Info-gap decision theory — the origins

The evolution of info-gap decision theory into a prime example of a voodoo decision theory makes interesting reading:

  • The theory had a previous incarnation, but in that version it showed no signs of the voodoo theory that it eventually became.
  • There are no clues in the literature on info-gap decision theory to explain the reasons for this transformation.

The central element of the theory, namely its robustness model, originated in the book Robust Reliability in the Mechanical Sciences (Ben-Haim 1996), where it was treated as a model designed to handle small perturbations in the nominal value of a parameter.

So apart from the fact that this book was completely oblivious that this robustness model was in fact a radius of stability model, the proposition to use such a model for the analysis of small perturbations was utterly sound.

What is so puzzling then is that in the book Information-gap Decision Theory (Ben-Haim, 2001), the very same model began to be treated as a model for pursuing robustness against severe uncertainty where the severity of the uncertainty is characterized by these three working assumptions:

  • The uncertainty space can be vast (e.g. unbounded).
  • The point estimate is poor (e.g. a guess).
  • The quantification of uncertainty is likelihood-free.

There seems to be no explanation in the info-gap literature as to what triggered this transformation. Was this the result of an accidental thought, or that of a long and careful analysis of the challenges posed by a severe uncertainty of this type?

More …

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