Is it true that info-Gaps measure of robustness is a reinvention of the good old “stability radius”?
Answer-82: Sure is! The origins of the concept Radius of Stability apparently go back to the 1960s, to discussions on stability in numerical analysis (Wilf 1960, Milne and and Raynolds 1962). Thus, in Milne and Raynolds (1962, p. 67) we read the following: It is convenient to use the term “radius of stability of a formula” for the radius of the largest circle with center at the origin in the s-plane inside which the formula remains stable. Note that in the case of Info-Gap decision theory the “formula” is the performance constraint r(d,p) ≤ r*. In short, Info-Gap’s robustness model is a radius of stability model where the stability of the system is determined by the performance requirement r(d,p) ≤ r*. In any case, today concept “radius of stability” plays an important role in many fields such as applied mathematics, optimization theory, and control theory. For instance, as indicated by Paice and Wirth (1998, p. 289): Robustness analysis has played a prominent role in the theory of lin
