Lectures 4: Uncertainty modelling and decision under uncertainty

Dates: 1/12 (13h30 - 17h30), Sébastien Destercke

These first lectures will introduce generic uncertainty models, motivate their needs and justify them from a theoretical perspective using a betting scheme.

Objective of the lecture :

After the lectures, the students should be able to

• motivate, from a betting perspective, why probabilities are good candidates for modeling uncertainties and making decisions
• provide reasons why one may wish to go beyond probabilities, ie, why one could consider them not completely satisfactory
• proposes an extension of probabilities, taking care of those potential critics
• know and manipulate some specific models that have "easy" mathematical properties
• know and apply decision rules in generic uncertainty contexts