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    Ejercicios en inglés del libro Hillier-Lieberman de Análisis de Decisiones.

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    Ejercicios en inglés del libro Hillier-Lieberman de Análisis de Decisiones.

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    © All Rights Reserved
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    4 views8 pages

    Homework 4 With Questions Analisis de Decisiones

    Uploaded by

    Lizy Soto
    Ejercicios en inglés del libro Hillier-Lieberman de Análisis de Decisiones.

    Copyright:

    © All Rights Reserved
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    Reading: Chapters 14,15,16 Hilli Homework 4 “TIM 206, Fall 2011 Due: ‘Tuesday, Nov 22, in class. Lieberman Problems identified by number are taken from Hillier and Lieberman 8th edition, (Note this may not be the edition in the library). ese eS Problem 14.2-7 Problem 14.4-4 Problem 15,25 Problem 15.3-10 Problem 16.5-8 Problem 16.7-1 Fe [LEE 2h playec Following |... | ach player, 2 oe a pate. ting plans y from te vel fed, ‘hem away sibilities ising, an lesnstives pany wil on of ler pany Lis 7 the deck via (or for eath ipa pos ing theo show the dominate ze PROBLEMS. 142. Tyo poltcons soon il be storing toe eampsiges seis each ce fora certain ota fe. Hach must nse tet he main ise she wl erphasie as te theme of ba coe ig. Each hs tree sdvngeos ses fom whch to shoe, Bre lave cfecvensw of each one woul Jeter wy te ise chosen bythe opponent In pats, th xineted ree rth vote for plan 1 expresed as 4 prcontage of th ttl {a} ulin from exch crbinaton ise flo tesue for Politician 2 1 2 3 swe for 3 : a : elton 1 2 : 7 ? 5 3 4 However, because considerable staff work is requived to researeh tod formulate the isue chosen, each politisian must make her own vice before learning the opponents choice. Which issue shoud she choose? For cach of te stations deseribed here, formulate this prob- fem as a two-person, zero-sum geme, and then determine Which {se should be chosen by each politician according to the speck fed criterion (2) The current preferences of the voters ace very uaceritin, so each wiional peeeat of vores won by one ofthe politicians hs the same value to her. Us the minimax rites, () Avelinble polt has found that th percentage ofthe voters ea rently preferring politician 1 (before the issues have. been ised) lies berveen 4S and 50 percent (Assume a uniform di Usbution over this rang.) Use the concept of dominated state es, beginning withthe strategies for politician 1 (© Suppose that the percentage described in part (4) actually were 45 peicent, Should politician | uso the minimax criterion? Ex Blain. Which issue would you recommend? Why? 42.8, Briefly dereribe what you feel are the advantages an diss vantages of the minimax erterion M31, Consider the following parlor game between two players begins when a referee flips a coin, notes whether it comes up Feads or wails, and ten shows this result to player 1 only. Player | may then (1) pass and thereby pay $5 to player 2 ot (2) bee Ie ‘ayer I passes, the game is terminated. However if he bes, the ‘me continues, in which case player 2 may then either (1) pass tad thereby pay $5 o plier for (2) call. I player 2 call, the ref. ‘then shows him the coin; i it eamte up heads, player 2 pays S10 t player 1; if i came up tails, player 2 receives $10 from tiny ; '9) Give the pure strucgies for each player. (int: Player 1 wit hove four pure strategies, each one specifying how he would "spond 10 each of the two results the referee can show hin layer will ave two pure statezes, each one specifying how ‘he wil sesponu if player bets.) 677 (b) Devetop the payoft table for this game, using expected values forthe entries when necessary. Then identity and eliminate any dominated strategies. (© Show that nove ofthe entries in the resulting payof table are 4 saddle point. Then explsin why any fixed choice of a pute strategy foreach ofthe two players must be an unstable sol sion, 30 mixed steategies should be used instead (@) Write an expression for the expected payott in terms of the probabilities of che two players using their respective pure strategies. Then show what this expression redaces to forthe following three cases: (i) Player 2 definitly uses is frst strat. ay il player 2 definitely uses his second strategy, (ii player 2 assigns equal probabilities to using his two strategies 44-1, Reconsider Prob. 14.3-1, Use the graphical procedure de sctibed in See. 14.4 to determine the optimal mixed strategy for «ach player according to the minimax erterion, Also give the cor. responding value of the game. 144-2. Consider the game having the following payoft table Use the graphics! procedure described in See, 144 to determine the value of the game and the optimal mised sirategy for each player according to the minimax erterion, Check your answer for layer 2 by constructing his payoff table and applying the graph ieal procedure directly to this table 144.3, For the game having the following payofT tle, use the ‘graphics! procedure described in Sec, 4 to determine the valve Of the game and the optimal mixed strategy for each player ae ording tothe minimax criterion, ‘Mud, The A. J, Swim Team soon will have an important swim meet with the G. N, Swim Team. Fach team has a sar swimmer (ohn and ivan, respectively) who can swim very wel inthe 100 yard buttery, backstroke, and breaststoke events. However, the sules prevent them trom being used in more than two of these events, Therefor, their coaches now need to decide hovw to use ‘hem t0 maximum advantage, Each team will enter three swimmers per event (the maximum sllowed). For each event, the following table gives the best time previously achieved by John and Mark a8 well asthe best time for each of the other swimmers who will dtinitely enter tht event. ore Whichever event John or Mark does not swim, his team's third nty for that event wil b slower thn the two shown in he table) John 2 ater stroke | | 016 50.1575] saa 103.2 $08 Backstroke | 1058 1055 1.033] 402% 049 tn Sreossoke | 1139 1125 oer | Hos? as3 tats The points awarded are 5 points for first place, 3 points for Second place, 1 point for third place, and none for lower places Both coaches believe that alt swimmers will essentially equal theie best times in this meet. Thus, John and Maik each wil definitely be entered in rwo of these three events, (4) The coaches must submicall their enties before the meet with (ut knowing the entries forthe other team, and no changes ore permitted Iter. The outcome of the meet is very wncertain, so ‘ach addtional point has equal value forthe coaches. Form late this roblem as a wo:person, zero-sim game, Bliminate dominated strategies, and then use the graphical procedure do Seribed in Se. I. ofa the optimal mined strategy foreach team according tothe minima criterion, The situation and assignment are the same asin patt (a), exe «eat that both coaches now believe tat the A J. team will win the swvim meet if it ean win 13 oF more points in these toe vents, bt will lose with less than 13 points. [Compare the re ‘sulting optimal mixed strategies with those obtained in parte) ] Now suppose thatthe coaches submit their entries during the meet one event ata tine. When submiting his enties for an vent the coach does not know who will be swimming that vent forthe other team, but he does know who hus swe in preceiling evens. The tree key events just discussed ae swum in the onder listed inthe table, Once again, the AJ, tearm needs 23 points in these events to win the swirn meet. Formulate this problem as a two-person, zero-sum game. Then use the com, cept of dominated siategies ie the best strategy for (eG. N, team that actually" it will win under the assumptions being made. (a) The situation isthe same as in pas (c), However, now assume that the coach forthe G. N. team doesnot know abaut game thcory and so may, infact, choose any of his availabe state, fis that have Mark swimming two events. Use he concept of ominated stategies 0 determine the best stratesies om hich the coach forthe A. J. tam shoud choose. IF this cosch ‘knows that the other coach has a tendency to enter Mark inthe butterfly andthe backstroke more often than inthe breaststroke, Which strategy should she choose? o © IAS-L, Refer to the last paragraph of Sec, 14.5. Suppose thet 3 ‘were added to all the entries of Table 14.6 to ensure thatthe cos. responding linear programming medels for both players nave fe, sible solutions with x ® Oand y, = O. Write out these two models CHAPTER 14_GAME THEORY Based on the information given in Sec. 14.5, what are he gl Solution fr these two models? What i the tlationship 2S and y2? What isthe eatonship between the wel er inal gnme v and the values of x} and yi ‘M452. Consider the game having the following payof wp (@) Use the approach described in See. 14.5 to formulate the Jem of finding optimal mixed strategies according t the imax criterion a8 a linear programming problem, © () Use the simplex method to find these optimal » steateies, 145-3 Follow the istutions of rob, 145-2 for the game ing the following payoft table, Strategy 1 Ployer 1 2 3 14.S-4, Follow the instructions of Prob. 1.5.2 forthe game ing the following payoft table Swratesy [1 1 1 2 2 Foyer) 2 ie a] 4 1455. Section 14.5 presents x general linear programming f ‘ulation for finding an optinal mixed stategy for player t and! player 2, Using Table 6.14, show thatthe linear programing Po lem given for player2is the dual ofthe problem given frp} (Hinne Remember that a dual vaisble with a nonposivty £4 sitaint yf 0 ean be replaced by y, = ~y$ with a nonnegat ‘constesint y,3=0) 145-6. Consider the linear progeanning models for playess 13 2 given near the end of Sec, 145 for variation 3 ofthe pobti ‘campaign problem see Table 14.6). Follow the isteuctions of 145-5 for these two models, 720 1522, Jean Clak isthe manager ofthe Mictown Saveway Grocery ‘Store. She now neds to replenish her suppiy of Stawbercies. Her regular suppliee can provide as many cases as she wants. Howoven, ‘because these stambersiesalzeady are very ripe, she will need to sll them tomorrow and then discard ny thst remiin ungol, Jea esti- ‘mates that she wil be able to sell 10,11, 12, or 13 eases tomer, ‘She ean purchase the strawberries for $3 per ease snd gel them for $8 per ease. Jean now needs to decide how many cases to purchase Jean has checked the store's records om daily sales of sraw- berries. On this basis, she estimates that the prioe probabilities are 02, 0.4, 0.3, and 0.1 for being able to soll 10, 11,12, and [3 eases of strawberries tomorrow, (a) Develop 2 decision analysis formulation of this problem by identifying the decision alteratives, the states of nature, and the payoft table {b) How many cases of suaneberries should Jean purchase if she ses the maximin payoff exterion? (©) How many cases should be purchased according to the maxi ‘uum likelihood criterion? (2) How many cases should be purchased aecording to Bayes’ cision rule? (6) Jeon thins ste has the prioe probabilities ust about right for sel- ing 10 cases and seling 13 cases, bt is uncertain shout how t9 split the prior probabilities for 11 cases and 12 cass, Reapply Bayes’ decision rule wien the prior probabilities of 11 and Jcases are (i) 0.2 and 0.5, () 03 and Os, and Gil) 05 ond 02. 182.3." Warren Bufly is an enormously wealthy investor who has built his forme dough bis legendary investing acumen. He cut: rently has been offered three major ivestments and he would like (© choose one. The fst one isa conservative éavwstnent that would perform very well in an improving economy and only sera small loss in a worsening econony. The second isa spectative imestment ‘hat would perf extremely well in an improving economy but ‘would do very badly nu worsening economy. The thed is con: tercelical invesimen tht would lose some money in an improving ‘economy but wold perform well in worsening econorny. Waren belicves that there are three possible scenatios over the lives ofthese potential investments: (1) an improving economy, @) a stable economy, and (3) a worsening economy. He is pes. simistic about where the economy is headed, and so has assigned prior probabilities of 0.1, 0.5, and 0.4, respectively, to these three Scenarios He also estimates that his proits under these reSpective scenarios ae those given by the Following table Improving Stable Worsening Economy Economy _Economy Conservative investment $30 milion § 5 exillon—$10 mition Specuiatve Investment 49 milion $10 milan —$30 milion Countereytca investment | $10 milion ° S15 millon Proc probabiity 04 os 0 CHAPTER 15 DECISION ANALYSIS ih nvesiment shuld Warten make unde ese of lowing criteria? (a) Maximin payoff erterion (b) Maximam likelihood erterion (6) Bayes’ decision sale 1524, Reconsider 1523, Wane By dese ha Bye dessin rl is mos lle eon ero ae Sh ij bot ea he ie pobiy ef angee economy, bat 8 quite uncertain about how to split the renin? probabities betwee stub cconony ma wore ae Theo he ew wishes ods ano we ths ater to por pba, (Realy Bye" dss cle wen th pir pbs Stabe economy 6 03 wo ther probably af eat economy is 0, i (b) Reapay Daye’ decison rue when epi potty ot sae economy 7 andthe pie ORI oh ing economy 8 2 (©) Graphite expected rot fr ech ofthe de inset tras ves te rr pohbity of mae ey | (vith the pir patty of wn imponng toby fa AU, Use ie ppt to Wen he crores pos toca decison shits fom one mene tana (@ Use algebra to solve for the erowove pls dene i pa 4 (@) Develop graph ha lst expected po (vhen sg Bayes celson re) ess he pr abby fase 1525. You are given the following payoff able (in units of tow sands of dollars) for a decision analysis problem: State of Nature Ss Ss 5 220 170 200 180 (4) Which alternative shoutd be chosen wader the maximin pao! (b) Which aternative howl lihood eriterion? (6) Which aterative should be chosen under Bayes' decision ue? (4) Using Bayes’ decison rule, do sensitivity analyse graphically With respect tothe prior probabilities of states Sand; (vi ‘out changing the prior probability of state S,) to determine ti rossover point where the decision shifts from one aerate to the other Then use algebra to ealeulate this erossver pit () Repeat part (d) for the prior probabilities of states 5y am Ss Repeat part (d) forthe prioe probabilities of states 5, and Ss (2) Ifyou fee tat the cue probabilities ofthe states of nts within 10 percent ofthe given prior probabilities, which ler native would you choose? hosen under the maximum ite re to bet estate of Perceat of be dime), curate edict §, sion rule e wort shity of of mature es §, isSyand 8 Sp and predic research in pans of the ‘ions of sale and he f when say the de 1 Force eatin on. The creat ee of| 1 thes lant teed Fore pd des 101 now which ofthe two plans this is. The Air Force does hare access f0 the data on the numberof spares actualy ruined for he older version, bat the supplier has not revealed the pro- Aation location, {@) How mach money is it worthvhite to pay for perfect infor mation on which plant will protuce these engines? (©) Assume thatthe cost of the data on the old airplane model fee and that 30 spares were required, You are given thatthe probability of 30 paces, given a Poisson dstibuton with mean 8, is 1013 for 8 = 21 etd 0.036 for 8 = 24. Find the optinal action under Bayes’ decision mule 153-8 Vincent Cuomo isthe eredit manager forthe Fine Fae rs Mill He is currently faced with the question of whether tw on. teod $100,000 credit 0a potential new customer, a drew neg facture. Vincent has thee categories for the eredi-wothiness of ‘company: poor risk, average risk, and good risk, but he docs noe now which extegory fits this potential customer. Experience in, Actes that 20 percent of companies similac to this dress manus factrer are poor risks, 50 percent are average risk, and 30 por set are good risks, If credit is extended, the expected profit lor pox bs f “$15,000, for erage sks $10,000 a nocd | th4s520000.rrereitinotesenied, he dese menntcnoe one | tno anther mi. Vincent i abet cont a Seay ar J sariaton for fee of $000 per company evaluated Fer gone [tities whos actual cei reco with he mil nee ie, [exch of the tee colgorss, the following table shows the per- | age Hhat were given each of the tee possi set age Eins by the creating osanzaton | Actual Credit Record i Poor Average aud Sose “0% 2ose ose 0% Jose 4035 (© Develop « decision analysis formulation of this problem by identifying the decision altematives, the states of nature, and the payoff table when the exe ating organizatio isnot wed, (© Assuming the crediting organization snot used, se Bayes! Aecision nale to determine which decison alternative should be chosen (0 Find EVPL Does this answer indicate that consideration should be given to using the credit rating ongonization? (©) Assume nove thatthe credicrating organization is used, De- \elop a probability zee diagram to fd the posterior probe bilities of the respective states of nature for exch ofthe three Possible credit evaluations of this potential customer, 1 ©) Use the comesponding Excel template to obtain the answers for part (d, © Determine Vincent's optim policy. 12a An athletic league dacs drug esting ofits athletes, 10 pe. ‘Hof whom use deg. This tes, howevey, is oaly 95 pescen se i i Hable That is, a dug user wil et positive with probability 0.95 and negative with probability 0.05, and a nomuset wil test ne "se with probability 095 and postive with probability 0.05, Develop a probability tre diagram to determine the posterior Probability ofeach ofthe following outcomes of leting a athlee, 9) The athlete isa deg user, given that the test is postive (©) The athlete is nox a drug usr, given thatthe testis pesitve (©) The athlete is a drug user, given that the testis negative, (© “The athlete isnot drug user, given that the testi negative T (©) Use the conesponding excel template o check your ancunee in the preceding pats 153-10, Management ofthe Telrnore Company is considering de veloping and marketing a new product, It is estimated to be toice as likely thatthe preduct would prove to be successful as arene, css Ie it were successful, the expected profit would be ‘5,500,000. Teunsuccessfil, the expected loss would be $1,800,000) A marketing sorvey can be conducted at cost of $300,000 to pe dict whether the product would be succesful, Past experince with such surveys indicates that successful products have been predicted tobe suceessfl 80 percent ofthe ime, whereas unsucessfl pe ‘cts have been predicted to be unsuecesful 70 percent ofthe time (@) Develop a decision analysis formulation of this pablem by identitying the decison altematves, the states of nature, ‘he payoff table when the market survey is aot conducted (©) Assuming the matket survey isnot conducted, se Bayes" de. cision rule to determine which decision alteraative should be chosen, (© Find BVPI, Does this answer indicate that consideration should be given to conducting the market survey? TG) Assume now that the market survey is conducted. Find the Posterior probabilities of the respective states of nature for ac ofthe to posible predictions fom the market sve (© Find the optimal policy regarding whether to conduct the mex ‘Ket survey and whether to develop and marke the ne protuct, 153-11, The Hitond-Miss Monufacturing Company produces tems thot have a probability p of being defective. These items ane Produced in lots of 150, ast experience indicates that p for an en tte lot is ether 0.05 or 0.25, Furthermore, in 80 percent ofthe lots Brotuced, p equals 0.05 (so p equals 0.25 in 20 percent ofthe lots), ‘hese itoms ace then used in an assembly, and ultimately the qual, ly is determined before the final assy leaves the plant Ini. tally the company can efter sereen each item ina lot ata ost of S10 por item and replace defective items or ase the items directly without sereening. Ifthe latter ation is chosen, the eos of rework. is ulimately $100 per defective item. Because screening requires Scheduling of inspectors and equipment, the decision to screen or nol screen must be made 2 days before the sexeening isto teke Place. However, one item can be takea fiom the lot and sent to 2 |aboratory for inspection, and its quality (defective or nondefocr tive) can be reporid before the screen screen decision must be ‘ade. The cost of this initia! inspetion ls $125, (@) Develop a decision analysis formulation of this problem by identifying the decision alternatives, the states of nature, and ‘he payoff table if the single item isnot inspected in advance 762 CHAPTER 16_MARKOV CHAINS 165-2. A tcansition matrix Pis said fo be doubly stochestic if the sum over each coluran equals 4; that is, Sou If such a chain is ineducible, aperiodic, and consists of M+ 1 state, show that for al. for j= 05 15 Be 1 UT 16543, Reconsder Pro, 1633, Use de rests given in Prob 165210 find the steady-state probabiies for his Mako cha, ‘hen find what happens to these steady-state probabilities Hf, 3 cach step, the probability of moving one pont clockwise changes {0 09 and the probability of moving one point counterclockwise changes 00.1 € 1654, The leading brewery on the West Coast (labeled A) has hired on OR analyst to analyze its market pestion. It is partieu- Tavly concerned about its major competitor (beled 8). The ans: Iyst believes that brand switching can be modeled as a Markov chain using thee states, with states A and B representing custome tinking beer produced from the aforementioned breweries and stale C representing all other branes. Data ate taken monthly, and {he analyst has constructed the following (one-step) transition ma- tex from past dara a » © a [or 02 71 5 | 02 075 90s clo ot o@ ‘What rete steady-state market shares forthe two major breweries? 16.5.5, Consider the following blood inventory problem facing @ hospital. There is need fora raze blood type, namely, type AB, Rh negative blood, The demand 1 (in pins) over any 3-day period is sven by PID=0)=04, PID=1) PID=2)=02, md PID 3, = 00. Note thet the expected demand is 1 pint, since UD) = 0.31) + (02(2) + 0.1) = 1, Suppose that there are 3 days between deliver ies. The hospital proposes a policy of receiving | pint at each de- livery and using the oldest blood first. If more blood is equited than is on and, an expensive emergency delivery is made. Blood is dis carded if itis stil on the shelf after 21 days, Denote the state ofthe system asthe mamber of pints on band just after a delivery. Thus, bbecause of the discarding policy, the largest possible state is 7 (0) Consiruct the (one-sep) transition matrix for this Markov chain, ¢ (b) Find the steady-state probabilities ofthe state ofthe Markow chain, ©) Use the results from part (2) to find the steady-state proba bility that a pin of blood will need to be discarded dating a 23-day period. (Hint: Beeanse the oldest blood i used fy Piot reaches 21 days only if the late was 7 and then Dogs (a) Use ihe results fom part to Ftd the steadystite prop ity that an emergeney diver wll bended dig te period between regular deliveries, © 165-6, Inthe lst subsection of See. 16.5, the (long-run) ey, pected average cost per week (based on just ordering costs and ye Satisfied demand costs) is calculated for the inventory example of See, 16.1. Suppose now thatthe ordering policy is changed oye following. Whenever the number of cameras om hand atthe en of the week is O or 1, an order is placed that will Bring tis namter ‘upto 3. Otherwise, no order is placed Recalculate the (long-run) expected average cost per week un der this new inventory policy 16.8: Consider the inventory example intcoduced in Sec. 164, ‘bt with the following ehonge in the ordering policy. Ifthe van. ber of cameras on band at the end of each week is O or I, two a ional eameras will be ordered, Otherwise, no ordering wil take pluce. Assume thatthe stoage costs are the same as given in the second subsection of See. 16.5, © (a) Find the steady-state probabilities ofthe state ofthis Maker chain () Fin the long-run expected average storage cost per week 1658, Consider th following inventory pote fra cetsin po Ifthe demand ding a period exceets the nuke of fens avaible, this wanted demand is baekoggeds he is filed en the next ode is eeived. Let Z, (n=, 1.) dette mount of inventory on tand minute uber fonts backogged before ordering atthe end of peti n (Za = 0) 218 ze 1 positive, nooner ace backlogged. IF, is negative then ~ Zep. resents th number of baclogged wits adn invents on nh Ate end of petod nf Zy <1, an orders placed fr 2m is, vere mite smallest integer sch ht Z, + 2m 1. Order fed immedi Lct Dy, Da... Be the demand fora product in perils 2... reseeively.Asse th the Dae independent a ie ely disttuted rnd variables tang on te rales, |. 3,4, each with probability |. Let X, denote the amount of stoek on hand er oceting at he end of period n (hee Ky = 2 208 <1— Dy + 2m HEX Dye Bo Ue Dy Xa Ded when {Xp} (= 0, 1, } is a Markov chain. [¢ has only two sts, and, becase the only time that onesing wil ae pe is when Z, = 0,1, ~2,00-~3, in which case 2,24, snd 40s are ondered, respectively leaving X, = 2, 12,1 respect ¢a) Const the one-tp traston mai ()) Dsethestedy-xtte equations to save manly forthe st sate probabilities. (Now ose the result given in Peo 165-2 find the se sate probabilities. (@ Sappoe thatthe owerng cost is given by (2+ 20 is der is placed and zero otherwise. The holding cost per pei is Z if Z,%0 and rxo herve. The shorage co PE 2 fist a D=0) robabil: be Satay vn) ex. and ur ample af ed to the reendof + number week une fe. 16.1, ‘wo ad wil ake sen inthe s Markor week, sain prod + of ems ici files eno he soklogged 1~2q 109 ‘on han Sades ae an ide only 10 ‘ke place cod is sively ube steeds the sends ny if an oF « per peri cost __PROBLEMS period is ~42, i€ Z, <0 and zero o1herwise, Find the (long ra) expected average cost per unit time, 16:9. An important uit consists of two components placed in gore. The nit performs satsticwsity if one ofthe tw compo tents is operating, Therefore, only one components persed ta tine, but both components ace Kept operational (Capable of being operated) as often as possible by repairing them as needed. An op- erating component beaks down in a given peciod wit probability 02. When tis occurs, the pore! component tkes over i iis aperatonal, atthe begining ofthe next perad. Only one compo net can be repaied at time. The repair of «component sorts the beginning ofthe irs available peciod and is completed a the cn of the next period. Let X, be a vector consisting of two ee- sens /and V, where U repeeseats the numberof components at sue operation a the end of petiod and V represents he umber ‘of petiods of repair that have been completed on components that fue rot yet operational. Thus, V= Oi€ U = 2 0 if = | and the rep ofthe nonopertional component is just geting under wa. Because rep takes two periods, V = 1 if U = O(since ten sonoperational components waiting to begin epsie while the other ‘onefSenerng its second period of repie ort U = 1 and the no fpeatonal companent ie entering its second pesiod of repai. Theefore he state space consists ofthe fou states (2,0) (1.0), (©, D, and (1, D, Denote these four states by 0,1, 2,3, respec. tively} (C= 01, ..) isa Markov ebain (assume tat = 0) with he (one-tep) transition mati Sue 0 1 2 3 0 [0s 020 0 1 |o a 02 08 Pe 2 |o 1 0 o 3 los 020 o © (@) What isthe probability thatthe unit wil be inoperable (be cause both components are down) after n petiods, for x = 2,5, 10, 207 © (b) What are the steady-state probabilities of the stake of this Markov chai? (© Ititeosts $30,000 per period when the unit is inoperable (bet componenis down) and zero otherwise, what isthe (long-ron) ‘expected average cost per period? 166-1. A computer is inspected atthe end of every hour I is foand to be ether working (up) or failed (dover, If the computer is found to be up, the probability ofits remaining up forthe next ‘our is 0.90. Iti down, the computer is repaired, which may re ‘ure more than 1 hour. Whenever the computer i down (regard ‘ks of how fong ithas been down), the probsbility of its sill be lag down 1 hour later is 0.35 (@) Construct the (one-step) transition mateix for this Markov chain (8) Use the approach described in Sec. 16.6 to find the sy ected first passage time from state to state) forall andj 466.2. & manufacturer has a machin that, when operational st ‘be begining ofa day, has «probability of 0.1 of breaking down 763 sometime doring the day, When this happens, the repair is done the next day and completed atthe end of that day. {8) Forte the evolution ofthe status ofthe machine as « Merkov chain by identifying three possible states at tho end ofeach day, and then constructing the (one-step) transition matrix () Use the approach described in See, 16.6 to find the jy (the x: pected fist passage time from sate #t sate) for al andj. Use these resulé to identify the expected numberof full days ‘hat the machine wil remain operational before the next break down after a reps is complete. (©) Now suppose that the machine aleady has gone 20 full days ‘without a breakdown since ihe Inst pair was completed. How oes the expected number of full days hereafter that the mae ‘chine will remain operational before the nest breakdown com= pare with the corresponding result from part (b) when the o- pair od just been completed? Explain 166.3, Reconsider Prob. 16.6:2. Now suppose thatthe manufac- turer keeps a spare machine that only i used when the primary ‘machine is being repaired. During a repair day, the spare machine has a probability of 0.1 of breaking dow, in which ease iti re pared the nextday. Denote the sate ofthe system by (x), where ‘rand 3, respectively, take on the values 1 or O depending upon whether the primary taachine (<) and the spare machine (y) are op- rational (value of 1) oF not operational (vue of 0) at the end of the day. (inne Note that (0,0) isnot possible state.) (@) Construct the (one-step) transition matrit for this Markov chain, (b) Find the expected! recurrence rine for the state (1,0). 16.6-4. Consiir the inventory example presented in Sce. 16.1 x cept that demand now has the following probability distribution PID = 0} PID =2) = L PID=1)=5 PID=3)=0. ‘The ordering policy now is changed to ordering jost 2 cameras at the end ofthe week if none are in stock. As before, no orders placed if there are any cameras in stock. Assume that there is one camera in stock atthe time (the end of a week) the policy is insted. 4) Construct the fonestep) transition mats (b) Find the probabifity distribution ofthe state ofthis Markov chain weeks aftr the neve inventory policy is insti for = 2,5, 10, (© Find the 44, the expected first passage time from state i t0 state) For all ¥ and j © (d) Fine the steady-state probabilities ofthe state of this Markov chain. (©) Assuming thatthe store pays a storage cost foreach camera remaining on the shelf at the end of dae week according tothe function C(O) = 0, C(I) = $2, and C(2)~ $8, find the fong- run expected average storage cost per week, 1665. A prodveton process contains a machine that deteriorates rapidly in both quality and output under heavy usage, 9 that itis 764 CHAPTER 16_MARKOV CHAINS inspected atthe end of each day. Immediately after inspection, the ‘cotuliion of the machine is noted and classified possible sates: (Operable—major deterioration Inoperable and replaced by a good-as-new machine "The process can he mevlled as a Markov chain with is (one-step) ‘eausition mattis P given by ° 1 7 2 . e 16 3 i 4 s 1 2 ° ° 7 3 1 ° ° © (a) Find the steady-state probabilities. {b) Ifthe costs of being in states 0, 1, 2, 3, are 0, $1,000, $3,000, and $6,000, respectively, what is the Iong-san expected aver- age cost per day? {) Find the expected recursence rime for state 0 (Le. the expected length of time a machine ean be used before i must be re places), 16:7-1, Consider the following gambler’s ruin problem. A gant- blr bets $1 on each play of a game. Bact time, he has a proba bility p of winning and probability q = | ~ p of losing the dollar bet, He will continue to lay until he goes broke or nets forune of F dollars, Lt X, denote the nurnber of dollars possessed by the ‘gambler after the mth play of the game, Then Keay = Plot E with probabitity t= Tx) Lith probability ¢ ford SXy

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