Substantive-methodological concept of the formation of a special course on Markov processes applications

Abstract

The concept of the formation of a special course on economic applications of Markov processes for students of economic universities is proposed. Methodical recommendations are given for teaching such a discipline, introducing students to the applied aspects of the mathematical theory of Markov processes. On the basis of many years of generalized experience in teaching the discipline in REU, the structure of the course construction, its relationship with other disciplines is described. The goals and objectives of the discipline are formulated. A detailed description of the topics under consideration is given and concrete examples of characteristic problems having both a theoretical and a computational focus are proposed. An algorithm for the implementation and control of students' independent work is proposed. Samples of individual analytical work are shown. Criteria for assessing the knowledge of students are formulated, a list of theoretical questions of the final certification is given. The practical orientation of illustrative examples even with serious theoretical foundations allows students to be interested in a wide range of areas of study. The developed approach allows expanding the professional and general cultural competencies of students aimed at the application of mathematical methods of analysis in economic applications, and also forms a scientific worldview and helps establish causal relationships in applied research. The practice of teaching a discipline in REU in the form of an elective discipline has shown its relevance by students and has consistently demonstrated interest in the tasks of this direction. Computer support for training significantly complements the methods of independent work of students, diversifies it, develops the skills of modern work with data, saves time and makes you interested in quickly getting results.