課程名稱 |
決策方法與應用![](images/cancel.gif) Decision Methods and Industrial Applications |
開課學期 |
100-1 |
授課對象 |
工學院 機械工程學系 |
授課教師 |
吳政鴻 |
課號 |
IE5051 |
課程識別碼 |
546 U0680 |
班次 |
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學分 |
3 |
全/半年 |
半年 |
必/選修 |
選修 |
上課時間 |
星期一5,6,7(12:20~15:10) |
上課地點 |
國青233 |
備註 |
總人數上限:30人 |
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課程簡介影片 |
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核心能力關聯 |
核心能力與課程規劃關聯圖 |
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, specially when uncertainties and multiple decision makers are issues. These methods are widely used and covered in other courses, including decision analysis, stochastic optimization methods, and game theory. However, none of the previous courses emphasize on the dynamic interaction between decision makers and between decisions in different time periods. Different from other courses in decision making, this course will focus on the multiple period, multiple decision maker decision problems. We will also emphasize on the modeling of uncertainties in multi-period decision making problems.
General knowledge of probability theory, stochastic processes, and operations research is assumed. Applications considered in this course include supply chain coordination, revenue management, and technology management. owever, the topics discussed also have wide applications to many other financial and economic systems. |
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 dynamic programming
– Understand basic game theory and its application to dynamic decision problems |
課程要求 |
Background in college level calculus, computer prgrams, mathematical analysis, and operations research is "required". |
預期每週課後學習時數 |
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Office Hours |
另約時間 |
指定閱讀 |
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參考書目 |
– R. T. Clemen, Making Hard Decisions: An Introduction to Decision Analysis, 2nd edition, South-Western College Pub, 1997
– E. Denardo, Dynamic Programming: Models and Applications, 1982 (out of print)
– L. Pepall, D. Richards, and G. Morman, Industrial Organization: Contemporary Theory and Empirical Applications, 4th edition, Wiley-Blackwell, 2008 |
評量方式 (僅供參考) |
No. |
項目 |
百分比 |
說明 |
1. |
Midterm Exam. 1 |
30% |
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2. |
Midterm Exam. 2 |
30% |
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3. |
Term Project |
20% |
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4. |
Homework, Quizzes, In-class discussion and participation |
20% |
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