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What is the exact relationship between Info-Gaps robust model and Walds Maximin model?

April 26, 2017exact info-gap maximin model relationship robust wald

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What is the exact relationship between Info-Gaps robust model and Walds Maximin model?

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Answer-18: Info-Gap’s robustness model is a simple instance of Wald’s famous Maximin model (1945). That is, Info-Gap’s robustness model is a specific case of Wald’s famous Maximin model that can be obtained in a straightforward manner by instantiating the elements of the general Maximin model according to a simple recipe.