GDRR 2011 - Second Symposium on
GAMES AND DECISIONS IN RELIABILITY AND RISK
Hotel Villa Carlotta, Belgirate (VB), Italy
May, 19-21, 2011
Thursday 19/5
9.00-18.00 Registration
9.30-11.00 Marco LiCalzi
Tutorial on Game Theory
11.00-12.30 David Rios Insua
Tutorial on Decision Analysis
12.30-13.30 Lunch
Session 1. Chair: Refik Soyer
14.00-14.40 Fabio Trojani(*) and Ilaria Piatti
Predictable Risks and Predictive Regression in Present-Value Models
14.40-15.20 Miguel Lejeune
Game Theoretical Approach for Reliable Enhanced Indexation
15.20-16.00 Nicholas G. Polson(*) and Morten Sorensen
A Simulation-based Approach to Stochastic Dynamic Programming
16.00-16.25 Coffee Break
Session 2. Chair: Antonio Pievatolo
16.25-16.45 Philippe Delquié(*) and Alessandra Cillo
Portfolio Selection with Enhanced Behavioral Features
16.45-17.05 Marco Maggis(*) and Marco Frittelli
Complete Duality for Quasiconvex Dynamic Risk Measures
17.05-17.25 Roberto Monte(*) and Sara Massotti
Inefficient Stock Prices and Stock Market Anomalies under Rational Expectations
17.25-17.45 Paola Vicard(*), Julia Mortera and Cecilia Vergani
Object-Oriented Bayesian Networks for Solving Symmetric Repeated Games
17.45-18.00 Debarun Bhattacharjya(*) and Ali Abbas
Normative Executive-Manager Incentive Plans with Multiple Target Ranges
18.00-18.20 Silvia Deandrea(*), Eva Negri and Fabrizio Ruggeri
Using Bayesian informative priors for decision making: the case of the risk/benefit
assessment of benzodiazepines and antiepileptics prescription in older people
18.20-18.40 Francesca Ieva(*), Alessandra Guglielmi, Anna Maria Paganoni and Fabrizio Ruggeri
Provider Profiling for Supporting Decision Makers in Coronary Patient Care
20.00-22.00 Welcome buffet at Hotel Villa Carlotta
Friday 20/5
Session 3. Chair: Fahimah Al-Awadhi
9.00- 9.40 Simon French
Expert Judgement, Meta-Analysis and Participatory Risk Analysis
9.40-10.20 Massimo Marinacci(*) and Itzhak Gilboa
Ambiguity and the Bayesian Paradigm
10.20-11.00 David Rios Insua
Bayesian Analysis for semi-Markov Processes with Applications to Reliability and Maintenance
11.00-11.25 Coffee Break
Session 4. Chair: Julia Mortera
11.25-11.45 Josep Freixas(*) and Montserrat Pons
Structural Importance Measures in Reliability Systems and Power Indices for Simple Games
11.45-12.05 Yigal Gerchak(*) and Yaniv Mordecai
Strategy-Proof Method for Group Assessment of Probability Distributions in Risk Analysis
12.05-12.25 Serguei Kaniovski(*) and Alexander Zaigraev
Exact Bounds on the Probability of at Least k Successes in n Exchangeable Bernoulli Trials
as a Function of Correlation Coefficients
12.25-12.45 Tapan K. Nayak(*) and Haojin Zhou
Equivariant Statistical Prediction: A General Framework and Some New Results
12.45-13.45 Lunch
14.00-17.30 Boat Trip
17.30-18.00 Coffee Break
Session 5. Chair: Anna Maria Paganoni
18.00-18.20 Ji Hwan Cha
Decision Problems in Burn-in for Heterogeneous Populations
18.20-18.40 Alireza Daneshkhah(*) and Tim Bedford
Sensitivity Analysis of the System Availability and Reliability: an Emulator-Based Method
18.40-19.00 Alfonso Mateos(*), Antonio Jimenez and Hector J. Pichardo
Risk Assessment on the National Railway System of Spain
19.00-19.20 Michele Scuotto(*), Pasquale di Tommaso, Massimiliano Giorgio and Alfredo Testa
Operational Availability Evaluation of Complex Systems with Non Exponential Downtimes
19.20-19.35 Shariefuddin Pirzada(*) and Muhammad Ali Khan
Clusterability of Portfolio Signed Graphs
19.35-19.50 Ahmad Izhar
Optimality Conditions and Duality in Nondifferentiable Multiobjective Programming
20.15-23.00 Farewell Dinner at Hotel Milano
Saturday 21/5
Session 6. Chair: Peter Clifford
9.00- 9.40 Marco LiCalzi(*) and Oktay Surucu
The power of diversity over large solution spaces
9.40-10.20 Robert Nau
Imprecise Probabilities in Non-cooperative Games
10.20-11.00 Jim Q. Smith(*) and Lorraine Dodd
On Command and Control Management of Autonomous Agents facing Conflicting Objectives
11.00-11.25 Coffee Break
Session 7. Chair: Alessandra Guglielmi
11.25-11.40 Debarun Bhattacharjya(*) and Ross Shachter
Solving Asymmetric Decision Problems with Decision Circuits
11.40-12.00 Monica Oliveira(*), Carlos Bana e Costa and Mafalda Figueiredo
Improving Probability Impact Diagram Matrices using Multiple Criteria Decision Analysis Tools
12.00-12.20 Krzysztof Kolowrocki(*) and Joanna Soszynska
Integrated Safety and Reliability Decision Support System
12.20-12.40 Joanna Soszynska(*) and Krzysztof Kolowrocki
Integrated Safety and Reliability Decision Support System Applications in Maritime and Port Transport
12.40-13.00 Jesus Rios(*), David Rios Insua and Juan Carlos Sevillano
Managing Adversarial Risks: The Somali Pirates Case
13.00-13.50 Lunch
Session 8. Chair: Bruno Betrò
14.00-14.40 Sujit Sahu
On Assessing the Probability of Exceedance of Secondary Ozone Air Quality Standards
14.40-15.20 Renata Rotondi
Bayesian Inference in Seismic Risk Analysis: Nonparametric Estimation of Earthquake Recurrence Time Density
15.20-16.00 Robert Wolpert
Hazard Assessment for Pyroclastic Flows
16.00-16.30 Coffee Break
Session 9. Chair: Fabrizio Ruggeri
16.30-17.10 Sophie Mercier
Bivariate Subordinators as Wear Processes in Reliability, with Application to Preventive Maintenance
17.10-17.50 Nozer Singpurwalla
The Stochastics of Diagnostic and Threat Detection Tests
17.50-18.30 Fabio L. Spizzichino(*) and Rachele Foschi
The Burn-in Problem and Related Aspects of Ageing and Risk Aversion