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Decision Theory

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AACIMP 2010 Summer School lecture by Viktor Ivanenko. "Applied Mathematics" stream. "On the Models of Uncertainty in Decision and Control Problems" course. Part 2. More info at http://summerschool.ssa.org.ua

Text of Decision Theory

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2. 2 3. Microeconomic Theory: . 6 (), . 79 () 3 4. 1. ,,...,,,,,,, ,,, ,,, 2. 522 253 3454 5. 3. Gibsons choice 1000 1000 500500100100121 2 4. , , , , 5 6. : (.1, .3)(.2, .4) (Decision System): 513 2 4Control System? 6 7. 7 8. 1. c3uc c2 ~ c1 c4 u1 u2 2.~ c2 c1uc 2u11 ?8 9. M 1 ( Z1, I1 ) ((U , C , ( ),( I1u , u U )) ; M 2 ( Z 2 , I 2 ) ((,U , C , g ( , )), I 2 ) ;9 10. 10 11. 11 12. 12 13. 13 14. c2 c3c2c3 c1 c4c1 u1 u2u1u2 c1 c2 c1 c3 , c3 c2 , c1 c2CCC C ( M , C ) U ???1 u 1 2 u2 ( M , C ) n un14 15. 15 16. i c j L(i ) L(c j ) 16 17. 17 18. 18 19. 19 20. 20 21. 21 22. 22 23. 23 24. 24 25. 25 26. 26 27. 27 28. 28 29. 29 30. 30 31. 31 32. 32 33. 33

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