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Stochastic and fuzzy modelling of decision processes

Stochastic and fuzzy modelling of decision processes
157-9583/01
angličtina

Summary

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.

Literature

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 .

Advised literature

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 .


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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 doc. Mgr. Ing. František Zapletal, Ph.D.