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Decision Sciences Ph.D. Courses
Decision Sciences faculty regularly teach the following Ph.D. courses, most of them are currently offered once every two years.
BA 910, Bayesian Inference and Decision. Methods of Bayesian inference and statistical decision theory, with emphasis on the general approach of modeling inferential and decision-making problems as well as the development of specific procedures for certain classes of problems. Topics include subjective probability, evaluation and assessment of probabilities, Bayesian inference and prediction, comparisons with classical methods, value of information, sequential decision making, and Bayesian game theory. (Taught by Bob Winkler)
BA 911, Convex Optimization. This course provides an in-depth treatment of convex optimization, with a particular emphasis on duality. Linear programming is covered in detail, as well as problems over more general cones. Motivating applications from finance, operations, engineering, and economics are explored. (Taught by David Brown)
BA 912, Dynamic Programming and Optimal Control. This course covers the basic models and solution techniques for problems of sequential decision making under uncertainty. We introduce discrete and continues time models with finite and infinite planning horizon. Applications are drawn from economics, finance, operations and engineering. (Taught by Peng Sun)
BA 913, Choice Theory. This course deals with advanced topics in choice theory, with emphasis on rational choice and the interface between decision theory, game theory, theories of markets, and social choice theory. The goal is to acquaint students with historical developments as well as recent advances in choice theory and to equip students that can be used in a wide variety of social science applications. (Taught by Bob Nau)
Other seminars may be offered depending on faculty and student interest. Besides the courses offered by Decision Sciences faculty members, our PhD students also take a wide range of courses offered by other areas of the Fuqua School of Business and other departments of the University, such as Departments of Economics, Mathematics, Statistics, and Computer Science.