CHAVAS, Jean P. Risk Analysis in Theory and Practice, Academic Press Advanced Finance, 2004. ISBN 9780121706210 .
SKALNA, Iwona a kolektiv. Advances in Fuzzy Decision Making: Theory and Practice. Springer, 2015. ISBN 978-3-319-26494-3 .
KAHRAMAN, Cengiz a kolektiv. Fuzzy Multi-Criteria Decision Making, Springer, 2008. ISBN 978-0-387-76813-7 .
Stochastic and fuzzy modelling of decision processes
| Language of instruction | angličtina |
|---|---|
| Code | 157-9583 |
| Abbreviation | SMEPe |
| Course title | Stochastic and fuzzy modelling of decision processes |
| Coordinating department | Department of Systems Engineering and Informatics |
| Course coordinator | prof. Mgr. Ing. František Zapletal, Ph.D. |
Anotace
Students will be able to choose a suitable approach how to model risk or uncertainty and how to build the corresponding mathematical model. Students will learn especially algorithms of multi-criteria decision making with uncertain or random input data, or with missing data.
Povinná literatura
Doporučená literatura
CARLSSON, Christer a Robert FULLER. Fuzzy Reasoning in Decision Making and Optimization, Springer, 2002. ISBN 3790814288 .
KULKARNI, V. G. Introduction to modeling and analysis of stochastic systems, Springer, 2010. ISBN 1461427355 .
LEVY, Haim. Stochastic Dominance. Springer, 2015. ISBN 3319217070 .
KULKARNI, V. G. Introduction to modeling and analysis of stochastic systems, Springer, 2010. ISBN 1461427355 .
LEVY, Haim. Stochastic Dominance. Springer, 2015. ISBN 3319217070 .