Applied problems of decision theory
Course: Systems and methods of decision making
Structural unit: Faculty of Computer Science and Cybernetics
Title
Applied problems of decision theory
Code
ДВС.1.02
Module type
Вибіркова дисципліна для ОП
Educational cycle
Second
Year of study when the component is delivered
2023/2024
Semester/trimester when the component is delivered
3 Semester
Number of ECTS credits allocated
3
Learning outcomes
The student must know how to set tasks for decision-making in conflict situations for dynamic systems. The student must know the advantages and disadvantages of Nash and Berge equilibria, active equilibria for dynamic systems. The student must know the necessary conditions for finding balance. The student must be able to use methods of conflict decision-making to solve practical problems.
Form of study
Full-time form
Prerequisites and co-requisites
The student must know the formulations and methods of decision theory, optimization methods, basics of optimal control theory, methods of solving linear differential equations, elements of the theory of random processes.
Course content
Examples of conflict decision problems for dynamic systems. Equilibrium of Nash, Berge, active equilibria. Necessary conditions for the existence of equilibria. Conflict decision-making in conditions of risk and uncertainty. Finding optimal solutions to conflict situations when solving practical problems.
Recommended or required reading and other learning resources/tools
1. Beiko I.V., Zinko P.M., Nakonechnyi O.G. Problems, methods and algorithms of optimization. - K.: VPC "Kyiv University", 2012. - 799 p.
2. Nakonechny O.G., Shevchuk Y.M. Nonlinear problems of population dynamics and their application. - K.: VPC "Kyiv University", 2020. - 189 p.
3. Zhukovsky V.I., Chikry A.A. Linear-quadratic differential games. - K.: Scientific Opinion, 1994. - 320 p.
4. Zhukovsky V.I. Conflicts and risks. - M .: RosZITLP, 2007.
5. Gihman I.I., Skorokhod A.V. Introduction to the theory of random processes. - M., 1977. - 568 p.
6. Etner J., Jeleva M., Tallon J.-M. Decision theory under uncertainties, 2009. - 50 р.
7. Gorelik V.A., Kononenko A.F. Theoretical game models of decision making in ecological and economic systems. - M .: Radio and communication, 1982. - 144 p.
8. Nakonechny O.G. Optimal control and estimation in partial differential equations: A textbook. - K .: VPC "Kyiv University", 2004. - 103 p.
Planned learning activities and teaching methods
Lectures, independent study.
Assessment methods and criteria
Exam.
Language of instruction
ukrainian
Lecturers
This discipline is taught by the following teachers
Departments
The following departments are involved in teaching the above discipline