Methods of solving mathematical programming problems and statistical decision-making problems (pattern recognition problems) are presented. Algorithms allowing to take into account the influence of errors of all random variables appearing in the problem (confluent analysis) are considered. Theoretical material is available to persons who speak mathematics in the scope of the technical university program; real examples are considered, for example, identification of earthquakes and weak explosions based on the results of seismic observations, identification of aircraft, the task of appointments, maximizing production output, etc. The textbook was created on the basis of lectures and practical classes for students of MSTU named after N.E. Bauman. For students of technical universities, specialists involved in decision-making tasks, as well as students of courses of the system of additional professional education who study such tasks.