??????????? (Decision Making) by hd3hIc57

VIEWS: 0 PAGES: 13

									                                                             Decision Making 1

          (Decision Making)




     1.                            (Decision Making Under Risk)
     2.                                  (Decision Making Under Uncertainty)

1.                            (Decision Making Under Risk)




           1.1 E.V. (Expected Value :                )
           1.2 E.O.L. (Expected opportunity cost :                )
                                                     Decision Making 2

1.1 E.V. (Expected Value :             )

        1.                         (
                               )
        2.
                                                               1
        3.
        4.

    1




                                                 :        )




                         300               200                150
                         200               150                180
                         -20                10                 50

                                                                          :
:            2:5:3                                                  EV.




               P
                                                                      Decision Making 3

                  0.2              300                200                     150
                  0.5              200                150                     180
                  0.3              -20                 10                     50




(




-                            = (0.2*300) + (0.5*200) + (0.3* -20) = 60+100-6 =154**
-                                  = (0.2*200) + (0.5*150) +(0.3*10) = 118
-                                   = (0.2*150) + (0.5*180) + ( 0.3*50) = 135

                        EV                              EV



    1.2 E.O.L. (Expected opportunity cost :                       )

           1.
           2.
           3.

      2                                   EOL


                  P

                  0.2        300          0     200         100         150         150
                  0.5        200          0     150         50          180          20
                  0.3        -20         70      10         40           50           0
                                                                       Decision Making 4


       -




(                                                                         300-200 = 100
                                                                               300-150 =
150
                                     ผ      บแ



       -                                 (EOL)

                                                   )     EOL                      =
(0.2*0) + (0.5*0) + (0.3*70) = 0 + 0 + 21 = 21**
     EOL                            = (0.2*100) +(0.5*50) + (0.3*40) = 57
     EOL                           = (0.2*150) + (0.5*20) + (0.3*0) = 40

       -




           3




           (E)        P                                          (A)
                                                        Decision Making 5

                                (                       (A2                    (
                       A1)                  )                       A3)
       0.3             70                  80                       100
       0.1             70                  40                        50
       0.6             70                  60                        60

      EV




                                                  (A)
(E)    P
                       (A1)                (A2)                     (A3)
       0.3       0.3*70 = 21          0.3*80 = 24                   100
       0.1       0.1*70 = 7            0.1*40 = 4                    50
       0.6       0.6*70 = 42          0.6*60 = 36                    60
                      70                  64**                  (          )

                (EV)                A2 (



       EOL      -


           P
                    (A1)               (A2)                   (A3)
       0.3     70   (70-70=0)80       (80-70=10)         100 (100-70=30)
       0.1     70 (70-40=30) 40       (40-40=0)          50   (50-40=10)
       0.6     70 (70-60=10) 60       (60-60=0)          60    (60-60=0)
                                                              Decision Making 6




                   =0




-      EOL
        E                P        A1                A2               A3
                        0.3    0*0.3 = 0        10*0.3 = 3       30*0.3 = 9
                        0.1    30*0.1 =3         0*0.1 = 0       10*0.1 = 1
                        0.6    10*0.6 =6         0*0.6 = 0        0*0.6 =0
                                   9                3**              10
                EOL                                                           2



            EPPI (Expected payoff with Perfect information)       EVPI
        (Expected Value Perfect Information)




    EPPI (Expected payoff with Perfect information)

            4                     EPPI


                        P
                                                                          Decision Making 7

                        0.2              300*                  200               150
                        0.5              200*                  150               180
                        0.3               -20                   10               50*




                 EPPI = (0.2*300) + (0.5*200) + (0.3*50) = 175




       บ         EPPI



                              (EV)
                                                                                 21
                                EVPI (Expected Value Perfect Information)
                                         EPPI       EVPI
                                     EVPI = EPPI – EV(Max)

     EVPI = 21

21

            EVPI                                           (EOL)
                        EOL                     2
                         EVPI = EPPI – EV(Max) = EOL(Min)


2.                                   แ          (Decision Making Under Uncertainty)
                                                               Decision Making 8

                  2.1 MaxiMax Criterion
                  2.2 MaxiMin Criterion
                  2.3 Minimax Regret Criterion

    2.1 MaxiMax Criterion




    2.2 MaxiMin Criterion



    2.3 Minimax Regret Criterion




      5




                         MaxiMax , MaxiMin , Minimax regreat
(                   )




                             20                  10                    5
                              5                  15                    8
                            -10                  -3                   -1
                                                            Decision Making 9

                                20                10                   5
                                5                 15                   8
                               -10                -3                  -1
        MaxiMax
1.                              20                15                  5
2.                              20
        MaxiMin
1.                             -10                -3                  -1
2.                                                                    -1

- MaxiMax                                 - MaxiMin

          Minimax regreat

                                          0

Note                    ผ




                             20-20 = 0        20-10 = 10          20-5 = 15
                             15-5 = 10         15-15 = 0           15-8 = 7
                            -1-(-10) =9       -1-(-3) = 2         -1-(-1) = 0
1.Max                            10                10                  15
2.            Min                10                10
                                               Decision Making 10




               Minimax Regret

           6

                                                         MaxiMax,
MaxiMin,       Minimax Regret




                                 9         6
                                10         4
                                 5        12

- MaxiMax                                      MaxiMax
                                          )
- MaxiMin




                                      9            6
                                     10            4
                                      5           12
                MaxiMax
    1.                               5             4
    2.                                             4
                                                                   Decision Making 11

              MaxiMin
    1.                                     10                           12
    2.                                     10

         MaxiMax                                    MaxiMin

- Minimax Regret




                                          9-6 = 3                    6-6 = 0
                                         10-4 = 6                    4-4 = 0
                                          5-5 = 0                   12-5 = 7
    1.                 Max                   6                          7
    2.                       Min             6

  Minimax Regret




         7



                                   500                 10
                                           , 2, 3, 4
(                                                                        500, 1,000 ,
1,500              )



2,000                                                         1, 2, 3
                                                               Decision Making 12


                   (              )
                                                               )




                          500     1,000             1,500              2,000
                       (5,000)   (10,000)          (15,000)           (20,000)
500     (10,000)        5,000        0              -5,000            -10,000
1,000   (20,000)        5,000     10,000            5,000                 0
1,500   (30,000)        5,000     10,000            15,000             10,000
2,000   (40,000)        5,000     10,000            15,000             20,000




                                      MaxiMax, MaxiMin         Minimax Regret



              แผ ผ                           (Decision Tree)




        -
        -
                                            EV (Expected Value)
                  Decision Making 13



              1


    1
              2

              1
    2


              2


8




        0.4

								
To top