Schedule
Due to coronavirus, this class was conducted online for the remainder of the semester.
Tuesdays 4:30-7:00pm at SAMSI, Research Triangle Park, NC, beginning on January 14, 2020.
No class during week of Spring Break (March 10, 2020)
Last class: Tuesday, April 21, 2020
Instructors:
- David Banks, Duke University
- Tahir Ekin, Texas State University
- Ernest Fokoue, Rochester Institute of Technology
- Evans Gouno, Univerity of South Brittany (FRANCE)
- David Ríos Insua, ICMAT
- Fabrizio Ruggeri, Consiglio Nazionale delle Ricerche (CNR)
- Refik Soyer, George Washington University
Course Outline:
This course is being offered in conjunction with the SAMSI year-long research Program on Games, Decisions, Risk and Reliability (GDRR). The course will cover topics in decision theory related to games and reliability, and often draw upon tools in machine learning. The topics include classical risk analysis, theoretical risk bounds obtained from Vapnik-Chervonenkis learning theory, a comparison of game theoretic and adversarial risk analysis perspectives in the context of strategic decisions among opponents, risk analysis in the context of cybersecurity and cyberinsurance, and models for the reliability of complex systems.
The aspects emphasized for this course are:
- Application
- Computation
- Methodology
- Theory
The course will consist of: lecture notes and assigned readings; exercises and software explorations; links to useful related websites and work with datasets.
Registration:
- Duke – STA 790.01/MA 790-71-01
- NCSU – MA 810.001
- UNC-CH – STOR 894.001 and MATH 892.001