Task 4 - Theory of Decisions - UNAD

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THEORY OF DECISIONS

Task 4 - Solving problems of optimization models with Markov chains  


 
 

Nombre del estudiante:

JUAN CARLOS GONZALEZ ZUÑIGA


Grupo: 212066_29
 
 
 
 

DEYANIRA PEREZ BRAVO


 Tutor
 
 
 
 
UNIVERSIDAD NACIONAL ABIERTA Y A DISTANCIA (UNAD)
ESCUELA DE CIENCIAS BASICAS, TECNOLOGIA E INGENERIA (ECBTI)
Noviembre 2020
Exercise 1. Markov Chain (Steady State):

XYZ insurance company charges its customers according to their accident history. If you have not had
accidents the last two years will be charged for the new policy $ 1,580,000 (state 0); if you have had
an accident in each of the last two years you will be charged $ 2,150,000 (State 1); If you had accidents
the first of the last two years you will be charged $ 1,630,000 (state 2) and if you had an accident the
second of the last two years will be charged $ 1,550,000 (State 3). The historical behavior of each state
is given by the following cases of accident, taken in four different events.

ACCIDENTS IN THE YEAR


STATE E0 E1 E2 E3 Total
E0 2961 1974 3948 987 9870
E1 1100 3300 5500 1100 11000
E2 2500 1250 1250 7500 12500
E3 4380 0 2920 7300 14600

Table 1- Historical accident data

STATE E0 E1 E2 E3
E0 0.30 0.20 0.40 0.10 1
E1 0.10 0.30 0.50 0.10 1
E2 0.20 0.10 0.10 0.60 1
E3 0.30 0.00 0.20 0.50 1

Transition probability matrix


history. If you have not had
0 (state 0); if you have had
(State 1); If you had accidents
d if you had an accident the
torical behavior of each state

According to Table by applying the criteria of Markov:

1. Use the stable Markov initial method.

2. Find the transition matrix with the participation of each event according to its total.

3. Find the values that satisfy the equations of state according to the conditions of the problem.

4. Determine the probable value according to Markov theory and the mean prime in the problem.

In Exercises 2, 3, and 4, find the value of probabilities of the indicated states according to the succession of
probabilities of the preceding states. Remember that Markov chains are a succession of probabilities that
depend on previous events that condition you.
g to its total.

ditions of the problem.

an prime in the problem.

tes according to the succession of


a succession of probabilities that
Exercise 2. Markov chains (Initial state multiplication):

In Colombia there are 6 main internet operators such as Tigo, Claro, Movistar, ETB, Uff and Azteca which we wil
call states. The following chart summarizes the odds that each client has to stay in their current operator or mak
a change of company. The current percentages of each operator in the current market are for Tigo 0.20 for
Comcel 0.15, for Movistar 0.15, for ETB 0.2, 0.15 for Uff and 0.15 for Azteca (initial state).

STATE TIGO CLARO MOVISTAR ETB UFF


TIGO 0.15 0.17 0.16 0.13 0.15
CLARO 0.17 0.19 0.2 0.13 0.11
MOVISTAR 0.15 0.21 0.19 0.17 0.19
ETB 0.2 0 0.21 0.12 0.25
UFF 0.21 0.21 0.17 0.13 0.11
AZTECA 0.12 0.19 0.13 0.15 0.19

According to Table by applying the criteria of:

According to the multiplication of matrices - vectors find state 5 of the problem according to the initial
state of probabilities.

According to the multiplication of matrices - vectors, find state 9 of the problem according to the
initial state of probabilities, following the sequence of state 5.
ar, ETB, Uff and Azteca which we will
stay in their current operator or make
ent market are for Tigo 0.20 for
(initial state).

AZTECA
0.24
0.2
0.09
0.22
0.17
0.22

lem according to the initial

blem according to the


Exercise 3. Markov chains (Initial state multiplication):

In Colombia there are 6 main mobile operators such as Avantel, Tigo, Comcel,
Movistar, ETB and Uff, which we will call states. The following chart summarizes the
odds that each client has to stay in their current operator or make a change of
company.

STATE AVANTEL TIGO COMCEL MOVISTAR ETB


AVANTEL 0.19 0.18 0.17 0.15 0.19
TIGO 0.17 0.15 0.16 0.16 0.18
COMCEL 0.16 0.19 0.17 0.17 0.16
MOVISTAR 0.18 0.18 0.19 0.18 0.15
ETB 0.15 0.16 0.19 0.15 0.18
UFF 0.15 0.16 0.17 0.19 0.18

The current percentages of each operator in the current market are for Avantel 0.1, Tigo 0.1 for
Comcel 0.2, for Movistar 0.3, for ETB 0.1 and 0.2 for Uff (initial state).

According to Table by applying the criteria of:

According to the multiplication of matrices - vectors find state 7 of the problem according to the
initial state of probabilities.

According to the multiplication of matrices - vectors, find state 9 of the problem according to the
initial state of probabilities, following the sequence of state 7.

According to the multiplication of matrices - vectors, find state 12 of the problem according to the
initial state of probabilities, following the sequence of state 9.
UFF
0.12
0.18
0.15
0.12
0.17
0.15

antel 0.1, Tigo 0.1 for

blem according to the

blem according to the

oblem according to the


Exercise 4. Markov chains (Initial state multiplication):

Suppose that 4 types of soft drinks are obtained in the market: Colombian, Pepsi Cola, Fanta and
Coca Cola when a person has bought Colombian there is a probability that they will continue to
consume 40%, 20% of which will buy Pepsi Cola, 10% that Fanta buys and 30% that Coca Cola
consumes; when the buyer currently consumes Pepsi Cola there is a probability that he will
continue to buy 30%, 20% buy Colombiana, 20% that Fanta consumes and 30% Coca Cola; if
Fanta is currently consumed, the likelihood of it continuing to be consumed is 20%, 40% buy
Colombian, 20% consume Pepsi Cola and 20% go to Coca Cola. If you currently consume Coca
Cola the probability that it will continue to consume is 50%, 20% buy Colombian, 20% that
consumes Pepsi Cola and 10% that is passed to Fanta.

At present, each Colombian brand, Pepsi Cola, Fanta and Coca Cola have the following
percentages in market share respectively (18%, 32%, 15% and 35%) during week 7.
REFERENCIAS BIBLIOGRAFICAS

• Romero Ramos, E. (2016). Estadística para todos: análisis de datos:


estadística descriptiva, teoría de la probabilidad e inferencia. Difusora
Larousse - Ediciones Pirámide. (pp. 198 - 220). Recuperado de https://elibro-
net.bibliotecavirtual.unad.edu.co/es/ereader/unad/49136?page=198

• Ramírez Sánchez, W. (2007). Manual: teoría de las probabilidades.


Universidad de Granma. (pp. 6 - 22). Recuperado de https://elibro-
net.bibliotecavirtual.unad.edu.co/es/ereader/unad/24051?page=6

• Alvarado Verdín, V. M. (2015). Probabilidad y estadística: Serie


Universitaria Patria. Grupo Editorial Patria. (pp. 66 - 80). Recuperado de
https://elibro-net.bibliotecavirtual.unad.edu.co/es/ereader/unad/39459?
page=66

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