Marco Claudio Campi (U. Brescia): Risk and complexity: a new theory to control uncetainty

Decisions are based on past experience but they are applied to future cases. In this talk, we shall
study fundamental links between risk and complexity in data-driven decision-making. In particular, we present
a new theory to rigorously judge the probability that a decision based on experience will under-perform in new
situations. The generality of this approach makes it useful across a variety of fields, including control, finance and
medical applications and examples will be provided to highlight its versatility.