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Financial economics students in UL know I've been looking at the Info-Gap approach in financial economics, as well as a few others. The originator of the Info-Gap methodology is Yakov Ben Haim, and he has a new blog. It is here, and worth a read. Hope he sticks with it.

3 Responses to “Info-Gap Blog”

  1. Jim Davis

    Very interesting -- it's been ages since I studied micro and satisficing wasn't on the syllabus. From my dim recollections, though, the practical upshot of looking for optimal solutions was that, under some fairly weak assumptions (like convexity) the solution would be unique. (Yes, the instructors would spend 2-3 minutes talking about corner solutions and other gotchas, but they moved on quickly.) It looks like satisficing solutions would be more set-valued, if anything.

  2. John

    Hi:

    Apparently, info-gap decision theory is a voodoo decision theory. Have a look at this.

  3. Stephen

    John, well aware of this side of the debate as well, thanks!

  Category: EC4024_2011

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August 15th, 2011

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