SOLVE PROBLEMS BY APPLYING THE ALGORITHMS OF THE UNIT 3

ELIANA ELIZABETH MORILLO

CODIGO: 1086299099

GRUPO 16

TUTOR
RICARDO JAVIER PINEDA

UNIVERSIDAD NACIONAL ABIERTA Y A DISTANCIA – UNAD

ESCUELA DE CIENCIAS BASICAS, TECNOLOGIA E INGENIERIA
TEORIA DE LAS DECISIONES
2019
MS OF THE UNIT 3

NCIA – UNAD
E INGENIERIA
 Problem 1. Markov chains (steady state)
To develop the task, it is necessary to consult the following
reference: Ibe, O. (2013). Markov Processes for Stochastic
Modeling: Massachusetts, USA: University of Massachusett
Editorial. Available in the knowledge environment of the cours
XYZ insurance company charges its customers according to th
accident history. If you have not had accidents the last two year
be charged for the new policy $ 715,000 (state 0); if you have
an accident in each of the last two years you will be charged
835,000 (State 1); If you had accidents the first of the last two y
you will be charged $ 789.000 (state 2) and if you had an accid
the second of the last two years will be charged $ 813.000 (Stat
The historical behavior of each state is given by the following ca
of accident, taken in four different events
ESTATES E0 E1 E2
E0 920 1380 1840
E1 1740 0 1160
E2 900 900 1800
E3 1140 1520 0

ESTATES E0 E1 E2
E0 0.20 0.30 0.40
E1 0.30 0.00 0.20
E2 0.20 0.20 0.40
E3 0.30 0.40 0.00

W 0.2 0.3 0.4

X q= 0.3 0 0.2
Y 0.2 0.2 0.4
Z 0.3 0.4 0

EC 1 0,2w -w + 0,3x + 0,2y + 0,3z = 0

EC 2 0,3w +0x -x + 0,2y + 0,4z =0X
EC 3 0,4w + 0,2x + 0,4y -y + 0z = 0
EC 4 0,1w + 0,5x + 0,2y + 0,3z - z = 0
EC 5 W + X + Y + Z -1 = 0

EC 1 _0,8w + 0,3x + 0,2y + 0,3z = 0

EC 2 0,3w -x + 0,2y + 0,4z =0X
 EC 3 0,4w + 0,2x -0,6y + 0z = 0
EC 4 0,1w + 0,5x + 0,2y - 0,7z = 0
EC 5 W+X+Y+Z-1=0

Fits Fits
AlternativeDoes not fitacceptably successfully
Technology 650 550 900
Technology 1000 650 400
Technology 500 800 950

Event
�_�
Fits Fits
AlternativeDoes not fitacceptably successfully
Technology 350 250 50 350.0

Technology 0 150 550 550.0

Technology 500 0 0 500.0
hains (steady state)
ary to consult the following
v Processes for Stochastic
University of Massachusetts
ge environment of the course.
s customers according to their
accidents the last two years will
5,000 (state 0); if you have had
o years you will be charged $
nts the first of the last two years
e 2) and if you had an accident
be charged $ 813.000 (State 3).
is given by the following cases
ur different events
E3 TOTAL E0 715000
460 4600 E1 835000
2900 5800 E2 789000
900 4500 E3 813000
1140 3800

E3
0.10
0.50
0.20
0.30

Σ
0.1 = 1 EC 1 0,2w + 0,3x + 0,2y + 0,3z =
0.5 = 1 p=W X Y Z EC 2 0,3w +0x + 0,2y + 0,4z = X
0.2 = 1 EC 3 0,4w + 0,2x + 0,4y + 0z = Y
0.3 = 1 EC 4 0,1w + 0,5x + 0,2y + 0,3z =
EC 5 W+X+Y+Z=1

E0 E1 E2 E3
W X Y Z
0.2504892 0.2328767 0.2446184 0.2720157
 COEFICIENTES
W X Y Z INDEP
-0.8 0.3 0.2 0.3 0
0.3 -1 0.2 0.4 0
0.4 0.2 -0.6 0 0
0.1 0.5 0.2 -0.7 0
1 1 1 1 -1

E0 715000
E1 835000 USD ###
E2 789000
E3 813000
,2w + 0,3x + 0,2y + 0,3z = W
,3w +0x + 0,2y + 0,4z = X
,4w + 0,2x + 0,4y + 0z = Y
,1w + 0,5x + 0,2y + 0,3z = Z
W+X+Y+Z=1
IGUAL A

0.00000
0.00000
0.00000
0.00000
0.00000
 Problem 2. Markov chains (Initial state mu

To develop the task, it is necessary to consult the following reference: Ib

Stochastic Modeling: Massachusetts, USA: University of Massachusetts
environment of the course. In Colombia there are 5 main mobile operat
ETB and
Uff, which we will call states. The following chart summarizes the odds
current operator or make a change of com

ESTATE TIGO COMCEL

TIGO 0.1 0.2
COMCEL 0.3 0.2
MOVISTAR 0.1 0.3
ETB 0.1 0.3
UFF 0.1 0.2

1⁄5 1⁄5 1⁄5 1⁄5

chains (Initial state multiplication)

the following reference: Ibe, O. (2013). Markov Processes for

niversity of Massachusetts Editorial. Available in the knowledge
are 5 main mobile operators such as Tigo, Comcel, Movistar,
ETB and
hart summarizes the odds that each client has to stay in their
r or make a change of company

MOVISTAR ETB UFF

0.4 0.1 0.2
0.1 0.2 0.2
0.2 0.2 0.2
0.2 0.1 0.3
0.3 0.3 0.1

1⁄5 �_�
�_�

�_�
 Problem 3. Markov chains (Initial state multiplicatio

To develop the task, it is necessary to consult the following reference: Ib

Processes for Stochastic Modeling: Massachusetts, USA: University
Editorial. Available in the knowledge environment of the course. In Colom
mobile operators such as Avantel, Tigo, Comcel, Movistar, ETB and Uf
states. The following chart summarizes the odds that each client has to
operator or make a change of company

ESTATE TIGO COMCEL MOVISTAR

TIGO 0.1 0.2 0.4
COMCEL 0.1 0.2 0.1
MOVISTAR 0.1 0.3 0.2
ETB 0.1 0.3 0.2
AVANTEL 0.3 0 0.2
UFF 0.1 0.2 0.2
state multiplication)

ollowing reference: Ibe, O. (2013). Markov

etts, USA: University of Massachusetts
the course. In Colombia there are 6 main
Movistar, ETB and Uff, which we will call
hat each client has to stay in their current
nge of company

ETB AVANTEL UFF

0.1 0.1 0.1
0.2 0.3 0.1
0.2 0.2 0
0.1 0.1 0.2
0.2 0.2 0.1
0.3 0 0.2
�_�
�_�
 Problem 4. Markov chains (Initial state multiplication

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

University
of Massachusetts Editorial. Available in the knowledge environment of
Suppose that 4 types of soft drinks are obtained in the market: Colombia
Fanta and Coca Cola when a person has bought Colombian there is a p
they will continue to consume 40%, 20% of which will buy Pepsi Cola, 10
buys and 30% that Coca Cola consumes; when the buyer currently con
Cola there is a probability that he will continue to buy 30%, 20% buy Col
that Fanta consumes and 30% Coca Cola; if Fanta is currently cons
likelihood of it continuing to be consumed is 20%, 40% buy Colombian, 2
Pepsi Cola and 20% go to Coca Cola. If you currently consume Coc
probability that it will continue to consume is 50%, 20% buy Colombia
consumes Pepsi Cola and 10% that is passed to Fanta. At present, eac
brand, Pepsi Cola, Fanta and Coca Cola have the following percentag
share respectively (30%, 25%, 15% and 30%) during week

STATE COLOMBIANA PEPSI COLA

COLOMBIANA 0.4 0.2
PEPSI COLA 0.2 0.3
FANTA 0.4 0.2
COCA-COLA 0.2 0.2

COLOMBIANA PEPSI COLA

0.3 0.25

STATE COLOMBIANA PEPSI COLA

COLOMBIANA 0.3 0.22
PEPSI COLA 0.28 0.23
FANTA 0.32 0.22
COCA-COLA 0.26 0.22

COLOMBIANA PEPSI COLA

0.29 0.225
 STATE COLOMBIANA PEPSI COLA
COLOMBIANA 0.29 0.222
PEPSI COLA 0.286 0.223
FANTA 0.292 0.222
COCA-COLA 0.278 0.222

COLOMBIANA PEPSI COLA

0.29 0.2225
COMPANIES
STATE COLOMBIANA
E0 COLOMBIANA 0.4
E1 PEPSI COLA 0.2
E2 FANTA 0.4
E3 COCA-COLA 0.2

PRO
COLOMBIANA
0.3

PRO
P0 * T = P1 COLOMBIANA
P1 = PERIOD 1 0.29

PRO
P1 * T = P2 COLOMBIANA
P2 = PERIOD 2 0.29

PRO
P2 * T = P3 COLOMBIANA
P23= PERIOD 3 0.2845

PRO
P3 * T = P4 COLOMBIANA
P4 = PERIOD 4 0.28408
Initial state multiplication)

chastic Modeling: Massachusetts, USA:

rsity
e knowledge environment of the course.
ned in the market: Colombian, Pepsi Cola,
ught Colombian there is a probability that
which will buy Pepsi Cola, 10% that Fanta
when the buyer currently consumes Pepsi
e to buy 30%, 20% buy Colombiana, 20%
la; if Fanta is currently consumed, the
20%, 40% buy Colombian, 20% consume
you currently consume Coca Cola the
is 50%, 20% buy Colombian, 20% that
ed to Fanta. At present, each Colombian
ave the following percentages in market
15% and 30%) during week 3.

PEPSI COLA FANTA COCA-COLA

0.2 0.1 0.3
0.3 0.2 0.3
0.2 0.2 0.2
0.2 0.1 0.5

PEPSI COLA FANTA COCA-COLA

0.25 0.15 0.3

PEPSI COLA FANTA COCA-COLA

0.22 0.13 0.35
0.23 0.15 0.34
0.22 0.14 0.32
0.22 0.13 0.39

PEPSI COLA FANTA COCA-COLA

0.225 0.14 0.345
PEPSI COLA FANTA COCA-COLA
0.222 0.135 0.357
0.223 0.138 0.353
0.222 0.136 0.35
0.222 0.135 0.365

PEPSI COLA FANTA COCA-COLA

0.2225 0.1365 0.355
COMPANIES
PEPSI COLA FANTA COCA-COLA
0.2 0.1 0.3
0.3 0.2 0.3
0.2 0.2 0.2
0.2 0.1 0.5

PROBABILITY 0
PEPSI COLA FANTA COCA-COLA
0.25 0.15 0.3

PROBABILITY 1
PEPSI COLA FANTA COCA-COLA
0.225 0.14 0.345

PROBABILITY 2
PEPSI COLA FANTA COCA-COLA
0.2225 0.1365 0.355

PROBABILITY 3
PEPSI COLA FANTA COCA-COLA
0.22225 0.1359 0.35735

PROBABILITY 4
PEPSI COLA FANTA COCA-COLA
0.222225 0.135815 0.35788
 Problem 5. Markov chains (Initial sta

To develop the task, it is necessary to consult the following

Processes for Stochastic Modeling: Massachusetts, USA: Un
Available in the knowledge environment of the course. Suppo
in the Colombian market: Brand 1, Brand 2, Brand 3, Brand 4
table shows the odds that you continue to use the
rkov chains (Initial state multiplication)

sary to consult the following reference: Ibe, O. (2013). Markov

ng: Massachusetts, USA: University of Massachusetts Editorial.
onment of the course. Suppose you get 6 types of Jeans brands
, Brand 2, Brand 3, Brand 4, Brand 5 and Brand 6. The following
hat you continue to use the same brand or change it.