Birla Institute of Technology and Science, Pilani

Second Semester 2019-20

MATH F242 (Operations Research)
Assignment

Note: Solve the following questions in A4 sheet and submit up to Wednesday, May 06, 2020.

Q1. The joint density function of two continuous random variable X and Y is

 6 ( x  y );
2
0  x  1,0  y  1
f ( x, y)   5

0 ; otherwise
(i) Find the marginal densities of X and Y.
(ii) Are X and Y independent?
(iii) Find the probability P [0.1 < X < 0.5].
Q2. Use dominance property to reduce the following player A’s payoff matrix and hence obtain the optimal
strategies for both players and the value of the game.
Player B
B1 B2 B3 B4
A1 1 7 3 4
Player A A2 3 6 4 5
A3 7 2 0 3
Q3. (a) The hazard rate function of a power unit is given as
0.5
 t 
z (t )  0.05   ; t 0
 100 
Find the reliability, if the power unit should operate continuously for 100 hours.
(b) Consider an n component series system (working independently) with failure rates 𝜆1 , 𝜆2 , … , 𝜆𝑛 ,
respectively. Find the reliability of the system. Also compute the mean time to failure of the system in terms
of the mean life of its components.
Q4. Use forward recursive equation to solve the following dynamic programming problem
Min Z  y12  2 y22  4 y3
Subject to
y1  2 y2  y3  8
y1 , y2 , y3  0
Q5. For a construction project, the network diagram is shown in figure and the activity information is given in
the table below:

G
A 3
E

B D
1 2 5 6
H

C
F
4
 Activity A B C D E F G H
Optimistic time 1 1 2 1 2 2 4 3
Duration
Most likely time 4 1 2 1 5 5 6 6
(weeks)
Pessimistic time 7 7 8 1 14 8 14 7
(a) Find the expected time and variance for each activity.
(b) Calculate the earliest and latest expected completion times of each event.
(c) Identify the critical path.
(d) Calculate the expected time for project completion and project variance.
(e) Find the duration of the project that will have 95% chance of being completed. (z0.95 = - 1.64).
Q6. A small handloom mill has 4 machines, which while running suffers breakdown. Mean time between
breakdowns follow exponential distribution with rate 0.5 per hour. There is only one repairman to repair the
failed machines. The repair time is also exponentially distributed with mean rate 1 per hour. Machine
downtime cost Rs. 25 per hour and the repairman cost Rs. 55 per day.
Find
(i) the probability that the repair facility is idle.
(ii) the expected number of failed machines in the system.
(iii) the expected waiting time for a failed machine.
(iv) the expected downtime cost (assume 8 hour shift per day).
Q7. Use dynamic programming with Forward recursive equation to determine the subdivision of a quantity
weighting 'c' kg into three parts which will maximize the product of the three parts.
Q8. A project is represented by the network whose details are given below:
Activity (1,2) (2,3) (2,4) (2,6) (3,5) (4,5) (3,6) (5,6) (6,7) (4,7) (7,8)
Optimistic Time
7 4 10 8 7 13 19 4 13 13 7
(days) ‘a’
Most Likely
Time 16 19 16 14 13 19 22 7 19 25 13
(days) ‘m’
Pessimistic Time
28 25 37 20 37 33 19 49 37 37 19
(days) ‘b’

1 2 3

7 8
5

4
Determine
(a) Expected earliest occurrence time for each event.
(b) Latest occurrence time for each event.
(c) Obtain the critical path.
(d) Calculate expected time and variance of the complete project
Q9. (a) Consider a parallel system consisting of ‘n’ independent components with hazard rate function of a
component is ‘bit’, bi are parameters, where i = 1, 2, 3,…, n. Assume that the components function
independently. Find the reliability of a component and system. Find the hazard rate function of the system.
(b) A system follows Weibull distribution with 𝛽 = 1.2, 𝜂 = 500 days and 𝛼 = 0.
(i) Find mean time to failure of the system.
 (ii) Reliability of the system for 3000 days.
Q10. (a) Consider the following 3 × 3 payoff matrix for player A
Player B
Player A B1 B2 B3 B4
A1 3 2 4 0
A2 3 4 2 4
A3 4 2 4 0
A4 0 4 0 8
Determine the optimal strategies for both players and value of the game, after reducing it into 2 × 2 matrix
by using dominance rule.
(b) Determine the optimal strategies for both players the following game by graphical method

Player B

Player A B1 B2
A1 1 -4
A2 2 5
A3 -1 6
A4 4 1
[8]
Q11. Assume that the goods trains are coming in a yard at the rate of 30 trains per day and suppose that the
interarrival times follow an exponential distribution. The service time for each train is assumed to be
exponential with an average of 36 minutes. If the yard can admit 4 trains at a time, calculate the probability
that the yard is empty, the average number of trains in the queue. Also find the average waiting time of
a new train coming into the yard.
Q12. A dentist schedules all her patients for 30 minutes appointments. Some of the patients take more or less than
30 minutes depending on the type of dental work to be done. The following summary shows various
categories of work, their probabilities and the time actually to complete the work:
Category Duration Probabilities
(minutes)
Filling 45 0.40
Crown 60 0.15
Cleaning 15 0.15
Extraction 45 0.10
Checkup 15 0.20
Simulate the dentist's clinic for the 2 hours under the following heading
T, CE, CNA, CND, NS, NQ, CWTS, CWTQ, STS, CIDT, IAT, NAT, US, ST, NDT, NET, NE. Use two
digit random number 40, 82, 11, 34, 25 and 66 to generate service times, if first customer arrives at 8.00
AM in the system. Assume that all the patients show up at exactly their scheduled arrival time starting at
8.00 A.M. Estimate the probability of server being idle, the mean number of customers in the system and
the mean time spent by a customer in the system.
Q13. The continuous demand of an item during a single period is uniformly distributed over [0, 100]. The costs
of purchasing and selling of one item are Rs. 7.00 and Rs. 9.00 respectively. If there is a shortage of an item
then shopkeeper loses sales and also a goodwill costing Rs. 2.00 per item. The leftover items are sold at a
concession rate of Rs. 6.00 per item. There is setup cost of Rs. 10 per order. If initial inventory is 10 items,
then find the general ordering point and optimal ordering policy.
x 200 220 300 320 340
f(x) 0.1 0.3 0.3 0.2 0.1