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Phase 4 - Solve problems by applying the algorithms of Unit 2

Universidad Nacional Abierta y a Distancia


Escuela de Ciencias Básicas, Tecnología e Ingeniería
Competencias comunicativas
Introducción
En el presente trabajo se resolverán varios ejercicios de incertidumbre utilizando los
métodos de Laplace, Wald, Optimistic, Hurwicz and Savage, los cuales están
influenciados por las probabilidades y los estados de la naturaleza. Mediante estos
métodos podemos conocer cuál es la mejor alternativa y poder tomar buenas
decisiones en la compañía.
Exercise 1. Laplace, Wald or pessimistic, optimistic, Hurwicz and
Savage criteria (Profit Matrix):

In the company ABC several alternatives are presented to choose the best
technology of four possible, whose performance depends on the
adaptation of the workers who will manipulate the equipments that
comprise it. The expected benefits of each alternative and degree of
adaptation of the workers are given in the table, in millions of pesos ($).
For Hurwicz please assume an alpha of 0,7.

Solución

1. Laplace
1/5. 1/5. 1/5. 1/5. 1/5.
Event
Does no Fits Fits Fits very Valor
Alternative Fits well
fit acceptably successfully well esperado
Technology
2118 2168 2213 2265 2330 2218,8
1
Technology
2109 2158 2245 2252 2328 2218,4
2
Technology
2145 2177 2232 2256 2303 2222,6
3
Technology
2130 2166 2206 2255 2322 2215,8
4
Technology
2128 2165 2213 2275 2335 2223,2
5
Mediante el método Laplace, la mejor tecnología que se debe implantar en la
compañía ABC es la tecnología 5, con un beneficio esperado de 2223,2.

Wald or pessimistic
Event

Does no Fits Fits Fits very


Alternative Fits well
fit acceptably successfully well

Technology
2118 2168 2213 2265 2330
1
Technology
2109 2158 2245 2252 2328
2
Technology
2145 2177 2232 2256 2303
3
Technology
2130 2166 2206 2255 2322
4
Technology
2128 2165 2213 2275 2335
5

Según el criterio de Wald se debe seleccionar la tecnología 3, para obtener un


beneficio esperado de 2145.
Optimistic
Event

Does no Fits Fits Fits very


Alternative Fits well
fit acceptably successfully well

Technology
2118 2168 2213 2265 2330
1
Technology
2109 2158 2245 2252 2328
2
Technology
2145 2177 2232 2256 2303
3
Technology
2130 2166 2206 2255 2322
4
Technology
2128 2165 2213 2275 2335
5

Según el criterio optimista, se escogería el mejor beneficio que sería el de


la tecnología 5, con un valor de 2335.
Hurwicz
A1 = 2330*0,7 + 2118 * (1-0,7) = 2266,4
A2 = 2328*0,7 + 2109 * (1-0,7) = 2262,3
A3 = 2303*0,7 + 2145 * (1-0,7) = 2255,6
A4 = 2322*0,7 + 2130 * (1-0,7) = 2264,4
A5 = 2335*0,7 + 2128 * (1-0,7) = 2272,9
Event

Does no Fits Fits Fits very


Alternative Fits well A
fit acceptably successfully well

Technology
2118 2168 2213 2265 2330 2266,4
1
Technology
2109 2158 2245 2252 2328 2262,3
2
Technology
2145 2177 2232 2256 2303 2255,6
3
Technology
2130 2166 2206 2255 2322 2264,4
4
Technology
2128 2165 2213 2275 2335 2272,9
5

Se implementaría la tecnología 5 esperando tener un beneficio de 2272,9.


Savage criteria
Event

Does no Fits Fits Fits very


Alternative Fits well
fit acceptably successfully well

Technology (2145- (2177- (2245- (2275- (2335-


32
1 2118) 27 2168) 9 2213) 32 2265) 10 2330) 5
Technology (2145- (2177- (2245- (2275- (2335-
36
2 2109) 36 2158) 19 2245) 0 2252) 23 2328) 7
Technology (2145- (2177- (2245- (2275- (2335-
32
3 2145) 0 2177) 0 2232) 13 2256) 19 2303) 32
Technology (2145- (2177- (2245- (2275- (2335-
39
4 2130) 15 2166) 11 2206) 39 2255) 20 2322) 13
Technology (2145- (2177- (2245- (2275- (2335-
32
5 2128) 17 2165) 12 2213) 32 2275) 0 2335) 0
Exercise 2. Criteria of Laplace, Wald or pessimistic, optimistic,
Hurwicz and Savage (Cost matrix):

A warehouse of finished products that leases its services to imports from


the USA, must plan its level of supply to satisfy the demand of its
customers in the day of love and friendship. The exact number of crates
is not known, but is expected to fall into one of five categories: 610, 630,
680, 715 and 730 crates. There are therefore four levels of supply. The
deviation from the number of hoppers is expected to result in additional
costs, either due to excessive supplies or because demand can not be
met. The table below shows the costs in hundreds of dollars (US $). For
Hurwicz please assume an alpha of 0,75.

According to Table 2 by applying the criteria of Laplace, Wald or


pessimistic, optimistic criteria, Hurwicz and Savage determine the optimal
decision level according to the benefit criteria.

Solución:
Criteria of Laplace
Event
Valor
Alternative e1(610) e2(630) e3(680) e4(715) e5(730)
Esperado
e1(610) 2109 2197 2236 2271 2332 2229
e2(630) 2112 2152 2228 2281 2315 2217,6
e3(680) 2137 2168 2240 2275 2317 2227,4
e4(715) 2110 2176 2238 2286 2331 2228,2
e5(730) 2136 2173 2243 2287 2329 2233,6
La mejor alternativa seria la e5(730), esperando tener un beneficio de 2233,6
Wald or pessimistic

Event

Alternative e1(610) e2(630) e3(680) e4(715) e5(730)

e1(610) 2109 2197 2236 2271 2332


e2(630) 2112 2152 2228 2281 2315
e3(680) 2137 2168 2240 2275 2317
e4(715) 2110 2176 2238 2286 2331
e5(730) 2136 2173 2243 2287 2329

La mejor alternativa es la e3(680), con un valor de 2137.

Optimistic

Event

Alternative e1(610) e2(630) e3(680) e4(715) e5(730)

e1(610) 2109 2197 2236 2271 2332


e2(630) 2112 2152 2228 2281 2315
e3(680) 2137 2168 2240 2275 2317
e4(715) 2110 2176 2238 2286 2331
e5(730) 2136 2173 2243 2287 2329

Hurwicz

A1 = 2332*0,75 + 2109 * (1-0,75) = 2276,25


A2 = 2315*0,75 + 2112 * (1-0,75) = 2264,25
A3 = 2317*0,75 + 2137 * (1-0,75) = 2272
A4 = 2331*0,75 + 2110 * (1-0,75) = 2275,75
A5 = 2329*0,75 + 2136 * (1-0,75) = 2280,75
Event

Alternative e1(610) e2(630) e3(680) e4(715) e5(730) A

e1(610) 2109 2197 2236 2271 2332 2276,25


e2(630) 2112 2152 2228 2281 2315 2264,25
e3(680) 2137 2168 2240 2275 2317 2272
e4(715) 2110 2176 2238 2286 2331 2275,75
e5(730) 2136 2173 2243 2287 2329 2280,75

Asumiendo un valor de alfa de 0,75, la mejor opción sería la e5(730), con un valor
de 2280,75.

Savage

Event

Alternative e1(610) e2(630) e3(680) e4(715) e5(730)

(2137- (2197- (2243- (2287- (2332-


e1(610) 28
2109) 28 2197) 0 2236) 7 2271) 16 2332) 0
(2137- (2197- (2243- (2287- (2332-
e2(630) 45
2112) 25 2152) 45 2228) 15 2281) 6 2315) 17
(2137- (2197- (2243- (2287- (2332-
e3(680) 29
2137) 0 2168) 29 2240) 3 2275) 12 2317) 15
(2137- (2197- (2243- (2287- (2332-
e4(715) 27
2110) 27 2176) 21 2238) 5 2286) 1 2331) 1
(2137- (2197- (2243- (2287- (2332-
e5(730) 24
2136) 1 2173) 24 2243) 0 2287) 0 2329) 3

Se escogería la opción de menor coso que sería la e5(730), con un valor de 24.

Exercise 3. Criteria of Laplace, Wald or pessimistic, optimistic,


Hurwicz and Savage (Cost matrix):

A warehouse of finished products that leases its services to imports from


the USA, must plan its level of supply to satisfy the demand of its
customers in the day of love and friendship. The exact number of crates
is not known, but is expected to fall into one of five categories: 580, 720,
750, 790 and 830 crates. There are therefore four levels of supply. The
deviation from the number of hoppers is expected to result in additional
costs, either due to excessive supplies or because demand can not be
met. The table below shows the costs in hundreds of dollars (US $). For
Hurwicz please assume an alpha of 0,55.

According to Table 3 by applying the criteria of Laplace, Wald or


pessimistic, optimistic criteria, Hurwicz and Savage determine the optimal
decision level according to the benefit criteria.

Solución:
Criteria of Laplace

Event
Valor
Alternative e1(610) e2(630) e3(680) e4(715) e5(730)
Esperado
e1(610) 1147 1152 1238 1283 1311 1226,2
e2(630) 1109 1193 1222 1298 1314 1227,2
e3(680) 1106 1181 1245 1281 1346 1231,8
e4(715) 1134 1177 1249 1276 1349 1237
e5(730) 1149 1197 1248 1260 1328 1236,4

Mediante el método Laplace, la mejor tecnología que se debe implantar en la


empresa es la alternativa e5(730), con un beneficio esperado de 1237.

Wald or pessimistic
Event

Alternative e1(610) e2(630) e3(680) e4(715) e5(730)

e1(610) 1147 1152 1238 1283 1311


e2(630) 1109 1193 1222 1298 1314
e3(680) 1106 1181 1245 1281 1346
e4(715) 1134 1177 1249 1276 1349
e5(730) 1149 1197 1248 1260 1328

Según el criterio de Wald se debe seleccionar la alternativa e5(730), para obtener


un beneficio esperado de 1149.

Optimistic

Event

Alternative e1(610) e2(630) e3(680) e4(715) e5(730)

e1(610) 1147 1152 1238 1283 1311


e2(630) 1109 1193 1222 1298 1314
e3(680) 1106 1181 1245 1281 1346
e4(715) 1134 1177 1249 1276 1349
e5(730) 1149 1197 1248 1260 1328

Según el criterio optimista, se escogería el mejor beneficio que sería el de


la la alternativa e4(715), con un valor de 1349.

Hurwicz
A1 = 1311*0,55 + 1147 * (1-0,55) = 1237,2
A2 = 1314*0,55 + 1109 * (1-0,55) = 1221,75
A3 = 1346*0,55 + 1106 * (1-0,55) = 1238
A4 = 1349*0,55 + 1134 * (1-0,55) = 1252,25
A5 = 1328*0,55 + 1149 * (1-0,55) = 1247,45
Event

Alternative e1(610) e2(630) e3(680) e4(715) e5(730) A

e1(610) 1147 1152 1238 1283 1311 1237,2


e2(630) 1109 1193 1222 1298 1314 1221,75
e3(680) 1106 1181 1245 1281 1346 1238
e4(715) 1134 1177 1249 1276 1349 1252,25
e5(730) 1149 1197 1248 1260 1328 1247,45

LA mejor alternativa es la e4(715), esperando tener un beneficio de


1252,25.
Savage

Event

Valor
Alternative e1(610) e2(630) e3(680) e4(715) e5(730)
Esperado

(1149- (1197- (1249- (1298- (1349-


e1(610) 45
1147) 2 1152) 45 1238) 11 1283) 15 1311) 38
(1149- (1197- (1249- (1298- (1349-
e2(630) 40
1109) 40 1193) 4 1222) 27 1298) 0 1314) 35
(1149- (1197- (1249- (1298- (1349-
e3(680) 43
1106) 43 1181) 16 1245) 4 1281) 17 1346) 3
(1149- (1197- (1249- (1298- (1349-
e4(715) 22
1134) 15 1177) 20 1249) 0 1276) 22 1349) 0
(1149- (1197- (1249- (1298- (1349-
e5(730) 38
1149) 0 1197) 0 1248) 0 1260) 38 1328) 21

Se implementaría la alternative e4(730), con un costo menor de 22.


Exercise 4. Game Theory method:

To develop the exercise 4 to 5, it is necessary to consult the following


reference:

Sharma, J. (2016). Operations Research : Theory and Applications. (pp.


383-391), New Delhi: Laxmi Publications Pvt Ltd, v. Sixth edition.
Available in the knowledge environment of the course.

Graphical solutions are only applicable to games in which at least one of


the players has only two strategies. Consider the following 2 x n game:

Player 2
Strategy
A B C
Player I 27 33 38
1 II 19 25 31

According to Table 4 find the value of the game by means of the graphical
method applied to matrices 2 x n or m x 2.

Solución

Player 2
Strategy
A B Min-Max
I 27 35 27
Strategy II 31 35 31
II 33 37 33
Max-min 33 37

El menor valor y conviene elegir es el 33


Solución Método Gráfico
Player 1: X1 + X2 = 1
X1 = 27y1 + 33y2 + 38y3
X2 = 19y1 + 25y2 + 31y3

Player 2: y1 + y2 + y3 = 1 y1 = 1 – y2 – y3
X1 = 27y1 + 33y2 + 38y3
X1 = 27 (1-Y2-Y3) + 33Y2 + 38Y3
X1 = 27 + 6Y2 + 11Y3

X2 =19Y1 + 25Y2+31Y3
X2=19(1-Y2-Y3)+25Y2+31Y3
X2=19+6Y2+12Y3

X1=27+6Y2+11Y3 Y=0, X=27


Y=1, X=33
Y=2, X=38

X2=19+6Y2+12Y3 Y=0, X=19


Y=1, X=25
Y=2, X=31

Exercise 5. Game Theory method:

Graphical solutions are only applicable to games in which at least one of


the players has only two strategies. Consider the following game m x 2:

Player 2
Strategy
A B
I 27 35
Player 1 II 31 35
II 33 37
According to Table 5, find the value of the game by means of the graphical
method applied to matrices 2 x n or m x 2.

Solución
Player 2
Strategy
A B C Min-Max
I 27 33 38 27
Strategy
II 19 25 31 19
Max-min 27 33 38

El menor valor a escoger sería el número 27

Player 1: X1+X2+X3=1
X1=27Y1+35Y2
X2=31Y1+35Y2
X3=33Y1+37Y2

Player 2: Y1+Y2=1 Y1=1-Y2


X1=27Y1+35Y2 X2=31Y1+35Y2
X1=27(1-Y2)+35Y2 X2=31(1-Y2)+35Y2
X1=27+8Y2 X2=31+4Y2

X3=33Y1+37Y2
X3=33(1-Y2)+37Y2
X3=33+4Y2

X1=27+8Y2 Y=0, X=27


Y=1, X=35

X2=31+4Y2 Y=0, X=31


Y=1, X=35
X3=33+4Y2 Y=0, X=33
Y=1, X=37

Exercise 6. Optimum solution of two-person games (Theory of


games, mixed strategies):

To develop the exercise 6, it is necessary to consult the following


reference:

Sharma, J. (2016). Operations Research : Theory and Applications. (pp.


383-391), New Delhi: Laxmi Publications Pvt Ltd, v. Sixth edition.
Available in the knowledge environment of the course.

The games represent the latest case of lack of information where


intelligent opponents are working in a conflicting environment. The result
is that a very conservative criterion is generally proposed to solve sets of
two people and sum zero, called minimax - maximin criterion. To
determine a fair game, the minimax = maximin, it is necessary to solve
the stable strategy through the Solver.

PLAYER B
81 83 81 80 91
PLAYER A

84 83 86 86 82
82 78 86 89 84
87 87 91 89 88
83 85 35 88 81

Solve the game of players A and B to determine the value of the game,
using the proposed Excel tool, according to the data in table 6.

Solución

PLAYER B Min-Max
PLAYER A

81 83 81 80 91 80
84 83 86 86 82 82
82 78 86 89 84 78
87 87 91 89 88 87
83 85 35 88 81 35
Max-min 87 87 91 89 91

EL número adecuado es el 87, es la mejor opción.