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Stochastic and fuzzy modelling of decision processes

Type of study Doctoral
Language of instruction English
Code 157-9583/01
Abbreviation SMEPe
Course title Stochastic and fuzzy modelling of decision processes
Credits 10
Coordinating department Department of Systems Engineering and Informatics
Course coordinator doc. Mgr. Ing. František Zapletal, Ph.D.

Osnova předmětu

1. Different types of uncertainty and their description.
2. Risk and uncertainty in different parts of the decision process.
3. Use of quantitative input data - how to involve random variables into the decision-making process.
4. Use of qualitative uncertain data - qualitative linguistic scales.
5. Pair-wise comparison with uncertain data and its consistency check.
6. Advantages and disadvantages of deterministic/random/fuzzy evaluations and their interpretation (defuzzification, possibility and necessity measures, stochastic dominance, etc.).
7. Missing data in a decision matrix.
8. Selected algorithms for weights evaluation based on uncertain input data.
9. Selected algorithms for alternatives evaluation under uncertain performances (fuzzy-PROMETHEE, fuzzy-AHP, fuzzy-TOPSIS. etc.).
10. Selected algorithms for efficiency evaluation under risk and uncertainty (fuzzy-DEA, stochastic DEA, Fuzzy-PROMETHEE V, etc.).

E-learning

Students learn from the recommended and obligatory literature sources and from the performed state-of-the-art analysis.
Regular consultations with the lecturer are strongly recommended.

Povinná literatura

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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