University Course Planner The University of Adelaide Australia

APP MTH 4120 - Stochastic Decision Theory - Honours

Career: Undergraduate
Units: 3
Term: 3920
Campus: North Terrace
Contact: Up to 3 hours per week
Restriction: Honours students only
Available for Study Abroad and Exchange:
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

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Student Status

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Commonwealth supported
Full fee paying

Study Level

Undergraduate
Postgraduate Coursework
Non Award

Program of Study

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Units
EFTSL
Amount
3
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
3920 Mon 12/08/2019 Sat 31/08/2019 Fri 20/09/2019 Fri 01/11/2019


Class Details

Enrolment Class: Lecture
Class Nbr Section Size Available Dates Days Time Location
21633 LE01 5 5 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