Subjects

Statistical theory of decision making

Course: Systems and methods of decision making

Structural unit: Faculty of Computer Science and Cybernetics

Title

Statistical theory of decision making

Code

ОК.05

Module type

Обов’язкова дисципліна для ОП

Educational cycle

Second

Year of study when the component is delivered

2021/2022

Semester/trimester when the component is delivered

1 Semester

Number of ECTS credits allocated

Learning outcomes

The student must know the formulation of STDM tasks, definition of utility functions, risk functions. The student must know the methods of finding optimal solutions for observations. The student must know the elements of consistent analysis and Markov optimal solutions.

Form of study

Full-time form

Prerequisites and co-requisites

The student must know: basic concepts of mathematical analysis, algebra and geometry, differential equations, operations research, control theory, decision theory. The student must be able to solve typical problems from these courses.

Course content

Utility and risk functions. Optimal solutions for observations. Consistent solutions. Optimal rules of stopping. Optimal solutions for Markov sequences. Bellman's equation. Optimal solutions for Markov processes.

Recommended or required reading and other learning resources/tools

1. Nakonechny O.G. Optimal control and estimation in partial differential equations: A textbook. - Kyiv: VPC "Kyiv University", 2004. - 103 p. 2. De Groot M. Optimal statistical solutions. - Mir, 1974. - 492 p. 3. Gihman I.I., Skorokhod A.V. Managed random processes. - K.: Scientific Opinion, 1977. - 252 p. 4. French S., Insua D.R. Statistical Decision Theory. – London, Arnold, 2000. 5. Raiffa H., Schlacfer R. Applied Statistical Decision Theory. - New York, John Wiley and sons, 2000.

Planned learning activities and teaching methods

Lecture, independent study.

Assessment methods and criteria

Test, pass/fail examinations.

Language of instruction

ukrainian

Lecturers

This discipline is taught by the following teachers

Oleksandr G. Nakonechnyi

System analysis and decision making theory
Faculty of Computer Science and Cybernetics

Departments

The following departments are involved in teaching the above discipline

System analysis and decision making theory

Faculty of Computer Science and Cybernetics