General
David Rios is AXA-ICMAT Chair in Adversarial Risk Analysis and Member of the Spanish Royal Academy of Sciences.
He has formerly held teaching and research positions at SAMSI, Duke, Purdue, Paris-Dauphine, Leeds, Manchester, IIASA, CNR-IMATI and Madrid Technical University. He is Professor of Statistics and Operations Research at Rey Juan Carlos University (on leave).
He has written 13 books, edited 7 special issues and published more than 100 refereed papers in his areas of interest, which include decision analysis, risk analysis, negotiation analysis and Bayesian statistics, and their applications to robotics, aviation safety, critical infrastrtucture protection and wáter resources maangement, among others.
Introduction
Many major current challenges relate with security issues, e.g. with respect to climate change, terrorism, cybersecurity or aviation safety. In this short course, we shall introduce some of the models that allow us to deal with such problems in a guided tour that will take us from risk analysis to adversarial risk analysis. Ideas will be illustrated with examples from aviation safety, urban security and cybersecurity. Some open problems will be presented.
Contents
· Basic concepts in risk.
· Basic concepts in decision analysis.
· Belief and prereference modeling.
· Basic concepts in non cooperative games.
· A framework for risk analysis.
· An example from aviation safety.
· A framework for adversarial risk analysis.
· An example from critical infrastructure protection.
· Some open problems.
References
· S. French, D. Ríos (2000) Statistical Decision Theory, Arnold.
· D. Ríos, F. Ruggeri, M. Wiper (2012) Bayesian Analysis of Stochastic Process Models, Wiley.
· D. Banks, J. Ríos, D. Ríos (2015) Adversarial Risk Analysis, Taylor Francis.
Software
· GeNIe.
· R.
Duration
May 15, 16, 17 2018. 13:00-16:00.
9 hours lectures, 6 hours homework exercises.
The participants will receive 1 ECTS each. Lecture attendance and exercises are mandatory.
Location
Seminar hall Y307a, in Otakaari 1
Prerequisites
Basic understanding of probabilties and statistics.
Enrollment
The course is open to all interested
participants. Those who are not enrolled as students of Aalto University will
get a certificate after the completion of the course.
Enrollment for the course for Aalto students is through oodi. Students from other universities or institutes can enroll by contacting the course assistant Juho Roponen (forename.surname@aalto.fi).