Современные методы принятия решений: интегрированный подход

2026/2027

Статус: Маго-лего

Кто читает: Международная лаборатория прикладного сетевого анализа

Где читается: Факультет социальных наук

Охват аудитории: для своего кампуса

Преподаватели: Петров Илья Владимирович

Язык: русский

Кредиты: 6

Контактные часы: 40

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Аннотация

This course is a required foundational course for masters’ students in applied statistics and data analytics program, designed to familiarize them with the most recent developments in interdisciplinary decision sciences. This course covers many approaches to solving real-life problems from the mathematical point of view – in other words, we are using available mathematical tools to make good decisions. Various optimization techniques are surveyed with an emphasis on the why and how of these types of models as opposed to a detailed theoretical approach. Students develop optimization models which relate to their areas of interest. Spread-sheets are used extensively to accomplish the mathematical manipulations. Emphasis is placed on input requirements and interpretation of results.

Цель освоения дисциплины

The course aims to develop students’ ability to formulate, analyze, and critically evaluate decision problems using mathematical and computational models. It provides an integrated introduction to individual and collective choice, optimization, strategic interaction, networks, welfare analysis, and mechanism design. Particular attention is paid to the assumptions underlying models, the interpretation of their results, and the use of analytical tools to compare outcomes and evaluate alternative policy options.

Планируемые результаты обучения

Implement a computational analysis of a selected decision model in R or Python and communicate its assumptions, results, and limitations.
Explain how individual decision problems can be represented and discuss how formal models of rational choice relate to uncertainty and observed behavior.
Compare basic voting and aggregation procedures and explain why collective choice may produce cycles, manipulation, or impossibility results.
Explain how strategic interdependence changes a decision problem and use basic game-theoretic concepts to discuss possible outcomes.
Distinguish between different roles of networks in decision models, including networks as structures of interaction and as outcomes of agents’ decisions.
Explain how the consequences of individual and strategic decisions can be evaluated and why individually reasonable choices may not lead to collectively desirable outcomes.
Explain how network models can be used to compare selected policies and interpret basic identification issues associated with peer effects, treatment or outcome spillovers.
Explain how mathematical models can be used to study decision problems using numerical methods and recognize common classes of optimization problems.

Содержание учебной дисциплины

1. Decision sciences: overview and introduction
2. Decision theory: single decision maker
3. Social choice theory: collective decision making
4. Mathematical and numerical modelling techniques. Optimization
5. Game theory: multiple agents with different objectives
6. Decisions in networks
7. Consequences of decisions
8. Mechanism design: engineering approach to economic theory
9. Social planner in networks
10. Seminar and project presentations

Элементы контроля

Final project
The final project asks students to investigate a selected decision-making model through a well-defined analytical or computational problem. Students should justify their modelling choices, carry out the analysis, and compare relevant outcomes or scenarios. The final submission should explain what the results show and discuss the scope and limitations of the proposed approach.
Test 1: Individual and Collective Decisions
Test 2: Mathematical Modelling, Optimization and Strategic Interaction

Промежуточная аттестация

2026/2027 4th module
0.6 * Final project + 0.2 * Test 1: Individual and Collective Decisions + 0.2 * Test 2: Mathematical Modelling, Optimization and Strategic Interaction

Список литературы

Авторы

Петров Илья Владимирович

Программа дисциплины