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Lecturer(s)
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Pavlačka Ondřej, RNDr. Ph.D.
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Bebčáková Iveta, Mgr. Ph.D.
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Course content
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1. General mathematical model of decision situation and its special cases. 2. Multicriteria decision making on a finite set of variants a. stages of the decision-making process, b. decision criteria, their classification, analysis of a set of criteria, independence of criteria. Types of evaluation, c. weights of criteria, their interpretation and selected methods of their determination, d. selected mathematical methods of variant evaluation (MINIMAX, MAXIMAX, Hurwitz rule, OWA, lexicographic order method and its modification, universal standardization method, method of partial goals, AHP). 3. Decision making in risk conditions: a. General formulation of the task, basic concepts, risk management, b. Risk analysis? selected methods for determining the probability distribution of criterion values (Method Monte Carlo, probability trees). c. One-criteria risk decision-making (Decision matrices, risk decision-making rules, multi-stage decision-making processes, decision trees), d. Multicriteria decision making in risk conditions - generalized decision matrices, Saaty's AHP. 4. Game theory. a. General formulation of the task, game in normal form. Antagonistic conflict between two players, matrix games. b. Non-antagonistic conflict of two players, double matrix games. c. Conflicts with more decision-makers. 5. Multicriteria optimization: General formulation of the problem. Basic concepts and principles. A set of effective variants.
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Learning activities and teaching methods
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Lecture, Dialogic Lecture (Discussion, Dialog, Brainstorming)
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Learning outcomes
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Understand the basics of the theory of multicriteria evaluation and risk decision making. Master the appropriate mathematical methods.
Understanding. Understand the basics of the theory of multicriteria evaluation and risk decision making. Master the appropriate mathematical methods.
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Prerequisites
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Knowledge of basic concepts of probability theory.
KMA/PST
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Assessment methods and criteria
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Seminar Work
Semester project and its presentation.
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Recommended literature
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C. L. Hwang, K. Yoon. (1980). Multiple Attribute Decision Making. Springer-Verlag Berlin, Heidelberg, New York.
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Dlouhý, M., Fiala, P. (2015). Teorie ekonomických a politických her. Praha, Oeconomica.
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F. S. Hillier, G. J. Lieberman. (2001). Introduction to operations research, 7th edition. New York.
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I. Gros. (2003). Kvantitativní metody v manažerském rozhodování. Grada.
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J. Fotr, J. Dědina, H. Hrůzová. (2000). Manažerské rozhodování. Ekopress, Praha.
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J. Fotr, M. Píšek. (1986). Exaktní metody ekonomického rozhodování. Academia, Praha.
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J. Ramík. (1999). Vícekriteriální rozhodování - analytický hierarchický proces (AHP). OPF SU, Karviná.
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J. Talašová. (2003). Fuzzy metody vícekriteriálního hodnocení a rozhodování. VUP, Olomouc.
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John von Neumann, Oskar Morgenstern. (2007). Theory of Games and Economic Behavior: 60th Anniversary Commemorative Edition. Princeton University Press.
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Michael Carter, Camille C. Price, Ghaith Rabadi. (2018). Operations Research: A Practical Introduction (Advances in Applied Mathematics) 2nd Edition. Chapman and Hall/CRC.
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P. C. Fishburn. (1970). Utility Theory for Decision Making. J. Willey, New York.
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P. Dostál, K. Rais, Z. Sojka. (2005). Pokročilé metody manažerského rozhodování. Grada Publishing, Praha.
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R. Hušek, M. Maňas. (1989). Matematické modely v ekonomii. SNTL, Praha.
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Šubrt, T. a kol. (2019). Ekonomicko-matematické metody - 3. vydání. Vydavatelství a nakladatelství Aleš Čeněk s.r.o.
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T. L. Saaty. (1980). The Analytical Hierarchy Process. McGraw Hill, New York.
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