Convex and Probabilistic Models of Uncertainty
The theory of probability is a prize flower in the garden of mathematics. Many of the most creative mathematicians have contributed to this theory, which is characterized by a subtle combination of intuition and analysis. The engineers acquired the theory of probability fairly recently from the scientists (who got it from aristocratic 17th century gamblers!) and have found it immensely useful. However, as we have seen in the previous chapters, probability is not the only mathematical tool with which we can quantify uncertainty. Robust reliability is derived from convex rather than probabilistic models of uncertainty.
KeywordsEntropy Fatigue Covariance Assure
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