Exercise 1.

Decision tree

Table 1. Optimal Solution for ticket sales

Demand
Alternatives
D1 1000 D2 2000 D3 3000 Group

Supply 1: 1000 307 307 307 7

Get into the campus, on the left side of the course
Supply 2: 2000 -1407 10607 10607 you will be able to consult the number of your
group in the participants section, if you have any
doubts, check with your tutor.
In case of typing the group number in the wrong
Supply 3: 3000 -3107 8907 20907 way, it will generate the wrong random data.

probabilities a priori 0.25 0.35 0.4

 Table 1. Optimal Solution for ticket sales
Demand
Alternatives
D1 1000 D2 2000 D3 3000
Supply 1: 1000 307 307 307
Supply 2: 2000 -1407 10607 10607
Supply 3: 3000 -3107 8907 20907
probabilities a priori 0.25 0.35 0.4
Pago por probabilidad 76.75 3712.45 8362.8
VEcIP 12152

Probabilidad Pagos

Baja 0.25 307

Supply 1: 1000 Moderada 0.35 307

307
Alta 0.4 307

Baja 0.25 -1407

Supply 2: 2000 Moderada 0.35 10607

Decision
7603.5
Alta 0.4 10607
Supply 3: 3000 10703,5
Baja 0.25 -3107

Supply 3: 3000 Moderada 0.35 8907

10703.5
Alta 0.4 20907

Para este caso el inversor debe seguir la estrategia o proceso (Supply 3: 3000) ya que la regla de decision de Bayes dic

VEIP 1448.5
 P*P VEsIP VEcIP
Baja 307 76.75
76.75 Moderada 10607 3712.45 12152
Alta 20907 8362.8
107.45 ∑ 307

122.8

-351.75

3712.45 ∑ 7603.5 10703.5

4242.8

-776.75

3117.45 ∑ 10703.5

8362.8

gla de decision de Bayes dice que se debe elegir la alternativa con mayor pago esperado
 Table 1. Optimal solution for production
strategy
nature states
Alternatives High Medium Low
Demand Demand Demand
Strategy A 37 29 -15
Strategy B 27 22 14
Strategy C 12 17 22

probabilities a priori 0.3 0.35 0.35

Pago por probabilidad 11.1 10.15 7.7
VEcIP 28.95

VEsIP VEcIP
20.7 28.95

Strategy A 11.1 10.15 -5.25 = 16

Strategy B 8.1 7.7 4.9 = 20.7
Strategy C 3.6 5.95 7.7 = 17.25

Para este caso el inversor debe seguir la estrategia B ya que la regla de decision de Bayes dice que se debe ele

VEIP 8.25
 VEsIP

20.7

n de Bayes dice que se debe elegir la alternativa con mayor pago esperado
 Table 1. Optimal solution for opening sto
nature s
Alternatives very successful
(S1)

Established shopping center 137

New shopping center 97

Store on a busy street 107

Store outlet 77

probabilities a priori 0.4

P(G/S1)
conditional probabilities (Good)
0.48
P(B/S1)
conditional probabilities (Bad)
0.52

Established
shopping center

New shopping
center

Nodo 1

Store on a busy
street
 Store on a busy
street

Store outlet

Favorable

Estado de Probabilidad La probabilidad

naturaleza anterior condicional

very successful
0.4 0.48
(S1)

moderately
0.3 0.72
successful (S2)
low success
0.2 0.54
(S3)
unsuccessful
0.1 0.34
(S4)

Established
shopping center

New shopping
center
 Favorable
0.55
Store on a busy
street

Store outlet

Nodo 1

Established
shopping center

New shopping
center

Desfavorable
0.45
Store on a busy
street

Store outlet
 VEcIM= 102.6
VEsIM= 102.6
VEIM= 0

EFICIENCIA

E=(VEIM/VEIP)*100
E=(0/0)*100
E=0
l solution for opening store
nature states

moderately low success unsuccessful

successful (S2) (S3) (S4)

107 87 -17

77 57 37

87 67 -27
67 57 27

0.3 0.2 0.1

P(G/S2) P(G/S3) P(G/S4)
0.72 0.54 0.34
P(B/S2) P(B/S3) P(B/S4)
0.28 0.46 0.66

Probabilidad

very successful
moderately successful
Nodo 2
low success
unsuccessful

very successful
moderately successful
Nodo 3
low success
unsuccessful

very successful
 moderately successful
Nodo 4
low success
unsuccessful

very successful
moderately successful
Nodo 5
low success
unsuccessful

ble

Probabilidad Probabilidad
conjunta posterior

0.192 0.349

0.216 0.393

0.108 0.196

0.034 0.062
0.55

Probabilidad

very successful
moderately successful
Nodo 4
low success
unsuccessful

very successful
moderately successful
Nodo 5
Nodo 5
low success
unsuccessful

very successful
moderately successful
Nodo 6
low success
unsuccessful

very successful
moderately successful
Nodo 7
low success
unsuccessful

Probabilidad

very successful
moderately successful
Nodo 8
low success
unsuccessful

very successful
moderately successful
Nodo 9
low success
unsuccessful

very successful
moderately successful
Nodo 10
low success
unsuccessful

very successful
moderately successful
Nodo 11
low success
unsuccessful
robabilidad Pagos

0.4 137
0.3 107
0.2 87
0.1 -17

0.4 97
0.3 77
0.2 57
0.1 37

0.4 107
 0.3 87
0.2 67
0.1 -27

0.4 77
0.3 67
0.2 57
0.1 27

Desfavorable

Estado de Probabilidad La probabilidad Probabilidad

naturaleza anterior condicional conjunta

very successful
0.4 0.52 0.208
(S1)
moderately
successful 0.3 0.28 0.084
(S2)
low success
0.2 0.46 0.092
(S3)
unsuccessful
0.1 0.66 0.066
(S4)
0.45

robabilidad Pagos

0.349 137
0.393 107
0.196 87
0.062 -17

0.349 97
0.393 77
 0.196 57
0.062 37

0.349 107
0.393 87
0.196 67
0.062 -27

0.349 77
0.393 67
0.196 57
0.062 27

robabilidad Pagos

0.462 137
0.187 107
0.204 87
0.147 -17

0.462 97
0.187 77
0.204 57
0.147 37

0.462 107
0.187 87
0.204 67
0.147 -27

0.462 77
0.187 67
0.204 57
0.147 27
P*P VE VEsIP VEcIP VEIP

54.8
32.1
102.6
17.4
-1.7

38.8
23.1
77
11.4
3.7

102.6 167.2 64.6

42.8

79.6
 26.1
79.6
13.4
-2.7

30.8
20.1
65
11.4
2.7

Probabilidad
posterior

0.462

0.187

0.204

0.147

P*P VE VEsIP VEcIP

47.83
42.02
105.88
17.08
-1.05

33.86
30.24
77.58

105.88 58.234
 77.58
11.19
2.29

105.88 58.234
37.35
34.17
83.01
13.16
-1.67

26.88
26.31
66.05
11.19
1.67

102.6
P*P VE VEsIP

63.32
19.97
98.59
17.79
-2.49

44.84
14.37
76.29
11.65
5.43

98.59 44.366
49.46
16.24
75.44
13.70
-3.96

35.59
12.51
63.71
11.65
3.96
 Table 1. Optimal solution for opening store
nature
Alternatives
Demand Low

Processes A 77
Processes B 87
Processes C 107
Processes D 97

probabilities a priori 0.22

P(F/L)
conditional probabilities (Good)
0.6
P(U/L)
conditional probabilities (Bad)
0.4

Processes A

Processes B

Nodo 1

Processes C
 Processes D

Favorable

Probabilidad La probabilidad
Estado de naturaleza
anterior condicional

Demand low 0.22 0.6

Demand average - low 0.28 0.36
Demand Average - High 0.24 0.53
Demand High 0.26 0.28

Processes A

Processes B

Favorable
0.4328

Processes C
 Processes D

Nodo 1

Processes A

Processes B

Desfavorable
0.5672

Processes C

Processes D

CALCULO VEIM

VEcIM= 139.2
VEsIM= 139.2
VEIM= 0 La investigacion de mercado n

EFICIENCIA

E=(VEIM/VEIP)*100
E=(0/0)*100
E=0
ion for opening store
nature states

Demand Demand Demand

average - low Average - High High

97 127 207
107 127 187
132 147 167
107 117 137

0.28 0.24 0.26

P(F/A-L) P(F/A-H) P(F/H)
0.36 0.53 0.28
P(U/A-L) P(U/A-H) P(U/H)
0.64 0.47 0.72

Probabilidad

Demand Low
Demand average - low
Nodo 2
Demand Average - High
Demand High

Demand Low
Demand average - low
Nodo 3
Demand Average - High
Demand High

Demand Low
Demand average - low
Nodo 4
Demand Average - High
Demand High
 Demand Low
Demand average - low
Nodo 5
Demand Average - High
Demand High

Probabilidad Probabilidad
conjunta posterior

0.132 0.305
0.1008 0.233
0.1272 0.294
0.0728 0.168
0.4328

Probabilidad

Demand Low
Demand average - low
Nodo 4
Demand Average - High
Demand High

Demand Low
Demand average - low
Nodo 5
Demand Average - High
Demand High

Demand Low
Demand average - low
Nodo 6
Demand Average - High
Demand High
 Demand Low
Demand average - low
Nodo 7
Demand Average - High
Demand High

Probabilidad

Demand Low
Demand average - low
Nodo 8
Demand Average - High
Demand High

Demand Low
Demand average - low
Nodo 9
Demand Average - High
Demand High

Demand Low
Demand average - low
Nodo 10
Demand Average - High
Demand High

Demand Low
Demand average - low
Nodo 11
Demand Average - High
Demand High

igacion de mercado no fue relevante por que disminuyo la utilidad

Probabilidad Pagos

0.22 77
0.28 97
0.24 127
0.26 207

0.22 87
0.28 107
0.24 127
0.26 187

0.22 107
0.28 132
0.24 147
0.26 167
 0.22 97
0.28 107
0.24 117
0.26 137

Desfavorable

Probabilidad La probabilidad Probabilidad

Estado de naturaleza
anterior condicional conjunta

Demand low 0.22 0.4 0.088

Demand average - low 0.28 0.64 0.1792
Demand Average - High 0.24 0.47 0.1128
Demand High 0.26 0.72 0.1872
0.5672

Probabilidad Pagos

0.305 77
0.233 97
0.294 127
0.168 207

0.305 87
0.233 107
0.294 127
0.168 187

0.305 107
0.233 132
0.294 147
0.168 167
 0.305 97
0.233 107
0.294 117
0.168 137

Probabilidad Pagos

0.155 77
0.316 97
0.199 127
0.330 207

0.155 87
0.316 107
0.199 127
0.330 187

0.155 107
0.316 132
0.199 147
0.330 167

0.155 97
0.316 107
0.199 117
0.330 137
P*P VE VEsIP VEcIP VEIP

16.94
27.16
128.4
30.48
53.82

19.14
29.96
128.2
30.48
48.62

139.2 181.48 42.28

23.54
36.96
139.2
35.28
43.42
 21.34
29.96
115
28.08
35.62

Probabilidad
posterior

0.155
0.316
0.199
0.330

P*P VE VEsIP VEcIP

23.48
22.59
118.22
37.33
34.82

26.53
24.92
120.23
37.33
31.45

134.67 58.2856
32.63
30.74
134.67
43.20
28.09
 29.58
24.92
111.94
34.39
23.04

139.2
P*P VE VEsIP

11.95
30.65
136.17
25.26
68.32

13.50
33.81
134.28
25.26
61.72

142.66 80.9144
16.60
42
142.66
29.23
55

15.05
33.81
117.34
23.27
45.22
 EJERCICIO 5: TEORIA DE LA UTILIDAD

Supongamos que un emprendedor tiene seis rendimientos posibles (en dólares): -

60.000, 70.000, 90.000 y 130.000. Asigne una utilidad de 0 a una pérdida de 10.00
100 a un beneficio de 130.000. La tabla 1: Probabilidad P para cada intermedio util
cada utilidad intermedia la probabilidad P de que el emprendedor sea indiferente en
una apuesta en la que recibiría US130,000 con probabilidad P y perder US10,000 co

Tabla 1. Probabilidad P para cada utilidad interm

Performance 30,000 60,000 70,000 90,000

P 0.35 0.6 0.7 0.85

De acuerdo con la información:

•¿Cuáles son las utilidades de los rendimientos intermedio

• Utilice el método del valor esperado para recomendar una
• Utilice la utilidad esperada para justificar su respuesta.

SOLUCION

•¿Cuáles son las utilidades de los rendimientos intermedio

Alternativa de Estados de la naturaleza

decision S1 S2 S3
D1 -10,000 90,000 30,000
D2 60,000 70,000 130,000
Probabilidades
 LA UTILIDAD

posibles (en dólares): - 10.000, 30.000,

0 a una pérdida de 10.000 y un beneficio de
ara cada intermedio utilidad, muestra para
dedor sea indiferente entre recibir 1 seguro y
P y perder US10,000 con probabilidad (1-P).