of the risk or reliability of the system as expressed by info-gap robustness and possibly opportuneness functions. The presentation may be supported by numerical analysis where needed. This step explicitly combines the previous three steps.

(f) Application of the results derived in step 1e to resolution of the problem identified in step 1a.

2. The project will be submitted in two stages.

(a) Stage 1: Project definition and outline of items 1a–1d above. Students are welcome to submit an outline of about 1 page length by about the 10th week of the semester.

(b) Stage 2: Final report. Electronic only, as pdf file, with text (including tables and graphs) not exceeding 10 pages.

3. Each student must submit his own project. No team submissions.

4. Expected depth and complexity: much more than the typical homework problem; much less than a realistic full-scale analysis.

5. Advice and suggestions can be obtained by consulting with the instructor.

6. Grading. The final project makes up 60% of the final grade. The project grade will be one of four:

• 100 (excellent): innovative, thorough and entirely correct analysis.

• 85 (good): Solid, thorough and correct variation on an example developed in class.

• 70 (pass): Basically correct but simple variation on an example developed in class.

• 0 (fail): Everything else.

Office hours. Any time, by appointment in my office or by zoom or skype.

Click on the link https://yakovbh.net.technion.ac.il/files/2025/05/risk09.pdf and refer to "Prerequisites" on page 1

Lectures & Exercises