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Decision Support Methods

Home / Oferta Formativa / Coimbra Institute of Engineering / Master / Master in Industrial Engineering and Management

Teaching Methodologies

Lectures by the teacher and practical exercises by students (whenever possible applied to Engineering and Industrial Management).

Learning Results

To present the potential of decision support methods for linear, nonlinear and stochastic cases in the context of monitoring, operational research and management, with particular emphasis on formulation/troubleshooting decisions within the Industrial Engineering and Management, and also to introduce and work with the existent useful tools to obtain optimal solutions.

Program

I-Deterministic models.
1.Formulation and model development. Models based on linear programming. Sensitivity analysis. Analysis of large variations. Integer programming based models.
2.Non-linear models. Formulation of problems. Optimization without restrictions on one or more variables. KKT conditions to nonlinear optimization with constraints. Programming: separable convex quadratic, non-convex.
II-Nondeterministic models
Decision theory. Probabilistic and non-probabilistic methods. Decision criteria in uncertainty. Value of information. Exponential utility functions. Utility, indifference and risk. Risk premium. Decision criteria with risk.
III-Decision trees
Decision nodes, states and alternatives. Selection, qualification and assessment of alternatives. Bayes analysis in estimating probabilities. Information value. Sensitivity analysis. Contingency plans. Utility theory.

Grading Methods

Avaliação distribuída
  • - Teste (teórico-prático escrito) - 70.0%
  • - Trabalho (com relatório escrito e apresentação oral) - 30.0%
Avaliação por exame
  • - Exame (escrito) - 100.0%

Internship(s)

NAO

Bibliography

Material de apoio (textos e exercícios práticos) disponibilizado no moodle.

R. K. Ahuja, T. L. Magnanti, and J. B. Orlin, Network flows theory, algorithms, and applications, Upper Saddle River, Prentice-Hall, 1993.

F. Hillier, G. Lieberman, Introduction to Operations Research, McGraw Hill, 2004.

C. Henggeler Antunes, L. Valadares Tavares (eds), Casos de Aplicação da Investigação Operacional, McGraw-Hill, 2000.

J. Heizer, B. Render, Operations Management, 5 Ed., Prentice Hall, 1999.

G. E. Monahan, Management Decision Making, Cambridge Univ. Press, 2000

L. Valadares Tavares, Investigação Operacional, McGraw Hill, 1996.