Risk, Security and Robust Solutions

Ermoliev Y & von Winterfeldt D (2010). Risk, Security and Robust Solutions. IIASA Interim Report. IIASA, Laxenburg, Austria: IR-10-013

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Abstract

The aim of this paper is to develop a decision-theoretic approach to security management of uncertain multi-agent systems. Security is defined as the ability to deal with intentional and unintentional threats generated by agents. The main concern of the paper is the protection of public goods from these threats allowing explicit treatment of inherent uncertainties and robust security management solutions. The paper shows that robust solutions can be properly designed by new stochastic optimization tools applicable for multicriteria problems with uncertain probability distributions and multivariate extreme events.

Item Type: Monograph (IIASA Interim Report)
Research Programs: Directorate (DIR)
Institute Scholars (INS)
Integrated Modeling Environment (IME)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 08:44
Last Modified: 05 Nov 2016 01:13
URI: http://pure.iiasa.ac.at/9469

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