UNIVERSIDAD NACIONAL DE TRUJILLO

FACULTAD DE INGENIERÍA

CURSO : INVESTIGACIÓN DE OPERACIONES II

TEMA: : EJERCICIOS EN INGLÉS PDP

DOCENTE : MG. BACA LÓPEZ, MARCOS

ALUMNOS : GUTIÉRREZ FLORES, JHAN

OLIVARES GUTIÉRREZ, XIOMARA

PONCE GRAOS, JHERRY

RODRÍGUEZ CRUZ, JAIR

RUBIO CABANILLAS,RICARDO

ZAVALETA ROJAS, MIGUEL

CICLO : VII

TRUJILLO – PERÚ

2020

EXERCISE 1
Suppose that the national trains of Mexico in their reconstruction stage, have hired the
services of three Mexican consulting companies in order to be advised on all the
problems associated with said restructuring project. Be those consulting companies, A,
B and C. Under the present circumstances it has been estimated that the difficulties of
the associated companies in their study are: 0.40, 0.60 and 0.80 respectively. The total
probability of failure is therefore 0.40x0.60x0.80 = 0.192. In the face of such a drastic
and desperate situation, train management has decided to hire the services of two
American consulting companies (one French and one Japanese) in order to serve as
consultants to the Mexican consulting companies. Due to the structure of the same
projects, these foreign companies cannot advise part-time, say company A and a partial
company dedicate them to B, but instead must dedicate their full time to one and only
one of the three companies.
The following table presents a description of the probabilities of failure with the
allocation of foreign companies.

Assignment Mexican consulting companies

From foreign
consulting
companies A B C
0 0.40 0.60 0.80
1 0.20 0.40 0.50
2 0.15 0.20 0.30

This table should be interpreted as follows: if both the French and Japanese advise
company C, the probability of failure is reduced from 80% to 30%. However, if only a
foreign company (no matter if they are the French or the Japanese), advise C, the
probability of failure is reduced from 80% to 50%.
How should these foreign companies be assigned in order to reduce the total probability
of failure?

SOLUTION:
The optimal solution is to assign a foreign company to the mexican company A (S3 * =
1), not assign anything to the Mexican company B (since G2 (x1) = G2 (1) = 0.3 with
S2 * = 0) and assign a foreign company to company C.
The total probability of failure is reduced from 0.192 to 0.06.
 EXERCISE 2
“ANOTHER GAME OF CHANCE”
In this example you have $2 and you have to play a game of chance 4 times. The chance
of winning a single bet is 0.4 and thus the chance of losing it is 0.6. If you have “b”
dollars then you can bet O, 1, …, b dollars. The goal is to find a strategy that maximizes
your chance of ending up with at least $6.

There are some natural elements of DP:

1. The stage “i” is just the i-th bet of the game.
2. The decision at stage “i” is y¡ = how much to bet.
3. The states at stage “i” is Xi = the money available for betting.

The probabilistic DP is formulated is:

OVF: Since our goal is the maximize the chance of ending up with at least $6, we
define Fi(Xi) = the probability that you will have at least $6 at the end of the 4-
th bet given that you have Xi dollars before you make the i-th bet.
Recursion relation: Note that if you have $Xi at the beginning of stage “i” and bet
$y¡ then the expected return is:

0.4∗f i+1 ( xi+ yi )+ 0.6∗f i+1 ( xi− yi )

Therefore, the recursive equation is:

fi ( xi ) =max {0.4∗f i+1 ( xi+ yi )+ 0.6∗f i+1 ( xi− yi ) }

OPF: The optimal policy is Pi( xi) = the yi the maximizes the last equation.
Boundary Condition: We have

f 5 ( x 5 )=f 5 ( x 5 ) = 1 , if x 5 ≥ 6 ,
{ }
0 ,if x 5<6

SOLUTION:
Thus, your optimal probability of reaching $6 is 0.1984
The optimal betting strategies are:

EXERCISE 3

In this problem we spin a wheel which is marked with 1 to n. The probability that the
wheel stops at the number I is pi. You have to pay $ x to spin the wheel up to m times.
The payoff is 2x the number produced in the last spin. The problem is to find an optimal
strategy for this game.
We want to set this up as a probabilistic DP. We note that
1. We have m spins of the wheel so the natural candidate for the stage variable is:
stage i=¿ the i−th spin of the wheel where i=1,2 , … , m.
 2. The decision at each stage is either to spin the wheel one more time or end the
game right there.
3. The states of stage I is the number obtained in the last spin
Thus we have the following probabilistic DP:
OVF: Let f i ( j )=¿ the maximum expected return given that the game is at stagei and that
j is the outcome of the last spin. Thus

2j
( Expected payoff at stage i =
given j isthe state ) { n

∑ pk f i+1 (k )
k=1

Recursive relation: This is given by

n
f i ( j )=max {2 j , ∑ pk f i +1(k )
k=1

For i=1,2 , … , m.
OPF: We have
n

{
Pi ( j )= stopif 2 j ≥ ∑
k=1
p k f i+1 ( k )
spin once more otherrwise

Boundary conditions: We have f m+1 ( j )=2 j for any j

Answer: It is f 1 (0)
We now illustrate with a numerical example. Suppose n=5 and you pay $ 5 for up to
m=4 spins

i
Pi
1
0.3
2
0.25
3
0.2
4
0.15
5
0.1
Stage 5

For this stage f 5 ( j )=2∗ j

Spin 4 outcome
Optimum solution

j
f5(j)
Decision

1
2
END

2
4
END

3
 6
END

4
8
END

5
10
END

The decision is easy since the game must end here

Stage 4

For this stage

{
f 4 ( j )= 2∗ j, ∑ pk ¿ F5 ( k )
k=1
}
 Spin 3 outcome
Expected Return
Optimum solution
j
End
Spin
f4(j)
Decision
1
2
5
5
SPIN
2
4
5
5
SPIN
3
6
5
6
END
4
8
5
8
END
5
10
5
10
END

Stage 3

For this stage 5

{
f 3 ( j )= 2∗ j, ∑ pk ¿ F 4 ( k )
k=1
}
Spin 3 outcome Expected Return Optimum solution
j End Spin f4(j) Decision
1 2 6.15 6.15 SPIN
Stage 2
2 4 6.15 6.15 SPIN
For this stage
3 6 6.15 6.15 SPIN
4 8 6.15 8 END
5 10 6.15 10 END
5

{
f 2 ( jSpin
)= 2∗3j,outcome
j
k=1
}
∑ pk ¿ F3 ( k ) Expected Return
End Spin
Optimum solution
f4(j) Decision
1 2 6.8125 6.8125 SPIN
2 4 6.8125 6.8125 SPIN
3 6 6.8125 6.8125 SPIN
4 8 6.8125 8 END
5 10 6.8125 10 END
Stage 1
For this stage

5
f 1 (0) ∑ p k ¿ f 2( k )
k=1
7.309375
Thus the maximal expected return is = 7.309375 - 5 = 2.309375
and the optimal strategy is given by

Spin No. What to do

1 Spin
If spin 1 = 1,2,3 spin again
2
If spin 1 = 4,5 end the game
If spin 2 = 1,2,3 spin again
3
If spin 2 = 4,5 end the game
If spin 3 = 1,2,3 spin again
4
If spin 3 = 4,5 end the game