Task 4 - Solving problems of optimization models with Markov chains

Jorge Ferney
García

Universidad Nacional Abierta y a Distancia UNAD

Escuela de Ciencias Básicas, Tecnología e Ingeniería-ECBTI
Theory of Decisions-212066_15

Andrea Del Pilar Lopez

Abril de 2021
 Exercise 2. Markov chains (Init

In Colombia there are 6 main in

Uff and Azteca which we will ca
that each client has to stay in th
The current percentages of eac
Claro 0.15, for Movistar 0.15, fo
state).

Estado Tigo
Tigo 0.15
Claro 0.17
Movistar 0.15
ETB 0.2
UFF 0.21
Azteca 0.12

According to Table by applying the c

• According to the multiplication of m
according to the initial state of proba
• According to the multiplication of m
according to the initial state of proba

Matriz de pr

Estado Tigo Claro

Tigo 0.15 0.17
Claro 0.17 0.19
Movistar 0.15 0.21
ETB 0.2 0
UFF 0.21 0.21
Azteca 0.12 0.19

q0 = 0.2 0.15 0.15 0.2 0.15 0.15

q1 = 0.2

q2 = 0.16

q3 = 0.165

q4 = 0.1645

q5 = 0.16455

q6 = 0.164553

q7 = 0.1645530

q8 = 0.16455305

q9 = 0.164553047
e 2. Markov chains (Initial state multiplication):

mbia there are 6 main internet operators such as Tigo, Claro, Movistar, ETB,
Azteca which we will call states. The following chart summarizes the odds
ch client has to stay in their current operator or make a change of company.3
rrent percentages of each operator in the current market are for Tigo 0.20 for
.15, for Movistar 0.15, for ETB 0.2, 0.15 for Uff and 0.15 for Azteca (initial

Claro Movistar ETB UFF Azteca

0.17 0.16 0.13 0.15 0.24
0.19 0.2 0.13 0.11 0.2
0.21 0.19 0.17 0.19 0.09
0 0.21 0.12 0.25 0.22
0.21 0.17 0.13 0.11 0.17
0.19 0.13 0.15 0.19 0.22

Table by applying the criteria of:

to the multiplication of matrices - vectors find state 5 of the problem
the initial state of probabilities.
to the multiplication of matrices - vectors, find state 9 of the problem
the initial state of probabilities, following the sequence of state 5.

Matriz de probabilidades P

Movistar ETB UFF Azteca Total

0.16 0.13 0.15 0.24 1
0.2 0.13 0.11 0.2 1
0.19 0.17 0.19 0.09 1
0.21 0.12 0.25 0.22 1
0.17 0.13 0.11 0.17 1
0.13 0.15 0.19 0.22 1

0.15 0.17 0.16 0.13 0.15

0.17 0.19 0.2 0.13 0.11
0.15 0.21 0.19 0.17 0.19
P=
0.2 0 0.21 0.12 0.25
0.21 0.21 0.17 0.13 0.11
0.12 0.19 0.13 0.15 0.19
 0.2 0.2 0.1 0.2 0.2

0.17 0.17 0.14 0.17 0.19

0.167 0.175 0.139 0.165 0.189

0.1670 0.1749 0.1394 0.1652 0.1890

0.16703 0.17488 0.13938 0.16520 0.18896

0.167028 0.174880 0.139381 0.165202 0.188956

0.1670283 0.1748799 0.1393805 0.1652023 0.1889560

0.16702829 0.17487990 0.13938051 0.16520226 0.18895600

0.167028285 0.174879897 0.139380511 0.165202265 0.188955995

0.24
0.2
0.09
0.22
0.17
0.22
 Exercise 3. Markov chains (Initial state

In Colombia there are 6 main mobile op

Movistar, ETB and Uff, which we will cal
the
odds that each client has to stay in their
company.
Estado Avantel
Avantel 0.19
Tigo 0.17
Comcel 0.16
Movistar 0.18
ETB 0.15
UFF 0.15

The current percentages of each operator in the current market are

Tigo 0.2 for Comcel 0.3, for Movistar 0.2, for ETB 0.1 and 0.1 for U
According to Table by applying the criteria of:
• According to the multiplication of matrices - vectors find state 7 of
• According to the multiplication of matrices - vectors, find state 9 o
the sequence of state 7.
• According to the multiplication of matrices - vectors, find state 12
following the sequence of
state 9.

Matriz de probabilid

Estado Avantel Tigo

Avantel 0.19 0.18
Tigo 0.17 0.15
Comcel 0.16 0.19
Movistar 0.18 0.18
ETB 0.15 0.16
UFF 0.15 0.16

q0 = 0.1 0.2 0.3 0.2 0.1 0.1

q1 = 0.2

q2 = 0.17

q3 = 0.168

q4 = 0.1694

q5 = 0.17038

q6 = 0.171345

q7 = 0.1723118

q8 = 0.17328373

q9 = ###

q10 = ###

q11 = ###

q12 = ###
 Markov chains (Initial state multiplication):

a there are 6 main mobile operators such as Avantel, Tigo, Comcel,

ETB and Uff, which we will call states. The following chart summarizes

each client has to stay in their current operator or make a change of

Tigo Comcel Movistar ETB UFF

0.18 0.17 0.15 0.19 0.12
0.15 0.16 0.16 0.18 0.18
0.19 0.17 0.17 0.16 0.15
0.18 0.19 0.19 0.15 0.12
0.16 0.19 0.19 0.18 0.17
0.16 0.17 0.17 0.18 0.15

ator in the current market are for Avantel 0.1,

0.2, for ETB 0.1 and 0.1 for Uff (initial state, state 0).
teria of:
trices - vectors find state 7 of the problem according to the initial state of probabilities.
trices - vectors, find state 9 of the problem according to the initial state of probabilities, following

trices - vectors, find state 12 of the problem according to the initial state of probabilities,

Matriz de probabilidades P

Comcel Movistar ETB UFF Total

0.17 0.15 0.19 0.12 1
0.16 0.16 0.18 0.18 1
0.17 0.17 0.16 0.15 1
0.19 0.19 0.15 0.12 1
0.19 0.19 0.18 0.17 1
0.17 0.17 0.18 0.15 1

0.19 0.18 0.17 0.15 0.19 0.12

0.17 0.15 0.16 0.16 0.18 0.18
0.16 0.19 0.17 0.17 0.16 0.15
P=
0.18 0.18 0.19 0.19 0.15 0.12
0.15 0.16 0.19 0.19 0.18 0.17
 P=

0.15 0.16 0.17 0.17 0.18 0.15

0.2 0.2 0.2 0.2 0.1

0.17 0.18 0.17 0.17 0.15

0.172 0.177 0.173 0.175 0.150

0.1729 0.1778 0.1745 0.1757 0.1507

0.17383 0.17883 0.17544 0.17667 0.15152

0.174812 0.179839 0.176432 0.177666 0.152375

0.1757977 0.1808537 0.1774268 0.1786682 0.1532348

0.17678929 0.18187374 0.17842750 0.17967599 0.15409910

### ### ### ### ###

### ### ### ### ###

### ### ### ### ###

### ### ### ### ###

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
bought Colombian there is a probability that they will continue to consume 30%, 20% of which will buy P
Fanta buys and 30% that Coca Cola consumes; when the buyer currently consumes Pepsi Cola there is
continue to buy 40%, 20% buy Colombian, 20% that Fanta consumes and 20% Coca Cola; if Fanta is c
likelihood of it continuing to be consumed is 35%, 25% buy Colombian, 20% consume Pepsi Cola and 2
you currently consume Coca Cola the probability that it will continue to consume is 42%, 22% buy Colom
consumes Pepsi Cola and 20% that is passed to Fanta. At present, each Colombian brand, Pepsi Cola,
have the following percentages in market share respectively (19%, 21%, 15% and 45%) state 2.

STATE COLOMBIANA PEPSI COLA FANTA

COLOMBIANA 0.3 0.2 0.25

PEPSI COLA 0.2 0.4 0.2

FANTA 0.2 0.2 0.35
COCA COLA 0.3 0.2 0.20

At present, each Colombian brand, Pepsi Cola, Fanta and Coca Cola have the following perce
15% and 45%) state
2.
According to Table by applying the criteria of:
• According to the multiplication of matrices - vectors find state 5 of the problem according to th
• According to the multiplication of matrices - vectors, find state 7 of the problem according to th
sequence of state 5.
• According to the multiplication of matrices - vectors, find state 9 of the problem according to t
sequence of state 7

Initial State Vector "S"

S0= 0.19 0.21 0.15 0.45

Multiplication of the initial vector "K" with the matrix "M" to find the states 5, 9, 12

S1 0.264 0.242 0.232 0.2944

S2 0.26232 0.25488 0.25448 0.266848
S3 0.2606224 0.2586816 0.2589936 0.26146336
S4 0.260160768 0.259688512 0.259832352 0.2603393152
S5 0.26005419776 0.25994189184 0.25998708064 0.260094513664
S6 0.2600304079232 0.2600039151488 0.2600163087648 0.26003973806848
S7 0.2600250885802 0.2600188570108 0.260022040691936 0.260027267908634
S8 0.26002388648721 0.26002242224049 0.26002321137112 0.26002439726939
S9 0.26002361184930 0.26002326792174 0.26002345950367 0.26002373171303
 i Cola, Fanta and Coca Cola when a person has
20% of which will buy Pepsi Cola, 20% that
mes Pepsi Cola there is a probability that he will
Coca Cola; if Fanta is currently consumed, the
sume Pepsi Cola and 20% go to Coca Cola. If
is 42%, 22% buy Colombian, 16% that
bian brand, Pepsi Cola, Fanta and Coca Cola
nd 45%) state 2.

COCA COLA

0.22

0.16
0.20
0.42

e the following percentages in market share respectively (19%, 21%,

oblem according to the initial state of probabilities.

oblem according to the initial state of probabilities, following the

roblem according to the initial state of probabilities, following the

Matriz "L"
0.30 0.20 0.25 0.22
0.20 0.40 0.20 0.16
L= 0.20 0.20 0.35 0.20
0.30 0.20 0.20 0.42
 Bibliografía

Sharma, J. (2016). Operations Research: Theory and Applications. (pp. 650-665), New Delhi
edition.
Piunovskiy, A. (2012). Examples In Markov Decision Processes: Singapore: Imperial College
127).
rafía

. (pp. 650-665), New Delhi: Laxmi Publications Pvt Ltd, v. Sixth

on.
ingapore: Imperial College Press Optimization Series (pp. 111-
).