SIE 321 Probabilistic Models in OR Homework 6

Problem 1. Consider the following blood inventory problem facing a hospital. There is need for a rare
blood type, namely, type AB, Rh negative blood. The demand D (in pints) over any 3-day
period is given by

P{D = 0} = 0.4, P{D = 1} = 0.35, P{D = 2} = 0.1, P{D = 3} = 0.15.

Note that the expected demand is 1 pint, since E(D) = 0.35(1) + 0.1(2) + 0.15(3) =
1. Suppose that there are 3 days between deliveries. The hospital proposes a policy of
receiving 1 pint at each delivery and using the oldest blood first. If more blood is required
than is on hand, an expensive emergency delivery is made. Blood is discarded if it is still
on the shelf after 21 days. Denote the state of the system as the number of pints on hand
just after a delivery. Thus, because of the discarding policy, the largest possible state is 7.

(a) Construct the one-step transition matrix for this Markov chain.
(b) Find the steady-state probabilities of the state of the Markov chain.
(c) Use the results from part (b) to find the steady-state probability that a pint of blood
will need to be discarded during a 3-day period. (Hint: Because the oldest blood is
used first, a pint reaches 21 days only if the state was 7 and then D = 0.)
(d) Use the results from part (b) to find the steady-state probability that an emergency
delivery will be needed during the 3-day period between regular deliveries.

(a)
0.6 0.4 0 0 0 0 0
 
 0.25 0.35 0.4 0 0 0 0 
 0.15 0.1 0.35 0.4 0 0 0
 

 0 0.15 0.1 0.35 0.4 0 0
 

0 0 0.15 0.1 0.35 0.4 0
 
 
0 0 0 0.15 0.1 0.35 0.4
 
0 0 0 0 0.15 0.1 0.75
 
(b) 0.138 0.137 0.139 0.135 0.145 0.118 0.189
(c) 0.076
(d) 0.055

Problem 2. A computer is inspected at the end of every hour. It is found to be either working (up) or
failed (down). If the computer is found to be up, the probability of its remaining up for
the next hour is 0.9. If it is down, the computer is repaired, which may require more than
1 hour. Whenever the computer is down (regardless of how long it has been down), the
probability of its still being down 1 hour later is 0.55.

(a) Construct the (one-step) transition matrix for this Markov chain.
(b) What is the long-term fraction of downtime of the computer?

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 (c) If the computer is working right now, what is the probability that it will be down 10
hours from now?

(a)  
0.9 0.1
0.45 0.55

(b) 0.1818
(c) 0.1821

Problem 3. A manufacturer has a machine that, when operational at the beginning of a day, has a
probability of 0.13 of breaking down sometime during the day. When this happens, the
repair is done the next day and completed at the end of that day

(a) Formulate the evolution of the status of the machine as a Markov chain by identifying
three possible states at the end of each day, and then constructing the (one-step)
transition matrix.
(b) Find the expected first passage time µi j from state i to state j, for all i and j. Use
these results to identify the expected number of full days that the machine will remain
operational before the next breakdown after a repair is completed.
(c) Now suppose that the machine already has gone 15 full days without a breakdown
since the last repair was completed. How does the expected number of full days here-
after that the machine will remain operational before the next breakdown compare
with the corresponding result from part (b) when the repair had just been completed?
Explain.
 
0.87 0.13 0
 0 0 1 
0.87 0.13 0
µ11 = 1.299, µ22 = 8.333, µ33 = 8.333
   
µ13 8.692
=
µ23 1
   
µ12 7.692
=
µ32 7.692
   
µ21 2.299
=
µ31 1.299
Does not affect

Problem 4. Reconsider Problem 1. Now suppose that the manufacturer keeps a spare machine that
only is used when the primary machine is being repaired. During a repair day, the spare
machine has a probability of 0.15 of breaking down, in which case it is repaired the next
day. Denote the state of the system by (x, y), where x and y, respectively, take on the
values 1 or 0 depending upon whether the primary machine (x) and the spare machine
( y) are operational (value of 1) or not operational (value of 0) at the end of the day.

(a) Construct the (one-step) transition matrix for this Markov chain.

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 (b) If it costs $1,150 to repair the primary machine and $250 to repair the spare machine,
what is the expected daily cost of operation?
(c) Compute the expected number of days needed for the system to go from state when
only the spare machine is operational to the state when only primary machine is op-
erational
(d) Compute the expected time before the system returns to the state with only spare
machine operational

1 = (1, 1)
2 = (0, 1)
3 = (1, 0)
 
0.87 0.13 0
P =  0.85 0 0.15 
0.87 0.13 0
 
0.87 0.12 0.02
Average daily operational cost = $143
     −1    
µ13 1 0 0.87 0.13 1 57.949
= − =
µ23 0 1 0.85 0 1 50.256
µ23 = 50.256
µ22 = 8.333

Problem 5. A mouse maze consists of the paths shown below. At any intersection, the mouse is equally
likely to select any of the available paths.

(a) Formulate the (one-step) transition matrix

(b) Determine the probability that, starting at intersection 1, the mouse will reach inter-
section 5 in 3 runs (1 run = a run between two intersections)?
(c) What is the expected number of runs needed for the mouse to reach intersection 5
from intersection 1?

0 1/3 1/3 1/3 0

 
 1/3 0 1/3 0 1/3 
1/3 1/3 0 0 1/3 
 

1/2 0 0 0 1/2
 
0 1/3 1/3 1/3 0

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 3
f15 = 0.074
µ15 = 4.667

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