UNIT 3: PHASE 6 - SOLVE PROBLEMS BY APPLYING TH

ALGORITHMS

PRESENTED TO:
LEIDY ALEJANDRA DIAZ VILLA

CODE:

1.114.153.107

GROUP NUMBER:
21

PRESENTED TO:
PAULA ANDREA CARVAJAL

PROGRAM OF:
ENGINEERING INDUSTRIAL

COURSE FROM:
THEORY OF DECISIONS

COLLEGE NATIONAL OPEN AND DISTANCE

SANTIAGO FROM CALI, MARCH 2019

OBLEMS BY APPLYING THE
THMS

ED TO:
RA DIAZ VILLA

E:

3.107

UMBER:

ED TO:
A CARVAJAL

AM OF:
INDUSTRIAL

FROM:
DECISIONS

OPEN AND DISTANCE

ALI, MARCH 2019

 Problem 1. Markov chains (steady state)

XYZ insurance company charges its customers according to their accident history. If you have not ha
for the new policy $ 715,000 (state 0); if you have had an accident in each of the last two years you w
accidents the first of the last two years you will be charged $ 789.000 (state 2) and if you had an acc
charged $ 813.000 (State 3). The historical behavior of each state is given by the following cases

ACCIDENTS IN THE YEAR

STATES E0 E1 E2
E0 920 1380 1840
E1 1740 0 1160
E2 900 900 1800
E3 1140 1520 0
Table 1. Historical Accident Data

E0 If you have not had accidents the last two years will be charged for t
E1 if you have had an accident in each of the last two years you will be c
E2 If you had accidents the first of the last two years you will be charge
E3 if you had an accident the second of the last two years will be charge

ACCIDENTS IN THE YEAR

STATES E0 E1 E2
E0 0.2 0.3 0.4
E1 0.3 0.0 0.2
E2 0.2 0.2 0.4
E3 0.3 0.4 0.0

Martiz de probabilidades de transicion

Ʃ
w 0.2 0.3 0.4 0.1 1
x 0.3 0.0 0.2 0.5 1
q=
y 0.2 0.2 0.4 0.2 1
z 0.3 0.4 0.0 0.3 1

aW+bX+cY+dZ+e= 0 Donde W,X,Y,Z; son la variable y e termino independiente igu

EC1 0,2W-w+0,3X+0,2Y+0,3Z=0 EC1

rp EC2 0,3W+0,0X-X+0,2Y+0,4Z=0 EC2
EC3 0,4W+0,2X+0,4Y-Y+0,0Z EC3
EC4 0,1W+0,5X+0,2Y+0,3Z-Z=0 EC4
EC5 W+X+Y+Z-1 =0 EC5

E0 E1 E2 E3
W X Y Z
0.0 0.0 0.0 0.0

COEFICIENTES
W X Y Z INDEP IGUAL A
-0.8 0.3 0.2 0.3 0 0.000000
0.3 -0.1 0.2 0.4 0 0.00000
0.4 0.2 -0.6 0 0 0.000000
0.10 0.50 0.20 -0.70 0 0.000000
1 1 1 1 -1 -1.000000

STATE E0 E1 E2 E3
715.000 835.000 789.000 813.000
RATE 0.000 0.000 0.000 0.000 0.000

The average premium paid in the company xyz es 0

 kov chains (steady state)

history. If you have not had accidents the last two years will be charged
of the last two years you will be charged $ 835,000 (State 1); If you had
te 2) and if you had an accident the second of the last two years will be
en by the following cases of accident, taken in four different events.

N THE YEAR
E2 E3 TOTAL
1840 460 4600
1160 2900 5800
1800 900 4500
0 1140 3800
cident Data

o years will be charged for the new policy $ 715,000

e last two years you will be charged $ 835,000
wo years you will be charged $ 789.000
last two years will be charged $ 813.000

N THE YEAR
E2 E3 TOTAL
0.4 0.1 1
0.2 0.5 1
0.4 0.2 1
0.0 0.3 1

EC1 0,2w + 0,3x + 0,2y + 0,3z =w

EC2 0,3w + 0x + 0,2y + 0,4z =x
q= (w-x-y-z) EC3 0,4w + 0,2x + 0,4y + 0z =y
EC4 0,1w + 0,5x + 0,2y + 0,3z =z
EC5 W+X+Y+Z= 1

e termino independiente igualados a cero (0)

- 0,8W + 0,3X + 0,2Y + 0,3Z =0

-
0,3W+ 1X+0,2Y+0,4Z=0
0,4W+0,2X+ -0,6Y+0,0Z=0
0,1W+0,5X+0,2Y+ -0,7Z=0
 -
W+X+Y+Z=0
 Problem 2. Markov chains (Initial state multipl

In Colombia there are 5 main mobile operators such as Tigo, Comcel, Movistar, ETB and Uff, which
summarizes the odds that each client has to stay in their current operator or make a change of compan

The current percentages of each operator in the current market are for Tigo 0.3 for Comcel 0.2, for M
state).

STATE TIGO COMCEL MOVISTAR

TIGO 0.1 0.2 0.4
COMCEL 0.3 0.2 0.1
MOVISTAR 0.1 0.3 0.2
ETB 0.1 0.3 0.2
UFF 0.1 0.2 0.3
Table 2. Probabilities of change and permanence in
Telephony (Transition Matrix)

Martiz de probabilidades de transicion

V 0.1 0.2 0.4 0.1 0.2

w 0.3 0.2 0.1 0.2 0.2
x q= 0.1 0.3 0.2 0.2 0.2
y 0.1 0.3 0.2 0.1 0.3
z 0.1 0.2 0.3 0.3 0.2

au + bv + cw + dx + ey +hz =0 Donde u,v,w,x,y,z son las variables y el termino independient

EC1 0,1V-V+0,3W+0,1X+0,1Y+0,1Z=0 EC1

EC2 0,2V+0,2W-W+0,3X+0,3Y+0,2Z=0 EC2
EC3 0,4V+0,1W+0,2X-X+0,2Y+0,3Z=0 EC3
EC4 0,1V+0,2W+0,2X+0,1Y-Y+0,3Z=0 EC4
EC5 0,2V+0,2W+0,2X+0,3Y+0,2Z-Z EC5
EC6 V+W+X+Y+Z-1=0 EC6

E0 E1 E2 E3 E4
V X Y Z W
0 0 0 0 0

COEFICIENTES
V X W Y Z INDEP
-0.9 0.3 0.1 0.1 0.1 0
0.2 -0.8 0.3 0.3 0.2 0
0.4 0.1 -0.8 0.2 0.3 0
0.1 0.2 0.2 -0.9 0.3 0
0.1 0.2 0.2 0.3 -0.8 0
1 1 1 1 1 -1

STATE TIGO COMCEL MOVISTAR ETB UFF

0.3 0.2 0.3 0.1 0.1
RATE 0 0 0 0 0

The average premium paid in the company Colombiana es 0

hains (Initial state multiplication)

vistar, ETB and Uff, which we will call states. The following chart
r make a change of company.

o 0.3 for Comcel 0.2, for Movistar 0.3, for ETB 0.1 and 0.1 for Uff (initial
te).

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 0.2
f change and permanence in the company of
ephony (Transition Matrix)

Ʃ EC1 0,1V + 0,3w + 0,1x + 0,1y +0,1z =V

1 EC2
1 q= (v-w-x-y-z) EC3
1 EC4
1 EC5
1 EC6
0,2V + 0,2w + 0,3x + 0,3y +0,2z =w
0,4V + 0,1w + 0,2x + 0,2y +0,3z =x
0,1V + 0,2w + 0,2x + 0,1y +0,3z =y
0,2V + 0,2w + 0,2x + 0,3y +0,2z =z
V+W+X+Y+Z

les y el termino independiente igualados a 0

- 0,9V+0,3W+0,1X+0,1Y+0,1Z=0
0,2V+ - 0,8W+0,3X+0,3Y+0,2Z=0
0,4V+0,1W+ - 0,8X+0,2Y+0,3Z=0
0,1V+0,2W+0,2X + - 0,9Y+0,3Z=0
0,2V+0,2W+0,2X+0,3Y+ - 0,8Z
V+W+X+Y+Z=0

IGUAL A
 0
0
0
0
0
-1

0
+0,1z =V
+0,2z =w
+0,3z =x
+0,3z =y
+0,2z =z
 Problem 3. Markov chains (Initial state multipl

In Colombia there are 6 main mobile operators such as Avantel, Tigo, Comcel, Movistar, ETB and U
that each client has to stay in their current operator or m

The current percentages of each operator in the current market are for Avantel 0.1, Tigo 0.2 for Co

STATE 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
Table 3. Probabilities of change and permanence in
Telephony (Transition Matrix)

Martiz de probabilidades de transicion

U V W X Y
U 0.1 0.2 0.4 0.1 0.1
V 0.1 0.2 0.1 0.2 0.3
w 0.1 0.3 0.2 0.2 0.2
q=
x 0.1 0.3 0.2 0.1 0.1
y 0.3 0 0.2 0.2 0.2
z 0.1 0.2 0.2 0.3 0

au + bv + cw + dx + ey +hz =0 Donde u,v,w,x,y,z son las variables y el termino independiente

EC1 0,1U-U+0,1V+0,1W+0,1X+0,3Y+0,1Z=0 EC1

EC2 0,2U+0,2V-V+0,3W+0,3X+0Y+0,2Z=0 EC2
EC3 0,4U+0,1V+0,2W-W+0,2X+0,2Y+0,2Z=0 EC3
EC4 0,1U+0,2V+0,2W+0,1X-X+0,2Y+0,3Z=0 EC4
EC5 01U+0,3V+0,2W+0,2X+0,2Y-Y+0Z=0 EC5
EC6 0,1U+0,1V+0W+0,2X+0,1Y+0,2Z-Z=0 EC6
EC7 U+V+W+X+Y+Z-1 EC7

E0 E1 E2 E3 E4 E5
U V W X Y Z
 COEFICIENTES
U V W X Y Z INDEP
-0.9 0.1 0.1 0.1 0.3 0.1 0
0.2 -0.8 0.3 0.3 0 0.2 0
0.4 0.1 -0.8 0.2 0.2 0.2 0
0.1 0.2 0.2 -0.9 0.2 0.3 0
0.1 0.1 0.3 0.2 -0.8 0 0
0.1 0.1 0 0.2 0.1 -0.8 0
1 1 1 1 1 1 -1

STATE TIGO COMCEL MOVISTAR ETB AVANTEL UFF

0.2 0.2 0.3 0.1 0.1 0.2
RATE 0 0 0 0 0 0

The average premium paid in the company Colombiana es 0

hains (Initial state multiplication):

omcel, Movistar, ETB and Uff, which we will call states. The following chart summarizes the odds
n their current operator or make a change of company.

Avantel 0.1, Tigo 0.2 for Comcel 0.2, for Movistar 0.3, for ETB 0.1 and 0.2 for Uff (initial state).

MOVISTAR ETB AVANTEL UFF

0.4 0.1 0.1 0.1
0.1 0.2 0.3 0.1
0.2 0.2 0.2 0
0.2 0.1 0.1 0.2
0.2 0.2 0.2 0.1
0.2 0.3 0 0.2
f change and permanence in the company of
ephony (Transition Matrix)

Z Ʃ
0.1 1 EC1 0,1U + 0,1V + 0,1w + 0,1x + 0,3y + 0,1z =U
0.1 1 EC2 0,2U + 0,2V + 0,3w + 0,3x + 0y + 0,2z =V
0 1 EC3 0,4U + 0,1V + 0,2w + 0,2x + 0,2y + 0,2z =w
0.2 1 q= (v-w-x-y-z) EC4 0,1U + 0,2V + 0,2w + 0,1x + 0,2y + 0,3z =
0.1 1 EC5 0,1U + 0,3V + 0,2w + 0,1x + 0,2y + 0z =y
0.2 1 EC6 0,1U + 0,1V + 0w + 0,2x + 0,1y + 0,2z =z
EC7 U+V+W+X+Y+Z

s y el termino independiente igualados a 0

- 0,9U+0,1V+0,1W+0,1X+0,3Y+0,1Z=0
0,2U+ - 0,8V+0,3W+0,3X+0Y+0,2Z=0
0,4U+0,1V+ - 0,8 W+0,2X+0,2Y+0,2Z=0
0,1U+0,2V+0,2W+ - 0,9 X+0,2Y+0,3Z=0
0,1U+0,3V+0,2W+0,2X+ - 0,8 Y+0Z=0
0,1U+0,1V+0W+0,2X+0,1Y+ - 0,8Z=0
V+W+X+Y+Z=0
IGUAL A
0
0
0
0
0
0
-1

0
 1w + 0,1x + 0,3y + 0,1z =U
0,3w + 0,3x + 0y + 0,2z =V
2w + 0,2x + 0,2y + 0,2z =w
2w + 0,1x + 0,2y + 0,3z =x
0,2w + 0,1x + 0,2y + 0z =y
0w + 0,2x + 0,1y + 0,2z =z
V+W+X+Y+Z