Annual Report 2008.pdf - SAMSI

This project focuses on computational issues for finding a nondominated solution in a
collaborative framework (eg, two countries collaborating for managing risks by sharing
resources to mitigate terrorist attacks or natural disasters), Nash equilibria in adversarial settings
and prescriptive recommendations based on a Bayesian/Game theoretic analysis of adversarial
actions (following our framework proposed in our first project).
Publications, Submissions, Work in Preparation
1. Paper submitted to Decision Analysis: “Supporting group decisions over influence
diagrams”
2. Paper in preparation: “Computations in adversarial risks”
Working Group II Service Sector Risk
Research Areas
Reduced order model for Bayeisan Risk Analysis
Collaborators & Mentors: Mircea Girgoriu, Haipeng Shen, David Rios
Exploration of the relevance of reduced order models in Bayesian risk analysis with application
in three important models: continuous time Markov chain based reliability models, discrete event
simulation analysis of queuing models and Value at Risk models. Numerical experiments are
being undertaken.
Publications, Submissions, Work in Preparation
3. Paper in Preparation: “Reduced order model for Bayesian Risk Analysis”
Bayesian Discrete Event Simulation
Collaborator & Mentor: Mircea Girgoriu, Haipeng Shen, David Rios
Application of a Bayesian approach in discrete event simulation techniques for measuring
services risk performance.
Publications, Submissions, Work in Preparation
4. Paper in Preparation: “Bayesian discrete event simulation”
Elaine Spiller (Random Media)
Activity Report
Workshops Attended:
Risk Analysis, Extreme Events and Decision Theory Opening Workshop
Random Media Opening Workshop
Postdoc-Grad Student Seminar Presentations:
1. “Models for volcano avalanches. Constructing risk maps for pyroclastic flows: using
simulations and data to predict rare events ”, 25 October 2007.
Undergraduate Workshop – Participation:
SAMSI Two-Day Undergraduate Workshop
Presentation: “Models of volcano avalanches: Constructing a risk map for pyroclastic flows,” 9-
10 November 2007.
Working Group I Stochastic PDEs
Special Tasks: webmaster, coordinator
Presentations: