What is the fundamental flaw in Info-Gaps uncertainty model?
Answer-15: The fundamental flaw in Info-Gap’s uncertainty model is that its regions of uncertainty, namely the sets U(α,û), α≥0, are, as matter of principle, unable to properly represent all the relevant subsets of the complete region of uncertainty U. To illustrate, consider the case where the complete region of uncertainty is the real line, namely U=(-∞,∞), and the estimate is û=0. In this case the region U(α,û) would be an interval say, U(α,û) =[a(α),b(α)], containing û=0, whose end points depend on α. The trouble here is that such a scheme is unable to generate a subset of U=(-∞,∞) that is not a continuous interval of the real line containing the origin û=0. For example, suppose that U(α,û)=[-α,α]. Then this scheme cannot generate a subset of U such as the union of the intervals [-1,1], [300,768], and [10000,∞). The point of course is that such sets may represent intervals on which a given decision satisfies the performance constraint. So, the fact that Info-Gap’s analysis is unabl
