Infopaket

Applied problems of decision theory

ДВС.1.02

Вибіркова дисципліна для ОП

Second

2021/2022

3 Semester

3

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.

Full-time form

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.  

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.

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.

Lectures, independent study.

Exam.

ukrainian