Study Programmes

Content (Syllabus outline)

1. Main features of modeling and optimization methods:  
1.1 Process of decision making 
1.2 Types of decision making
1.3 Uncertainty and risk

2. Linear programming: 
2.1 2.1. Basic concepts and formulation of linear program
2.2 2.2. Computer solution of simple cases 
2.3 2.3. Dual linear program, sensitivity analysis
2.4 2.4. Goal programming
3. Data envelopment analysis:
3.1 3.1. Efficiency of decision making units
3.2 3.2. Models for measuring efficiency

4. Multi-criteria decision making: 
4.1 4.1. Determination of criteria weights
4.2 4.2. Multi-attribute utility theory (MAUT) 
4.3 4.3. Analytic hierarchy process (pairwise comparisons, consistency, weights calculations, group decision making, extensions of AHP)
4.4 4.4. Qualitative multi-criteria decision making method DEX

5. Game theory:
5.1 Two players zero-sum games, saddle point, mixed strategies, dominated strategies, solving with linear programming
5.2 Non-zero-sum games, Nash equilibrium

6. Network optimization and dynamic programming: 
6.1 Introduction to networks
6.2 Discrete dynamic programming
6.3 Minimum spanning tree problem, shortest path problem, travelling salesman problem, maksimum flow problem, minimum cost flow problem 

Prerequisites

Prerequisites for performing study obligations:
- Attendance at tutorials
- Attendance at seminar and defense of the seminar