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Why Risk Analysis is Difficult, and Some Thoughts on How to Proceed

机译:为什么很难进行风险分析,以及如何进行的一些思考

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摘要

Risk analysis is challenged in three ways by uncertainty. Our understanding of the world and its uncertainties is evolving; indeterminism is an inherent part of the open universe in which we live; and learning from experience involves untestable assumptions. We discuss several concepts of robustness as tools for responding to these epistemological challenges. The use of models is justified, even though they are known to err. A concept of robustness is illustrated in choosing between a conventional technology and an innovative, promising, but more uncertain technology. We explain that nonprobabilistic robust decisions are sometimes good probabilistic bets. Info-gap and worst-case concepts of robustness are compared. Finally, we examine the exploitation of favorable but uncertain opportunities and its relation to robust decision making.
机译:不确定性从三方面挑战了风险分析。我们对世界及其不确定性的了解正在发展。不定论是我们所生活的开放宇宙的固有部分;从经验中学习涉及无法检验的假设。我们讨论了鲁棒性的几种概念,作为应对这些认识论挑战的工具。使用模型是合理的,即使它们是众所周知的。在传统技术和创新,有前途但不确定性更高的技术之间进行选择时,说明了鲁棒性的概念。我们解释说,非概率稳健的决策有时是不错的概率押注。比较了信息差和健壮性的最坏情况。最后,我们研究了对有利但不确定的机会的利用及其与稳健决策的关系。

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