System Analysis and Decision Making

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System Analysis and Decision Making A1M16SIR
Credits 5
Semesters Winter
Completion Assessment + Examination
Language of teaching Czech
Extent of teaching 2+2c
Annotation
System approach and decision making, Decision models, Games theory, Decision making under uncertainty and risk, Decisions with multiple objectives, Stochastic programming, Expert systems.
Course outlines
1.Overview, system approach
2.Decision making - definitions, classification, scales
3.Theory of games - methods of solution, typical applications
4.Decision making under risk and uncertainty - methods, applications
5.Decision making under uncertainty - methods, applications
6.Multiobjective optimization - introduction, criteria weights
7.Discrete multiobjective tasks - basic methods, applications
8.Discrete multiobjective tasks - advanced methods
9.Multiobjective vector tasks - basic methods, applications
10.Multiobjective vector tasks - advanced methods
11.Stochastic programming - active and passive methods
12.Expert methods - methods, organization
13.Expert methods - evaluation
14.Manager's role in decision
Exercises outlines
1.Linear programming - overview
2.Decision making - typical tasks
3.Matrix games, methods of solution
4.Decision under risk and uncertainty, typical tasks, solution
5.Multiobjective optimization - typical tasks
6.Discrete multiobjective tasks - methods of solution
7.Goals definition and criteria
8.Multiobjective vector tasks - methods of solution
9.Case - multiobjective decision (team work)
10.Stochastic programming - methods of solution
11.Test
12.Expert methods - criteria weights
13.Expert methods - case (team work)
14.Software support for decision making
Literature
1.Ragsdale J.: Managerial Decision Modeling. Thomson 2006
2.Dennis, L.T., Dennis, B.L. Management Science. St. Paul: West Publishing company 1991
3.Slak N., Cooke S.: Making Management Decisions: Prentice Hall 1991
4.Lapin L. L.: Quantitative Methods for Business Decisions. The Diden Press 1994
Requirements
see: https://ekonom.feld.cvut.cz/cs/student/predmety/systemove-inzenyrstvi-a-rozhodovani
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