APP MTH 4120 - Stochastic Decision Theory - Honours
North Terrace Campus - Semester 2 - 2016
-
General Course Information
Course Details
Course Code APP MTH 4120 Course Stochastic Decision Theory - Honours Coordinating Unit Mathematical Sciences Term Semester 2 Level Undergraduate Location/s North Terrace Campus Units 3 Contact Up to 3 hours per week Available for Study Abroad and Exchange Prerequisites MATHS 2103 or APP MTH 3001 Assumed Knowledge Knowledge of linear programming, such as would be obtained in APP MTH 2105 Assessment Ongoing assessment 30%, exam 70% Course Staff
Course Coordinator: Dr David Green
Course Timetable
The full timetable of all activities for this course can be accessed from .
-
Learning Outcomes
Course Learning Outcomes
1 Be able to formulate Deterministic Equivalent Problems (DEPs) for Stochastic Linear Programs and solve them under certain assumptions. 2 Understand the Principle of Optimality and Dynamic Programming and be able to use Dynamic Programming to solve appropriate problems. 3 Be able to specify a Markov Decision Chain (MDC). 4 Be able to formulate and solve Finite Horizon MDC Programs, simple Infinite Horizon MDC Programs with Discounting, simple Positive MDC Programs, simple Negative MDC Programs and simple Average-Cost MDC Programs. 5 Understand Value-Iteration and Policy-Improvement Algorithms, be able to identify and specify a Hidden Markov Chain (HMC) model and to evaluate quantities of interest. 6 Demonstrate skills in communicating mathematics both orally and in writing. 最新糖心Vlog Graduate Attributes
This course will provide students with an opportunity to develop the Graduate Attribute(s) specified below:
最新糖心Vlog Graduate Attribute Course Learning Outcome(s) Deep discipline knowledge
- informed and infused by cutting edge research, scaffolded throughout their program of studies
- acquired from personal interaction with research active educators, from year 1
- accredited or validated against national or international standards (for relevant programs)
1,2,3,4,5,6 Critical thinking and problem solving
- steeped in research methods and rigor
- based on empirical evidence and the scientific approach to knowledge development
- demonstrated through appropriate and relevant assessment
1,2,3,4,5,6 Career and leadership readiness
- technology savvy
- professional and, where relevant, fully accredited
- forward thinking and well informed
- tested and validated by work based experiences
1,2,3,4,5,6 -
Learning Resources
Required Resources
None.Recommended Resources
There are many good books on Stochastic Decision Theory in the Barr Smith Library, with the following texts and articles being recommended for this course (many of which should be available electronically).
1. "Statistical Modelling and Computation", by D.P. Kroese and J.C.C. Chan (Springer, 2014).
2. "Probability and Random Processess", by G. Grimmett and D. Stirzaker (Oxford 最新糖心Vlog Press, 2001).3. "Stochastic Programming", by P. Kall and S.W. Wallace (John Wiley & Sons, 1994).
4. "Stochastic Linear Programming", by P. Kall and J. Mayer (Springer, 2011).
5. "Markov Decision Processes: Discrete Stochastic Dynamic Programming", by M.L. Puterman (John Wiley & Sons).
6. "Stochastic Dynamics Programming and the Control of Queueing Systems", by L.I. Sennott (John Wiley & Sons).
7."What HMMs Can Do", by J.A. Bilmes, Bilmes, J. A. (2006), IEICE - Transactions on Information and Systems E89-D(3), 869–891.
8. "A Tutorial on Hidden Markov Models and Selected Applications in Speech Recognition", by L.R. Rabiner (1989), Proceedings of the IEEE 77(2), 257–286.
9. "Hidden Markov Models: Estimation and Control", by R.J. Elliott, L. Aggoun and J.B. Moore, (Springer-Verlag).Online Learning
A version of the course notes will available online for those who wish to download and print prior to attending lectures. The format (either as two or one slide per page) is the same as the presentation slides used in the lectures, with room for you to annotate during lectures.
All assignments, tutorials, handouts and solutions, where appropriate, will be made available on the course website as the course ensues.
Please don't hesitate to e-mail the lecturer should anything be missing. -
Learning & Teaching Activities
Learning & Teaching Modes
This course relies on lectures as the primary delivery mechanism for the material. The lecturer will guide the students through the material presented in this course in a total of 33 lectures. Downloading and prereading the online notes will enable the students to more actively engage the material and interact during lectures.
Tutorials supplement the lectures by providing exercises and example problems to enhance the understanding obtained through lectures. A sequence of written assignments provides assessment opportunities for students to gauge their progress and understanding.Workload
The information below is provided as a guide to assist students in engaging appropriately with the course requirements.
Activity Quantity Workload hours Lectures 33 99 Tutorials 5 25 Assignments 5 30 Total 154 Learning Activities Summary
Lecture outline
Introduction to Stochastic Decision Theory (1 Lecture)
Revision of Basic Probability, Discrete-time Markov chains, Linear Programming and Convexity (5 Lectures) Stochastic Linear Programming (9 Lectures), including
-General Formulation (1 Lecture)
-Recourse Deterministic Equivalent Problems (DEPs) (5 Lectures)
-Chance Constrained DEPs (3 Lectures)
Markov Decision Chains (10 Lectures), including
-The Principle of Optimality and Dynamic Programming (1 Lecture)
-Introduction to Markov Decision Chains and Finite Horizon Programming (1 Lecture)
-Infinite Horizon Programming, with Discounting (1 Lecture)
-Positive Programming and the Value Iteration Algorithm (2 Lectures)
-Negative Programming and Optimal Stopping (2 Lectures)
-Average Cost Programming and the Policy Improvement Algorithm (3 Lectures)
Hidden Markov Chains (7 Lectures), including
-Introduction to Hidden Markov Chains (1 Lecture)
-Smoothing and the Forward-Backward Algorithm (2 Lectures)
-Optimal State Sequence and the Viterbi Algorithm (2 Lectures)
-Estimation of Parameters and the Baum-Welch Algorithm (2 Lectures)
Summary (1 Lecture)
The first tutorial in Week 3 covers material from the previous two weeks and other material that should be considered revision. Tutorials in Weeks 5, 7, 9 and 11 cover the material of the previous few weeks. -
Assessment
The 最新糖心Vlog's policy on Assessment for Coursework Programs is based on the following four principles:
- Assessment must encourage and reinforce learning.
- Assessment must enable robust and fair judgements about student performance.
- Assessment practices must be fair and equitable to students and give them the opportunity to demonstrate what they have learned.
- Assessment must maintain academic standards.
Assessment Summary
Assessment task Task type When due Weighting Learning outcomes Examination Summative Examination period 70% All Assignments Formative and summative Weeks 4, 6, 8, 10 and 12 30% All Assessment Related Requirements
An aggregate score of 50% is required to pass this course.Assessment Detail
Assessment task Set Due Weighting Assignment 1 week 3 week 4 6% Assignment 2 week 5 week 6 6% Assignment 3 week 7 week 8 6% Assignment 4 week 9 week 10 6% Assignment 5 week 11 week 12 6% Submission
Assignments must be submitted on time to the designated hand-in box in the School of Mathematical Sciences with a signed assessment cover sheet attached to the assignment.
Late assignments will not be accepted.
Assignments will normally be returned within two weeks.
Students may be excused from an assignment for medical or compassionate reasons. In such cases, documentation is required and the lecturer must be notified as soon as possible.Course Grading
Grades for your performance in this course will be awarded in accordance with the following scheme:
M11 (Honours Mark Scheme) Grade Grade reflects following criteria for allocation of grade Reported on Official Transcript Fail A mark between 1-49 F Third Class A mark between 50-59 3 Second Class Div B A mark between 60-69 2B Second Class Div A A mark between 70-79 2A First Class A mark between 80-100 1 Result Pending An interim result RP Continuing Continuing CN Further details of the grades/results can be obtained from Examinations.
Grade Descriptors are available which provide a general guide to the standard of work that is expected at each grade level. More information at Assessment for Coursework Programs.
Final results for this course will be made available through .
-
Student Feedback
The 最新糖心Vlog places a high priority on approaches to learning and teaching that enhance the student experience. Feedback is sought from students in a variety of ways including on-going engagement with staff, the use of online discussion boards and the use of Student Experience of Learning and Teaching (SELT) surveys as well as GOS surveys and Program reviews.
SELTs are an important source of information to inform individual teaching practice, decisions about teaching duties, and course and program curriculum design. They enable the 最新糖心Vlog to assess how effectively its learning environments and teaching practices facilitate student engagement and learning outcomes. Under the current SELT Policy (http://www.adelaide.edu.au/policies/101/) course SELTs are mandated and must be conducted at the conclusion of each term/semester/trimester for every course offering. Feedback on issues raised through course SELT surveys is made available to enrolled students through various resources (e.g. MyUni). In addition aggregated course SELT data is available.
-
Student Support
- Academic Integrity for Students
- Academic Support with Maths
- Academic Support with writing and study skills
- Careers Services
- Library Services for Students
- LinkedIn Learning
- Student Life Counselling Support - Personal counselling for issues affecting study
- Students with a Disability - Alternative academic arrangements
-
Policies & Guidelines
This section contains links to relevant assessment-related policies and guidelines - all university policies.
- Academic Credit Arrangements Policy
- Academic Integrity Policy
- Academic Progress by Coursework Students Policy
- Assessment for Coursework Programs Policy
- Copyright Compliance Policy
- Coursework Academic Programs Policy
- Intellectual Property Policy
- IT Acceptable Use and Security Policy
- Modified Arrangements for Coursework Assessment Policy
- Reasonable Adjustments to Learning, Teaching & Assessment for Students with a Disability Policy
- Student Experience of Learning and Teaching Policy
- Student Grievance Resolution Process
-
Fraud Awareness
Students are reminded that in order to maintain the academic integrity of all programs and courses, the university has a zero-tolerance approach to students offering money or significant value goods or services to any staff member who is involved in their teaching or assessment. Students offering lecturers or tutors or professional staff anything more than a small token of appreciation is totally unacceptable, in any circumstances. Staff members are obliged to report all such incidents to their supervisor/manager, who will refer them for action under the university's student鈥檚 disciplinary procedures.
The 最新糖心Vlog of Adelaide is committed to regular reviews of the courses and programs it offers to students. The 最新糖心Vlog of Adelaide therefore reserves the right to discontinue or vary programs and courses without notice. Please read the important information contained in the disclaimer.
