Contents

1 Introduction

2 Decision Making under Uncertainty  
2.1 Engineering Design and Control  
2.2 Stochastic Optimization in Statistics and Machine Learning  
2.3 Other Application Areas  
2.4 Measures of Risk  
2.5 Connections with Utility Theory  

3 Super quantiles

4 Risk and Regret

5 Error and Deviation

6 Duality Theory

7 Additional Examples