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Special Lectures

From time to time I give "special'' lectures, usually on a "soft" topic, related to the use of mathematics in decision-making.

This is a challenging task, as these lectures are supposed to be completely "math-free".

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Black Box Lecture Series 2012

David Warren (1925-2010)

I was invited by Defence Science and Technology Organisation (DSTO) at Melbourne, to give a lecture (June 20, 2012) in their Black Box Lecture Series.

The topic:

The Art, Science, and Joy of (Mathematical) Decision-Making

You can download the PDF file of the lecture. (17MB, 120 slides)

Read a short biography of David Warren (1925-2010), the inventor of the Black Box.

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Alex Rubinov Memorial Lecture 2011:

Professor Alex Rubinov

1940-2006

It was a great pleasure, and honor, for me to give the 2011 Alex Rubinov Lecture.

The following PDF files are a slightly modified versions of the presentation I gave at the University of Ballarat on November 7, 2011.

The Art, Science, and Joy of (Mathematical) Decision-Making

• Full Slides (PDF, 103 slides, 7MB)


• Slides, including subslides (PDF, 218 slides + subslides, 11MB)

Preparing the lecture was a challenge, as the objective was to explain, in a math-free lecture, the role of mathematics in decision-making!

Recent Articles, Working Papers, Notes

Also, see my complete list of articles

Moshe's new book!

• Sniedovich, M. (2012) Fooled by local robustness, Risk Analysis, in press.


• Sniedovich, M. (2012) Black swans, new Nostradamuses, voodoo decision theories and the science of decision-making in the face of severe uncertainty, International Transactions in Operational Research, in press.


• Sniedovich, M. (2011) A classic decision theoretic perspective on worst-case analysis, Applications of Mathematics, 56(5), 499-509.


• Sniedovich, M. (2011) Dynamic programming: introductory concepts, in Wiley Encyclopedia of Operations Research and Management Science (EORMS), Wiley.


• Caserta, M., Voss, S., Sniedovich, M. (2011) Applying the corridor method to a blocks relocation problem, OR Spectrum, 33(4), 815-929, 2011.


• Sniedovich, M. (2011) Dynamic Programming: Foundations and Principles, Second Edition, Taylor & Francis.


• Sniedovich, M. (2010) A bird's view of Info-Gap decision theory, Journal of Risk Finance, 11(3), 268-283.


• Sniedovich M. (2009) Modeling of robustness against severe uncertainty, pp. 33- 42, Proceedings of the 10th International Symposium on Operational Research, SOR'09, Nova Gorica, Slovenia, September 23-25, 2009.


• Sniedovich M. (2009) A Critique of Info-Gap Robustness Model. In: Martorell et al. (eds), Safety, Reliability and Risk Analysis: Theory, Methods and Applications, pp. 2071-2079, Taylor and Francis Group, London.
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• Sniedovich M. (2009) A Classical Decision Theoretic Perspective on Worst-Case Analysis, Working Paper No. MS-03-09, Department of Mathematics and Statistics, The University of Melbourne.(PDF File)


• Caserta, M., Voss, S., Sniedovich, M. (2008) The corridor method - A general solution concept with application to the blocks relocation problem. In: A. Bruzzone, F. Longo, Y. Merkuriev, G. Mirabelli and M.A. Piera (eds.), 11th International Workshop on Harbour, Maritime and Multimodal Logistics Modeling and Simulation, DIPTEM, Genova, 89-94.


• Sniedovich, M. (2008) FAQS about Info-Gap Decision Theory, Working Paper No. MS-12-08, Department of Mathematics and Statistics, The University of Melbourne, (PDF File)


• Sniedovich, M. (2008) A Call for the Reassessment of the Use and Promotion of Info-Gap Decision Theory in Australia (PDF File)


• Sniedovich, M. (2008) Info-Gap decision theory and the small applied world of environmental decision-making, Working Paper No. MS-11-08
  This is a response to comments made by Mark Burgman on my criticism of Info-Gap (PDF file )


• Sniedovich, M. (2008) A call for the reassessment of Info-Gap decision theory, Decision Point, 24, 10.


• Sniedovich, M. (2008) From Shakespeare to Wald: modeling wors-case analysis in the face of severe uncertainty, Decision Point, 22, 8-9.


• Sniedovich, M. (2008) Wald's Maximin model: a treasure in disguise!, Journal of Risk Finance, 9(3), 287-291.


• Sniedovich, M. (2008) Anatomy of a Misguided Maximin formulation of Info-Gap's Robustness Model (PDF File)
  In this paper I explain, again, the misconceptions that Info-Gap proponents seem to have regarding the relationship between Info-Gap's robustness model and Wald's Maximin model.


• Sniedovich. M. (2008) The Mighty Maximin! (PDF File)
  This paper is dedicated to the modeling aspects of Maximin and robust optimization.


• Sniedovich, M. (2007) The art and science of modeling decision-making under severe uncertainty, Decision Making in Manufacturing and Services, 1-2, 111-136. (PDF File) .


• Sniedovich, M. (2007) Crystal-Clear Answers to Two FAQs about Info-Gap (PDF File)
  In this paper I examine the two fundamental flaws in Info-Gap decision theory, and the flawed attempts to shrug off my criticism of Info-Gap decision theory.


• My reply (PDF File) to Ben-Haim's response to one of my papers. (April 22, 2007)

  This is an exciting development!

  • Ben-Haim's response confirms my assessment of Info-Gap. It is clear that Info-Gap is fundamentally flawed and therefore unsuitable for decision-making under severe uncertainty.
  
  
  • Ben-Haim is not familiar with the fundamental concept point estimate. He does not realize that a function can be a point estimate of another function.

    So when you read my papers make sure that you do not misinterpret the notion point estimate. The phrase "A is a point estimate of B" simply means that A is an element of the same topological space that B belongs to. Thus, if B is say a probability density function and A is a point estimate of B, then A is a probability density function belonging to the same (assumed) set (family) of probability density functions.

    Ben-Haim mistakenly assumes that a point estimate is a point in a Euclidean space and therefore a point estimate cannot be say a function. This is incredible!



• A formal proof that Info-Gap is Wald's Maximin Principle in disguise. (December 31, 2006)
  This is a very short article entitled Eureka! Info-Gap is Worst Case (maximin) in Disguise! (PDF File)
  It shows that Info-Gap is not a new theory but rather a simple instance of Wald's famous Maximin Principle dating back to 1945, which in turn goes back to von Neumann's work on Maximin problems in the context of Game Theory (1928).


• A proof that Info-Gap's uncertainty model is fundamentally flawed. (December 31, 2006)
  This is a very short article entitled The Fundamental Flaw in Info-Gap's Uncertainty Model (PDF File) .
  It shows that because Info-Gap deploys a single point estimate under severe uncertainty, there is no reason to believe that the solutions it generates are likely to be robust.


• A math-free explanation of the flaw in Info-Gap. ( December 31, 2006)
  This is a very short article entitled The GAP in Info-Gap (PDF File) .
  It is a math-free version of the paper above. Read it if you are allergic to math.


• A long essay entitled What's Wrong with Info-Gap? An Operations Research Perspective (PDF File) (December 31, 2006).
  This is a paper that I presented at the ASOR Recent Advances in Operations Research (PDF File) mini-conference (December 1, 2006, Melbourne, Australia).

Recent Lectures, Seminars, Presentations

If your organization is promoting Info-Gap, I suggest that you invite me for a seminar at your place. I promise to deliver a lively, informative, entertaining and convincing presentation explaining why it is not a good idea to use — let alone promote — Info-Gap as a decision-making tool.

Here is a list of relevant lectures/seminars on this topic that I gave in the last two years.

ASOR Recent Advances, 2011, Melbourne, Australia, November 16 2011. Presentation: The Power of the (peer-reviewed) Word. (PDF file).

• Alex Rubinov Memorial Lecture The Art, Science, and Joy of (mathematical) Decision-Making, November 7, 2011, The University of Ballarat. (PDF file).


• Black Swans, Modern Nostradamuses, Voodoo Decision Theories, and the Science of Decision-Making in the Face of Severe Uncertainty (PDF File) .
  (Invited tutorial, ALIO/INFORMS Conference, Buenos Aires, Argentina, July 6-9, 2010).


• A Critique of Info-Gap Decision theory: From Voodoo Decision-Making to Voodoo Economics(PDF File) .
  (Recent Advances in OR, RMIT, Melbourne, Australia, November 25, 2009)


• Robust decision-making in the face of severe uncertainty(PDF File) .
  (GRIPS, Tokyo, Japan, October 16, 2009)


• Decision-making in the face of severe uncertainty(PDF File) .
  (KORDS'09 Conference, Vilnius, Lithuania, September 30 -- OCtober 3, 2009)


• Modeling robustness against severe uncertainty (PDF File) .
  (SOR'09 Conference, Nova Gorica, Slovenia, September 23-25, 2009)


• How do you recognize a Voodoo decision theory?(PDF File) .
  (School of Mathematical and Geospatial Sciences, RMIT, June 26, 2009).


• Black Swans, Modern Nostradamuses, Voodoo Decision Theories, Info-Gaps, and the Science of Decision-Making in the Face of Severe Uncertainty (PDF File) .
  (Department of Econometrics and Business Statistics, Monash University, May 8, 2009).


• The Rise and Rise of Voodoo Decision Theory.
  ASOR Recent Advances, Deakin University, November 26, 2008. This presentation was based on the pages on my website (voodoo.moshe-online.com).


• Responsible Decision-Making in the face of Severe Uncertainty (PDF File) .
  (Singapore Management University, Singapore, September 29, 2008)


• A Critique of Info-Gap's Robustness Model (PDF File) .
  (ESREL/SRA 2008 Conference, Valencia, Spain, September 22-25, 2008)


• Robust Decision-Making in the Face of Severe Uncertainty (PDF File) .
  (Technion, Haifa, Israel, September 15, 2008)


• The Art and Science of Robust Decision-Making (PDF File) .
  (AIRO 2008 Conference, Ischia, Italy, September 8-11, 2008 )


• The Fundamental Flaws in Info-Gap Decision Theory (PDF File) .
  (CSIRO, Canberra, July 9, 2008 )


• Responsible Decision-Making in the Face of Severe Uncertainty (PDF File) .
  (OR Conference, ADFA, Canberra, July 7-8, 2008 )


• Responsible Decision-Making in the Face of Severe Uncertainty (PDF File) .
  (University of Sydney Seminar, May 16, 2008 )


• Decision-Making Under Severe Uncertainty: An Australian, Operational Research Perspective (PDF File) .
  (ASOR National Conference, Melbourne, December 3-5, 2007 )


• A Critique of Info-Gap (PDF File) .
  (SRA 2007 Conference, Hobart, August 20, 2007)


• What exactly is wrong with Info-Gap? A Decision Theoretic Perspective (PDF File) .
  (MS Colloquium, University of Melbourne, August 1, 2007)


• A Formal Look at Info-Gap Theory (PDF File) .
  (ORSUM Seminar , University of Melbourne, May 21, 2007)


• The Art and Science of Decision-Making Under Severe Uncertainty (PDF File) .
  (ACERA seminar, University of Melbourne, May 4, 2007)


• What exactly is Info-Gap? An OR perspective. (PDF File)
  ASOR Recent Advances in Operations Research mini-conference (December 1, 2006, Melbourne, Australia).

Disclaimer: This page, its contents and style, are the responsibility of the author (Moshe Sniedovich) and do not represent the views, policies or opinions of the organizations he is associated/affiliated with.

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