Decision Making Under Uncertainty
Graduate course, Texas A&M University, Department of Industrial and Systems Engineering, 2022
Teaching Assistant 2022 Fall, 2023 Fall
This course introduces principles of decision making under uncertainty from both a prescriptive (i.e. how to choose a course of action ?) and a descriptive standpoint (i.e. why a given course of action was chosen ?). The course material includes: axiomatic representation of preferences and expected utility models, attitudes towards risk, different sources of bias (e.g. framing, confirmation, loss aversion), introduction to Bayesian inference and learning.