Description
This course presents the main decision support tools in a non-linear context or an uncertain environment, including the use of specialized software in the field of business analytics.
This course is a complement to MATH 20604 to reinforce acquired modeling skills and address more complex decision problems. Topics covered include decision making under uncertainty, dynamic models, interaction processes and prediction methods.
The course presents a variety of contexts for the application of decision support models in business analytics. Emphasis is placed on problem modeling, solution implementation, and the use of specialized software.
Themes covered
Non-linear optimization models
Approaches to numerical resolution
Time Series forecasting
Recursive models and decision trees
Risk Management Models
Simulation model
Important notes
Course in French : MATH 20694
Prerequisite(s) : MATH 20604(A) and MATH 20607