Course details
Decision Analysis
MATH 60615A
This course presents mathematical tools that can serve to analyze and support both tactical and strategical decisions in the presence of uncertainty or when faced to multiple conflicting objectives.
Mathematical and numerical techniques will be illustrated using examples from a diverse range of applications of management and a number of case studies. Students will learn to model and analyze a decision problem. They will also be exposed to software that can implement these models.
Themes covered
1) Probabilistic modeling
2) Monte-Carlo simulation
3) Decision trees
4) Expected utility theory
5) Multiple-criteria analysis
6) Analytical hierarchy process
Important notes
Course in French : MATH 60615
Course code
MATH 60615A
Subject
Mathematics
Program
Master of Science (MSc)
Location
Côte-des-Neiges
Instruction mode
On-site learning
Credits
3