Modeling Moscow Institute of Physics and Technology
Лекция Statistics Methods for Decision Making
Main classical approaches for statistical decision making are given, namely, Wald analysis and quickest detection methods. Main theoretical tools of stochastic analysis, supporting proofs of the main theorems, are also given.
Structural diagnostics in technical, economical, and natural processes
Modeling and optimization of complex systems
Structural adaptive inference
Stochastic optimization and optimal stopping