課程大綱

課程資訊

課程名稱

動態決策方法與產業應用
DYNAMIC DECISION METHODS AND INDUSTRIAL APPLICATIONS

開課學期

97-2

授課對象

工學院機械工程學研究所

授課教師

吳政鴻

課號

IE5008

課程識別碼

546EU0650

班次

學分

全/半年

半年

必/選修

選修

上課時間

星期四2,3,4(9:10~12:10)

上課地點

國青233

備註

本課程以英語授課。
總人數上限：30人

Ceiba 課程網頁

http://ceiba.ntu.edu.tw/972DDM

課程簡介影片

核心能力關聯

本課程尚未建立核心能力關連

課程大綱

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課程概述

This is an application oriented course on dynamic decision making. We will
emphasize the use of dynamic decision methods in theory and practice, especially when uncertainties
and multiple decision makers is an issue. These methods are widely used and covered in other
disciplines including decision analysis, stochastic optimization methods, and game theory. Different
from other courses in decision making, this course will focus on the dynamic interaction between
decision makers and decisions in different time periods. We will also emphasize on the modeling of
uncertainties in multi-period decision making problems.

課程目標

– Model problems in which decision making is an issue
– Construct and solve multi-period decision making problems
– Know how to include randomness in multi-period decision-making problems
– Understand basic stochastic programming and stochastic dynamic programming
– Understand basic game theory and its application to decision problems with multiple decision
makers.

課程要求

Course grades are determined from performance on homework assignments, projects, inclass
discussion, midterm, and final exam. Grading is base on:
– 1st midterm exam. 25%,
– 2nd midterm exam. 25%,
– Term project 25%,
– Quizzes, homework, in-class discussion, and reports 25%.

預期每週課後學習時數

Office Hours

每週一 14:00~16:00

指定閱讀

參考書目

There are many good
textbooks on decision
analysis, dynamic
programming and game theory.
However,
most of them are much more
extensive than what we could
cover in one semester. These
textbooks differ in their
emphasis and presentation; I
am providing references to
some of them for
you to use as reference
materials in the course, and
to make an informed choice
when it comes to
buying a reference for your
bookshelf:
– L. Kaplow and S. Shavell,
Decision Analysis, Game
Theory, and Information,
Foundation Press,
2004
– R. T. Clemen, Making Hard
Decisions: An Introduction
to Decision Analysis, 2nd
edition,
South-Western College Pub,
1997
– L. Pepall, D. Richards,
and G. Morman, Industrial
Organization: Contemporary
Theory and
Empirical Applications, 4th
edition, Wiley-Blackwell,
2008
– J. Tirole, The Theory of
Industrial Organization, MIT
Press, 1998
1
– E. Denardo, Dynamic
Programming: Models and
Applications, 1982 (out of
print)
– M. L. Puterman, Markov
Decision Processes, Wiley,
1994
– L. I. Sennott, Stochastic
Dynamic Programming and the
Control of Queueing Systems,
Wiley,
1999
– J. R. Birge and F.
Louveaux, Introduction to
Stochastic Programming,
Springer, 1997
– S. G. Nash and A. Sofer,
Linear and Nonlinear
Programming, McGraw-Hill,
1996
– D. P. Bertsekas, Dynamic
Programming and Optimal
Control, 2nd edition, Athena
Scientific,
2001
– V. G. Kulkarni, Modeling
and Analysis of Stochastic
Systems, Chapman & Hall,1995

評量方式
(僅供參考)

No.	項目	百分比	說明
1.	期中考	25%
2.	期末考	25%
3.	隨堂測驗、作業	25%
4.	報告	25%

課程進度

週次	日期	單元主題
第1週	2/19	Introduction to Decision Analysis, Dynamic Programming, and Dynamic Game
第2週	2/26	Elements of Decision Problems
第3週	3/05	Structuring Decisions
第4週	3/12	Making Choices
第5週	2009/03/19	Introduction to Dynamic Programming
第6週	3/26	Introduction to Dyanmic Programming
第8週	4/09	Stochastic DP
第9週	4/16	Stochastic DP and Excel Implementation
第10週	4/23	Midterm Exam
第11週	4/30	Stochastic DP - Theory and Applications
第12週	5/07	Introduction to Game Theory