TEORIA DE LAS DESICIONES

Grupo 212066_25

Fase 6 - Resuelve problemas aplicando los algoritmos de la Unidad 3

Entregado por:

Paulino Hernández
Código: 79876190

Entregado a:
RICARDO JAVIER PINEDA

UNIVERSIDAD NACIONAL ABIERTA Y A DISTANCIA - UNAD

ESCUELA DE CIENCIAS BÁSICAS TECNOLOGÍA E INGENIERÍA
Noviembre de 2019
BOGOTA
 INTRODUCCIÓN

El presente trabajo se desarrolla con la finalidad de estudiar el tema de toma

de decisiones a partir a partir de los criterios de toma de desiciones y
probabilidades de acuerdo a Markovian process.
Exercise 1. Markov chains (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 $
530,000 (state 0); if you have had an accident in each of the last two years you will
be charged $ 719,000 (State 1); If you had accidents the first of the last two years
you will be charged $ 517.000 (state 2) and if you had an accident the second of the
last two years will be charged $ 778.000 (State 3). The historical behavior of each
state is given by the following cases of accident, taken in four different events.

According to Table 1 by applying the Markovian processes, finding the transition

matrix and solving the respective equations of p * q, where p is the transition matrix
and q the vector [W X Y Z]. Answer:

a. What is the transition matrix resulting from proportionality according to the

accident history?

b. What is the average premium paid by a customer in Payoff, according to

historical accident rate?

Estado Valor
$
0 530.000 W
$
1 719.000 X
$
2 517.000 Y
$
3 778.000 Z
Para calcular la matriz de transición de acuerdo a la tabla 1 historial de accidentes
se realiza lo siguiente para todas

Dando como resultado

a. What is the transition matrix resulting from proportionality according to the
accident history?

Rta
States E0 E1 E2 E3 Total
E0 0,3 0,2 0,25 0,25 1
E1 0,3 0,35 0,15 0,2 1
E2 0,25 0,35 0,4 0 1
E3 0,15 0,15 0,25 0,45 1

b. What is the average premium paid by a customer in Payoff, according to

historical accident rate?

Rta
Ahora se calculan las ecuaciones
𝐸0 = 0,3(530.000) + 0,3(719.000) + 0,25(517.000) + 0,15(778.000) = 620.650
 𝐸1 = 0,2(530.000) + 0,35(719.000) + 0,35(517.000) + 0,15(778.000) = 655.330
𝐸2 = 0,25(530.000) + 0,15(719.000) + 0,4(517.000) + 0,25(778.000) = 641.650
𝐸3 = 0,25(530.000) + 0,2(719.000) + 0,0(517.000) + 0,45(778.000) = 626.400

Prima promedio
E0 620650
E1 655330
$ 623.525
E2 641650
E3 626400

Exercise 2. Markov chains (Initial state multiplication):

In Colombia there are 5 main mobile operators such as 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 TIGO COMCEL MOVISTAR ETB UFF

TIGO 0,25 0,15 0,35 0,1 0,15
COMCEL 0,2 0,35 0,15 0,1 0,2
MOVISTA
0,35 0,2 0,2 0,2 0,05
R
ETB 0,15 0,25 0,05 0,25 0,3
UFF 0,15 0,25 0,3 0,15 0,15

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

According to Table 2 by applying the Markovian criteria, solve the multiplication of

the initial state vector (market share) by the probability matrix (transition matrix).
Answer:

a. Find the probability that each user stays with the mobile company for the 3
next periods.

Ya tenemos la matriz inicial

STATE TIGO COMCEL MOVISTAR ETB UFF

TIGO 0,25 0,15 0,35 0,1 0,15
 COMCEL 0,2 0,35 0,15 0,1 0,2
MOVISTA
0,35 0,2 0,2 0,2 0,05
R
ETB 0,15 0,25 0,05 0,25 0,3
UFF 0,15 0,25 0,3 0,15 0,15

Ocurrencia (Estado Inicial)

STATE Porcentaje
TIGO 0,2
COMCEL 0,3
MOVISTAR 0,3
ETB 0,1
UFF 0,1

Se calcula las ecuaciones para el Periodo inicial

𝑻𝒊𝒈𝒐 = 0,25(0,2) + 0,2(0,3) + 0,35(0,3) + 0,15(0,1) + 0,15(0,1) = 0,245

𝑪𝒐𝒎𝒄𝒆𝒍 = 0,15(0,2) + 0,35(0,3) + 0,2(0,3) + 0,25(0,1) + 0,25(0,1) = 0,245
𝑴𝒐𝒗𝒊𝒔𝒕𝒂𝒓 = 0,35(0,2) + 0,15(0,3) + 0,2(0,3) + 0,05(0,1) + 0,3(0,1) = 0,21
𝑬𝑻𝑩 = 0,1(0,2) + 0,1(0,3) + 0,2(0,3) + 0,25(0,1) + 0,15(0,1) = 0,15
𝑼𝑭𝑭 = 0,1(0,2) + 0,1(0,3) + 0,2(0,3) + 0,25(0,1) + 0,15(0,1) = 0,15

P0 0,245 0,245 0,21 0,15 0,15

Para hallar la probabilidad de los siguientes periodos se debe hallar el periodo

multiplicando la matriz inicial por el periodo anterior
Periodo TIGO COMCEL MOVISTAR ETB UFF
P1 0,2288 0,2395 0,2170 0,1510 0,1638
P2 0,2283 0,2402 0,2161 0,1525 0,1629
P3 0,2280 0,2404 0,2156 0,1526 0,1633
Esta es la probabilidad que los usuarios permanezcan en las compañías de telefonía
durante los próximos 3 periodos, de acuerdo a esto la empresa con mayor
probabilidad de tener usuarios es Tigo.

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 TIGO COMCEL MOVISTAR ETB AVANTEL UFF

TIGO 0,1 0,2 0,4 0,1 0,1 0,1

COMCEL 0,1 0,2 0,1 0,2 0,3 0,1
MOVISTA
0,1 0,3 0,2 0,2 0,2 0
R

ETB 0,1 0,3 0,2 0,1 0,1 0,2

AVANTEL 0,1 0,15 0,35 0,1 0,1 0,2
UFF 0,1 0,2 0,2 0,3 0 0,2

The current percentages of each operator in the current market are for Tigo 0.1 for
Comcel 0.2, for Movistar 0.3, for ETB 0.1, Avantel 0.1 and 0.2 for Uff (initial state).
According to Table 3 by applying the Markovian criteria, solve the multiplication of
the initial state vector (market share) by the probability matrix (transition matrix).
Answer:
Probabilidad
Inicial STATE
0,1 TIGO
0,2 COMCEL
0,3 MOVISTAR
0,1 ETB
0,1 AVANTEL
0,2 UFF

a. Find the probability that each user stays with the mobile company for the
nexts 4 periods.

Periodo TIGO COMCEL MOVISTAR ETB AVNATEL UFF Total

P0 0,100 0,235 0,215 0,190 0,150 0,110 1,000
P1 0,100 0,233 0,219 0,167 0,158 0,124 1,000
P2 0,100 0,231 0,220 0,170 0,156 0,123 1,000
P3 0,100 0,231 0,220 0,170 0,156 0,123 1,000
P4 0,100 0,231 0,220 0,170 0,156 0,123 1,000

Estas son las probabilidades que los usuarios estén en las empresas operadoras
en el periodo 4 la empresa con mayor probabilidad es COMCEL.
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 Colombian, 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.
Gaseosa Colombiana Pepsi-Cola Fanta CocaCola
Colombiana 0,4 0,2 0,1 0,3
Pepsi-Cola 0,2 0,3 0,2 0,3
Fanta 0,4 0,2 0,2 0,2
CocaCola 0,2 0,2 0,1 0,5

At present, each Colombian brand, Pepsi Cola, Fanta and Coca Cola have the
following percentages in market share respectively (30%, 20%, 10% and 40%)
during week 3.

According to the data by applying the Markovian criteria, solve the multiplication of
the initial state vector (market share) by the probability matrix (transition matrix).
Answer:

a. Find the transition matrix.

Gaseosa Colombiana Pepsi-Cola Fanta CocaCola Total

Colombiana 0,4 0,2 0,1 0,3 1
Pepsi-Cola 0,2 0,3 0,2 0,3 1
Fanta 0,4 0,2 0,2 0,2 1
CocaCola 0,2 0,2 0,1 0,5 1
Total 1,2 0,9 0,6 1,3
 Estado
Gaseosa inicial

Colombiana 0,3
Pepsi-Cola 0,2
Fanta 0,1
CocaCola 0,4
b. Find the probability that each user stays with the mark or change to
another for periodS 4, 5, 6 and period 7.

Periodo Colombiana Pepsi-Cola Fanta CocaCola Total

P0 0,2800 0,2200 0,1300 0,3700 1

P1 0,2820 0,2220 0,1350 0,3610 1
P2 0,2834 0,2222 0,1357 0,3587 1
P3 0,2838 0,2222 0,1358 0,3582 1
P4 0,2839 0,2222 0,1358 0,3581 1
P5 0,2839 0,2222 0,1358 0,3580 1
P6 0,2839 0,2222 0,1358 0,3580 1
P7 0,2840 0,2222 0,1358 0,3580 1

La variación que hay entre la probabilidad de los periodos en el consumo de las

gaseosas es minimo, en esta tabla se evidencia que la probabilidad mas alta de
consumo esta concentrada en la Coca-Cola.

Exercise 5. Markov chains (Initial state multiplication):

Suppose you get 6 types of Jeans brands in the Colombian market: Brand 1, Brand
2, Brand 3, Brand 4, Brand 5 and Brand 6. The following table shows the odds that
you continue to use the same brand or change it.

BRAND BRAND BRAND BRAND

STATE BRAND 2 BRAND 3
1 4 5 6
BRAND 1 0,18 0,18 0,15 0,21 0,18 0,1
BRAND 2 0,14 0,18 0,2 0,19 0,15 0,14
BRAND 3 0,13 0,16 0,15 0,21 0,2 0,15
BRAND 4 0,22 0,16 0,18 0,2 0,18 0,06
BRAND 5 0,15 0,17 0,15 0,17 0,15 0,21
BRAND 6 0,17 0,15 0,17 0,19 0,19 0,13

At present, brand, have the following percentages in market share respectively

(20%, 15%, 17%, 15%, 13% y 20%) during week 4.

According to the data by applying the Markovian criteria, solve the multiplication of
the initial state vector (market share) by the probability matrix (transition matrix).
Answer:

a. Find the transition matrix.

STATE BRAND 1 BRAND 2 BRAND 3 BRAND 4 BRAND 5 BRAND 6 Total

BRAND 1 0,18 0,18 0,15 0,21 0,18 0,1 1
BRAND 2 0,14 0,18 0,2 0,19 0,15 0,14 1
BRAND 3 0,13 0,16 0,15 0,21 0,2 0,15 1
BRAND 4 0,22 0,16 0,18 0,2 0,18 0,06 1
BRAND 5 0,15 0,17 0,15 0,17 0,15 0,21 1
BRAND 6 0,17 0,15 0,17 0,19 0,19 0,13 1
Total 0,99 1 1 1,17 1,05 0,79
b. Find the probability that each user stays with the mark or change to another
for periodS 4, 5, 6 and period 7.

BRAND 1 BRAND 2 BRAND 3 BRAND 4 BRAND 5 BRAND 6 Total

State
P0 0,1656 0,1663 0,1660 0,1963 0,1770 0,1288 1,0000
P1 0,1663 0,1671 0,1668 0,1951 0,1743 0,1304 1,0000
P2 0,1662 0,1671 0,1668 0,1951 0,1744 0,1303 1,0000
P3 0,1662 0,1671 0,1668 0,1951 0,1744 0,1303 1,0000
P4 0,1662 0,1671 0,1668 0,1951 0,1744 0,1303 1,0000
P5 0,1662 0,1671 0,1668 0,1951 0,1744 0,1303 1,0000
P6 0,1662 0,1671 0,1668 0,1951 0,1744 0,1303 1,0000
P7 0,1662 0,1671 0,1668 0,1951 0,1744 0,1303 1,0000

Se evidencia la misma probabilidad en los periodos de 4 a 7.

 BIBLIOGRAFIA

Ibe, O. (2013). Markov Processes for Stochastic Modeling: Massachusetts, USA:

University of Massachusetts Editorial. Retrieved on Nov 10, 2018 from:
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UK: Mathematical Institute Editorial. Retrieved on Nov 10, 2018 from:
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Pineda, R. (2017). Virtual learning object Unit 3. Markov decision processes. [Video
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http://bibliotecavirtual.unad.edu.co:2051/login.aspx?direct=true&db=nlebk&AN=54
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