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Lecturer(s)
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Klicnarová Jana, doc. RNDr. Ph.D.
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Course content
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1 - Basic terms and principles from Probability Theory. Random variables, the laws of random variables, dependence and independence, conditional probability. 2 - Stochastic processes, Markov chain, transition probabilities, system behaviour. 3 - The types of Markov chains, periodicity, cyclical and absorbing systems. 4 - Analyses of accounts receivable. 5 - Practical problems on Markov analysis. 6 - Introduction into Inventory models. 7 - Deterministic Inventory models. 8 - Intorduction into Stochastic Inventory models. 9 - Basic methods for solution of Stochastic Inventory models. 10 - Inventory models in practice usage. 11 - Introduction into Queuing models. 12 - Basic Queuing models. 13 - Queuing models in practice usage. 14 - Simulation.
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Learning activities and teaching methods
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Monologic (reading, lecture, briefing), Dialogic (discussion, interview, brainstorming)
- Preparation for exam
- 35 hours per semester
- Class attendance
- 42 hours per semester
- Preparation for credit
- 30 hours per semester
- Preparation for classes
- 21 hours per semester
- Semestral paper
- 40 hours per semester
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Learning outcomes
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The aim of the course is to introduce to students the basic principles of decision under uncentairnity. In the course, we present some basic methods for solving of stochastic problems based on markov processes theory, queueing theory and inventory models.
Students are able to model and solve decision making problems using various mathematical methods and support the solution using exact methods also in case when the randomness plays a role.
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Prerequisites
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The course has no prerequisities.
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Assessment methods and criteria
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Combined exam
Credit Requirements: Accomplishment of three seminar works. Examination Requirements: Exam has got two parts - written and oral. In the written one, students have to prove that they can recognize types of decision problems, to choose suitable methods to solve them and suggest a suitable solution. It is necessary to obtain at least 50 percent of points. The oral examination is focused on work with PC and discussions about the solution of the written part of the examination. Student will not pass exam unless he answers at least one of three questions. Final mark is based on the results of the credit tests, the written and oral part of the examination.
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Recommended literature
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Fačevicová, K., Hron, K., & Kunderová, P. Markovovy řetězce a jejich aplikace. Olomouc: Univerzita Palackého, 2018.
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Gros, I. Kvantitativní metody v manažerském rozhodování.. Praha: Grada Publishing, 2003. ISBN 80-247-0421-8.
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Hebák, P. Pravděpodobnostní rozhodování v ekonomických situacích. Praha, VŠE, 1998.
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HILLIER F. S., LIEBERMAN G. J. Introduction to Operations Research.. New York: McGraw-Hill, 2010. ISBN 978-007-132483-0.
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Jablonský, J. Operační výzkum: Kvantitativní modely pro ekonomické rozhodování20111. Praha: Grada Publishing, 2011.
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kol. Matematické modelování. Praha: Professional Publishing, 2012.
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Kořenář, V. Stochastické procesy. Praha: VŠE, 2002.
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