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Stochastic and fuzzy modelling of decision processes

Stochastic and fuzzy modelling of decision processes
157-9983/01
čeština

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

CARLSSON, Ch.; FULLER, R. 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 .

WEN, Meilin. Uncertain Data Envelopment Analysis. Springer, 2015. ISBN 978-3-662-43802-2 .

Advised literature

CARLSSON, Ch.; FULLER, R. 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 .

WEN, Meilin. Uncertain Data Envelopment Analysis. Springer, 2015. ISBN 978-3-662-43802-2 .


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Language of instruction čeština
Code 157-9983
Abbreviation SMEP
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.