Decision Analysis

Course guarantor:

Jiří Zmatlík

Lecturer:

Jiří Zmatlík

Tutor:

Jiří Zmatlík

Supervisor:

Institute of Management Studies

Synopsis:

The aim of the subject Decision Analysis is to acquaint students with the basic methods of decision-making in technical and economic, to use appropriate tools within decision-making processes.

Requirements:

Obtaining the credit is tied to the submission of the semester work in the required quality and active participation in seminars.

Passing the exam is bound to a successfully prepared written exam and to the oral discussion of the student about the transferred problems and methods of decision-making.

Syllabus of lectures:

1. Introduction to decision-making processes

2. Decision making methods

3. Decision-making at risk

4. Decision-making under uncertainty

5. Decision makers (qualitative and quantitative)

6. Vector optimization I

7. Vector optimization II

8. Conflicting decision-making situations

9. Matrix games I

10. Matrix games II

11. Risk, Return and Portfolio Theory

12. Dynamic assessment and investment decisions

13. Decision making processes in practice.

14. Reserve

Syllabus of tutorials:

1. Introduction to decision-making processes. Methods of decision-making.

2. Making decisions at risk. Decision-making under uncertainty.

3. Decision-making tools (qualitative and quantitative. Vector Optimization I

4. Vector optimization II. Conflicting decision-making situations

5. Matrix Games I. Matrix Games II

6. Risk, return and portfolio theory. Dynamic evaluation and investment decision-making

7. Decision-making processes in practice. Credit.

Study Objective:

Study materials:

Study materials for lectures and exercises will be sent electronically by e-mail before the relevant lesson so that they are available for study in time.

Note:

Time-table for winter semester 2025/2026:

Time-table is not available yet

Time-table for summer semester 2025/2026:

Time-table is not available yet

The course is a part of the following study plans: