Skip to main content
Skip header
Close

Searching

Stochastic and fuzzy modelling of decision processes

Type of study Doctoral
Language of instruction Czech
Code 157-9983/01
Abbreviation SMEP
Course title Stochastic and fuzzy modelling of decision processes
Credits 10
Coordinating department Department of Systems Engineering and Informatics
Course coordinator prof. 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

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 .

Doporučená literatura

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 .


zpět na vyhledávání