Wednesday, August 17, 2011
Info gap uncertainty
You can't imagine how dreadfully unhappy I was to discover that not all uncertainty could be handled with probability, even subjective probability. My (former) student Max Post van der Burg wrote a paper on one approach to handling this type of uncertainty in structured population models, using the info-gap terminology developed by Yakov Ben-Haim. Yakov describes the approach in a book, which is both a bit expensive and a bit long for the casual reader. Lots of stuff in there! However, recently Yakov joined the blogosphere with tidbits intended to introduce his ideas in smaller doses.