APP MTH 3020 - Stochastic Decision Theory III
Career: | Undergraduate |
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Units: | 3 |
Term: | 3920 |
Campus: | North Terrace |
Contact: | Up to 3 hours per week |
Available for Study Abroad and Exchange: | Yes |
Available for Non-Award Study: | No |
Pre-Requisite: | MATHS 2103 or APP MTH 3001 |
Assumed Knowledge: | Knowledge of linear programming such as would be obtained in APP MTH 2105 |
Assessment: | Ongoing assessment, exam |
Syllabus: |
People make decisions everyday: whether to take an umbrella to work; to take an available park for their car of continue to search for a better one; which of several possible methods to implement to attempt to save a species from extinction; and, which people in the population to give a vaccine to. All of these decisions are being made under uncertainty: there exists a certain chance of rain today; a certain chance all of the car parks are used; uncertainty about how many individuals of the species exist and how they will respond to each of the possible interventions; and, the actual dynamics of the infection and the uptake of the vaccine by the population. This course will focus on formulating problems of this type in a mathematical framework and provide methods for making the best decision possible taking into account the uncertainty. Topics covered are: stochastic linear programming - the extension of linear programming to account for uncertainty; Markov decision processes (MDP) and dynamic programming - the framework for solving problems in which the state of the process up to the time of decision is known but the behaviour of the process is governed by a Markov chain; Hidden Markov models, and Partially-observable MDPs - the extension of MDPs where we can only observe a `noisy' version of the state of the system. |
Course Fees
Study Abroad student tuition fees are available here
Only some Postgraduate Coursework programs are available as Commonwealth Supported. Please check your program for specific fee information.
The fees displayed below for international students are for students commencing a program in 2024 only. International students who commenced a program in 2023 or prior can find their fee here.
EFTSL | |||
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0.125 |
Course Outline
A Course Outline which includes Learning Outcomes, Learning Resources, Learning & Teaching for this course may be accessed here
Critical Dates
Term | Last Day to Add Online | Census Date | Last Day to WNF | Last Day to WF |
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3920 | Mon 12/08/2019 | Sat 31/08/2019 | Fri 20/09/2019 | Fri 01/11/2019 |
Class Details
Enrolment Class: Lecture | |||||||
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Class Nbr | Section | Size | Available | Dates | Days | Time | Location |
24145 | LE01 | 45 | 17 | 30 Jul - 17 Sep | Tuesday | 3pm - 4pm | Engineering Sth, S111, Teaching Room |
31 Jul - 18 Sep | Wednesday | 12pm - 1pm | Lower Napier, LG29, Lecture Theatre | ||||
2 Aug - 20 Sep | Friday | 10am - 11am | Benham, G10, Benham Lecture Theatre | ||||
8 Oct - 29 Oct | Tuesday | 3pm - 4pm | Engineering Sth, S111, Teaching Room | ||||
9 Oct - 30 Oct | Wednesday | 12pm - 1pm | Lower Napier, LG29, Lecture Theatre | ||||
11 Oct - 1 Nov | Friday | 10am - 11am | Benham, G10, Benham Lecture Theatre |