Faculty of Mathematics and Computer Science

Decision theory |

Code |
Semes-ter |
Hours: C+S+L |
Credits |
Type |
Section |

Teaching Staff in Charge |

Lect. POPOVICI Nicolae, Ph.D., popovici@math.ubbcluj.ro |

Aims |

This course is an introduction in multicriteria decision theory from multicriteria optimization perspective; it also presents some practical techniques for solving several particular classes of multicriteria optimization problems. |

Content |

Binary relations (of preference, domination, or other type) and associated concepts of optimality. Efficient and compromise decisions. Necessary and sufficient conditions for efficiency. Utility functions. Existence of value functions and techniques for constructing value functions. Domination structures in linear spaces (induced by a constant cone or a set-valued mapping). Methods for solving special classes of vector optimization problems (scalarization, parametric and heuristic methods). |

References |

1. Goepfert, A., Seelaender, J. and Tammer Chr. (Eds.): Methods of Multicriteria Decision
Theory. Haensel-Hoehenhausen Verlag, Egelsbach, 1997. 2. LUC, D.T.: Theory of vector optimization. Lecture Notes in Econ. and Math. Systems, vol.319, Springer-Verlag, Berlin, 1989. 3. Preda, V.: Teoria deciziilor statistice. Editura Academiei Romane, Bucuresti, 1992. 4. SAWARAGI, Y., NAKAYAMA, H., TANINO, T.: Theory of Multiobjective Optimization. Academic Press, New York, 1985. 5. Wanka, G. (Ed.): Decision Theory and Optimization in Theory and Practice. Shaker Verlag, Aachen, 2000. 6. YU, P.L.: Multiple-criteria decision making: concepts, techniques and extensions. Plenum Press, New York and London, 1985. |

Assessment |

Exam |