Is There a Royal Road to Robustness?

There is much confusion and misinformation about robustness among engineers. For example, many smart hard working and well educated engineers believe that there are decision rules and estimation algorithms that are more robust than Bayesian algorithms. In particular, some engineers think that fuzzy logics or Dempster-Shafer methods are more robust than Bayesian methods. We discuss a long list of standard methods to improve robustness, as well as a little known fact about the robustness of Bayesian algorithms.