TEORIA DE LAS DECISIONES - (212066A_761)

Task 3 - Decision processes using Markov chains

JOSE MIGUEL MAHCHA RODRIGUEZ

JARLINSON HERRERA
CATHERINE LORENA VALENCIA
LEIDY JOHANNA BARRERA
ELSON PALACIOS

TUTOR
RICARDO JAVIER PINEDA

212066_39

UNIVERSIDAD NACIONAL ABIERTA Y A DISTANCIA

ESCUELA DE CIENCIAS BÁSICAS, TECNOLOGÍA E INGENIERIA
FORMACIÓN PROFESIONAL
Formación Interdisciplinar Básica Común
 INTRODUCTION

This report is the compilation of the contributions made by the participants of

the collaborative group of the course Theory of decisions that corresponds to
Task 3 - Decision processes using Markov chains, where different exercises
are developed using the methodology that allows finding the probability of
that an event focused on the theory of decisions occurs and find different
solutions and the most feasible, in addition to the screenshots with the use
that has been given to the Solver program and the excel formulas that help
solve the problems posed by decision .
 Exercise 1.

XYZ insurance company charges its customers according to their accident history. If you hav
accident in each of the last two years you will be charged $ 719,000 (State 1); If you had
second of the last two years will be charged $ 778.000 (State 3). The historica

RESOLVING THE FOUR STATES

E0: If you have not had accidents the last two years will be charged for the ne
E1: If you have had an accident in each of the last two years you will be charg
E2: If you had accidents the first of the last two years you will be charged $ 51
E3: If you had an accident the second of the last two years will be charged $ 7

ACCIDENTS IN THE YEAR

STATES E0 E1 E2
E0 1230 820 1025
E1 990 1155 495
E2 1125 1575 1800
E3 780 780 1300

STATES E0 E1 E2
E0 0.30 0.20 0.25
E1 0.30 0.35 0.15
E2 0.25 0.35 0.40
E3 0.15 0.15 0.25

TRANSITION PROBABILITY MATRIX

w 0.30 0.20 0.25

x 0.30 0.35 0.15
P=
y 0.25 0.35 0.40
z 0.15 0.15 0.25

EC 1 0,30W - W + 0,30X + 0,25Y + 0,15Z = 0

EC 2 0,20W + 0,35X - X + 0,35Y + 0,15Z = 0
EC 3 0,25W + 0,15X + 0,40Y - Y + 0,25Z = 0
EC 4 0,25W + 0,20X + 0,00Y + 0,45Z - Z = 0
EC 5 W + X + Y + Z - 1 = 0

EC 1 - 0,70W + 0,30X + 0,25Y + 0,15Z = 0

EC 2 0,20W - 0,65X + 0,35Y + 0,15Z = 0
EC 3 0,25W + 0,15X - 0,60Y + 0,25Z = 0
EC 4 0,25W + 0,20X + 0,00Y - 0,55Z = 0
EC 5 W+X+Y+Z-1=0

The average premium paid at the Payoff company is =

 Exercise 1. Markov chains (steady state):

to their accident history. If you have not had accidents the last two years will be charged for the new policy $ 530
ed $ 719,000 (State 1); If you had accidents the first of the last two years you will be charged $ 517.000 (state 2)
d $ 778.000 (State 3). The historical behavior of each state is given by the following cases of accident, taken in fou

Screenshot use

wo years will be charged for the new policy $ 530,000

he last two years you will be charged $ 719,000
two years you will be charged $ 517.000
e last two years will be charged $ 778.000

HE YEAR
E3 TOTAL
1025 4100
660 3300
0 4500
2340 5200

E3 Prover
0.25 1.00
0.20 1.00
0.00 1.00
0.45 1.00

Σ
0.25 = 1.00
0.20 = 1.00
q= W X Y Z
0.00 = 1.00
0.45 = 1.00

E0 E1 E2 E3
W X Y Z
0.2548270740505 0.2690430723531 0.26246552 0.2136643326968
 COEFICIENTES
IGUAL A
W X Y Z INDEP
-0.70 0.30 0.25 0.15 0.00 0.00
0.20 -0.65 0.35 0.15 0.00 0.00
0.25 0.15 -0.60 0.25 0.00 0.00
0.25 0.20 0.00 -0.55 0.00 0.00
1.00 1.00 1.00 1.00 -1.00 0.00

0,2548 ($ 530,000) + 0,2690 ($ 719,000) + 0,2624 ($ 517,000) + 0,2136 ($ 778.000) =

 for the new policy $ 530,000 (state 0); if you have had an
ged $ 517.000 (state 2) and if you had an accident the
s of accident, taken in four different events.

Screenshot use sover

p*q=
EC 1 0,30W + 0,30X + 0,25Y + 0,15Z = W
EC 2 0,20W + 0,35X + 0,35Y + 0,15Z = X
EC 3 0,25W + 0,15X + 0,40Y + 0,25Z = Y
EC 4 0,25W + 0,20X + 0,00Y + 0,45Z = Z
EC 5 W+X+Y+Z=1
$ 778.000) = $ 630296.6
 En Colombia hay 5 operadores móviles principales como Tigo, Comcel, Movistar, ETB y Uff,
llamaremos estados. La siguiente tabla resume las probabilidades de que cada cliente teng
permanecer en su operador actual o hacer un cambio de compañía.

STATE TIGO COMCEL MOVISTAR ETB UFF

TIGO 0.25 0.15 0.35 0.1 0.15
COMCEL 0.2 0.35 0.15 0.1 0.2
MOVISTAR 0.35 0.2 0.2 0.2 0.05
ETB 0.15 0.25 0.05 0.25 0.3
UFF 0.15 0.25 0.3 0.15 0.15

Los porcentajes actuales de cada operador en el mercado actual son para Tigo 0.2 para
Comcel 0.3, para Movistar 0.3, para ETB 0.1 y 0.1 para Uff (estado inicial).

0.25 0.15
0.2 0.35
0.2 0.3 0.3 0.1 0.1 0.35 0.2
0.15 0.25
0.15 0.25

X1= 0.245 0.245 0.21 0.15

0.245 0.245 0.21 0.15

X2= 0.22875 0.2395 0.217 0.151

0.22875 0.2395 0.217 0.151

a. Encuentre la probabilidad de que cada usuario permanezca con la compañía

móvil durante los 3 próximos períodos.

X3= 0.22825 0.240225 0.2160625 0.1525375

 Comcel, Movistar, ETB y Uff, que
es de que cada cliente tenga que
mbio de compañía.

1
1
1
1
1

son para Tigo 0.2 para

(estado inicial).

0.35 0.1 0.15

0.15 0.1 0.2
0.2 0.2 0.05
0.05 0.25 0.3
0.3 0.15 0.15

0.15 0.245 0.245 0.21 0.15

0.15 0.245 0.245 0.21 0.15

0.16375

0.16375

manezca con la compañía

odos.

0.162925
 Ejercicio 3. Cadenas Markov (multiplicación inicial del estado):

En Colombia hay 6 principales operadores móviles como Avantel, Tigo, Comcel, Movistar, ETB y Uff, a los qu
llamaremos estados. El siguiente gráfico resume las probabilidades de que cada cliente permanezca en su opera
actual o realice un cambio de empresa.

Estado Tigo COMCEL MOVISTAR Etb AVANTEL

Tigo 0.1 0.2 0.4 0.1 0.1
COMCEL 0.1 0.2 0.1 0.2 0.3
MOVISTAR 0.1 0.3 0.2 0.2 0.2
Etb 0.1 0.3 0.2 0.1 0.1
AVANTEL 0.1 0.15 0.35 0.1 0.1
Uff 0.1 0.2 0.2 0.3 0

PORCENTAJES ACTUALES
Tigo COMCEL MOVISTAR Etb AVANTEL
X1 0.1 0.2 0.3 0.1 0.1
PERIODO Tigo COMCEL MOVISTAR Etb AVANTEL
X2 0.1 0.235 0.215 0.19 0.15
TIGO COMCEL MOVISTAR ETB AVANTEL
X3 0.1 0.233 0.219 0.167 0.1575
TIGO COMCEL MOVISTAR ETB AVANTEL
X4 0.100 0.231 0.220 0.170 0.156

La probabilidad que cada usuario permanezca con la compañía movil durante los tres
proximos periodos es la siguiente

Tigo COMCEL MOVISTAR Etb AVANTEL

0.1 0.231 0.22 0.17 0.156
el estado):

mcel, Movistar, ETB y Uff, a los que

a cliente permanezca en su operador

Uff
0.1
0.1
0
0.2
0.2
0.2

Uff
0.2
Uff X1 0.1 0.2 0.4 0.1 0.1
0.11 0.1 0.2 0.1 0.2 0.3
UFF 0.1 0.3 0.2 0.2 0.2
0.1235 0.1 0.3 0.2 0.1 0.1
UFF 0.1 0.15 0.35 0.1 0.1
0.123 0.1 0.2 0.2 0.3 0

X2 0.1 0.2 0.4 0.1 0.1

ovil durante los tres 0.1 0.2 0.1 0.2 0.3
0.1 0.3 0.2 0.2 0.2
0.1 0.3 0.2 0.1 0.1
Uff 0.1 0.15 0.35 0.1 0.1
0.123 0.1 0.2 0.2 0.3 0

X3 0.1 0.2 0.4 0.1 0.1

0.1 0.2 0.1 0.2 0.3
0.1 0.3 0.2 0.2 0.2
0.1 0.3 0.2 0.1 0.1
0.1 0.15 0.35 0.1 0.1
0.1 0.2 0.2 0.3 0

X4 0.1 0.2 0.4 0.1 0.1

0.1 0.2 0.1 0.2 0.3
0.1 0.3 0.2 0.2 0.2
0.1 0.3 0.2 0.1 0.1
0.1 0.15 0.35 0.1 0.1
0.1 0.2 0.2 0.3 0
0.1
0.1
0
0.2
0.2
0.2

0.1
0.1
0
0.2
0.2
0.2

0.1
0.1
0
0.2
0.2
0.2

0.1
0.1
 0
0.2
0.2
0.2
Exercise 4. Markov chains (Initial state multiplication)

Suppose that 4 types of soft drinks are obtained in the market: Colombian, Pep
bought Colombian there is a probability that they will continue to consume 40%
Fanta buys and 30% that Coca Cola consumes; when the buyer currently consu
continue to buy 30%, 20% buy Colombian, 20% that Fanta consumes and 30%
likelihood of it continuing to be consumed is 20%, 40% buy Colombian, 20% co
you currently consume Coca Cola the probability that it will continue to consume
consumes Pepsi Cola and 10% that is passed to Fanta. At present, each Colom
have the following percentages in market share respectively (30%, 20%, 10% a

STATE Colombian Pepsi Cola

Colombian 40% 20%
Pepsi Cola 20% 30%
Fanta 40% 20%
Coca Cola 20% 20%

Colombian Pepsi Cola

30% 20%

STATE Colombian Pepsi Cola

Colombian 40% 20%
Pepsi Cola 20% 30%
Fanta 40% 20%
Coca Cola 20% 20%

40% 20%
20% 30%
40% 20%
20% 20%

p*q=
EC 1 40%W + 20%X + 40%Y + 20%Z = W
EC 2 20%W + 30%X + 20%Y + 20%Z = X
EC 3 10%W + 20%X + 20%Y + 10%Z = Y
EC 4 30%W + 30%X + 20%Y + 50%Z = Z
EC 5 W+X+Y+Z=1
EC 1 40%W - W + 20%X + 40%Y + 20%Z = 0
EC 2 20%W + 30%X - X + 20%Y + 20%Z = 0
EC 3 10%W + 20%X + 20%Y - Y + 10%Z = 0
EC 4 30%W + 30%X + 20%Y + 50%Z - Z = 0
EC 5 W+X+Y+Z-1=0

EC 1 - 60%W + 20%X + 40%Y + 20%Z = 0

EC 2 20%W - 70%X + 20%Y + 20%Z = 0
EC 3 10%W + 20%X - 80%Y + 10%Z = 0
EC 4 30%W + 30%X + 20%Y - 50%Z = 0
EC 5 W+X+Y+Z-1=0

Colombian Pepsi Cola

X3= 30% 20%

30% 20% 10%

X4= 28% 22% 13%

28% 22% 13%

X5= 28% 22% 14%

28% 22% 14%

X6= 28% 22% 14%

28% 22% 14%

 X7= 28% 22% 14%

Colombian 28%
Pepsi Cola 22%
Fanta 14%
Coca Cola 36%
ation)

he market: Colombian, Pepsi Cola, Fanta and Coca Cola when a person has
ll continue to consume 40%, 20% of which will buy Pepsi Cola, 10% that
en the buyer currently consumes Pepsi Cola there is a probability that he will
t Fanta consumes and 30% Coca Cola; if Fanta is currently consumed, the
0% buy Colombian, 20% consume Pepsi Cola and 20% go to Coca Cola. If
at it will continue to consume is 50%, 20% buy Colombian, 20% that
anta. At present, each Colombian brand, Pepsi Cola, Fanta and Coca Cola
pectively (30%, 20%, 10% and 40%) during week 3.

Fanta Coca Cola Total

10% 30% 100%
20% 30% 100%
20% 20% 100%
10% 50% 100%

Fanta Coca Cola

10% 40%

Fanta Coca Cola Prover

10% 30% 1.00
20% 30% 1.00
20% 20% 1.00
10% 50% 1.00

Σ
10% 30% = 1.00
20% 30% = 1.00
20% 20% = 1.00
10% 50% = 1.00

20%Z = W
20%Z = X
10%Z = Y
50%Z = Z
1
 W X Y Z
0.283950617 0.2222222222 0.135802469 0.35802469

W X Y Z
-60% 20% 40% 20%
20% -70% 20% 20%
10% 20% -80% 10%
30% 30% 20% -50%
100% 100% 100% 100%

Fanta Coca Cola

10% 40%

40% 20% 10%

20% 30% 20%
40% 20% 20%
40% 20% 20% 10%

37%
40% 20% 10%
20% 30% 20%
40% 20% 20%
37% 20% 20% 10%

36%
40% 20% 10%
20% 30% 20%
40% 20% 20%
36% 20% 20% 10%

36%
40% 20% 10%
20% 30% 20%
40% 20% 20%
36% 20% 20% 10%
36%
Indep Igual
0.00 0.00
0.00 0.00
0.00 0.00
0.00 0.00
-1.00 0.00

30%
30%
20%
50%

30%
30%
20%
50%

30%
30%
20%
50%

30%
30%
20%
50%
Ejercicio 5. Cadenas de Markov (multiplicación de estado inicial):

Suponga que obtiene 6 tipos de marcas de jeans en el mercado colombiano: marca 1, marca 2, marca 3, marca 4, marca
siguiente tabla muestra las probabilidades de que continúe usando la misma marca o la cambie. En la actualidad, la marca
siguientes porcentajes en participación de mercado respectivamente (20%, 15%, 17%, 15%, 13% y 20%) durante la sema

Según los datos aplicando los criterios de Markovian, resuelva la multiplicación del vector de estado inicial (cuota de merc
de probabilidad (matriz de transición). Responder:

a. Encuentra la matriz de transición.

b. Encuentre la probabilidad de que cada usuario permanezca con la marca o cambie a otro durante los períodos S 4, 5, 6

STATE BRAND 1 BRAND 2 BRAND 3 BRAND 4 BRAND 5

BRAND 1 0.18 0.18 0.15 0.21 0.18
BRAND 2 0.14 0.18 0.20 0.19 0.15
BRAND 3 0.13 0.16 0.15 0.21 0.20
BRAND 4 0.22 0.16 0.18 0.20 0.18
BRAND 5 0.15 0.17 0.15 0.17 0.15
BRAND 6 0.17 0.15 0.17 0.19 0.19

BRAND 1 BRAND 2 BRAND 3 BRAND 4 BRAND 5

20% 15% 17% 15% 13%

STATE BRAND 1 BRAND 2 BRAND 3 BRAND 4 BRAND 5

BRAND 1 0.18 0.18 0.15 0.21 0.18
BRAND 2 0.14 0.18 0.20 0.19 0.15
BRAND 3 0.13 0.16 0.15 0.21 0.20
BRAND 4 0.22 0.16 0.18 0.20 0.18
BRAND 5 0.15 0.17 0.15 0.17 0.15
BRAND 6 0.17 0.15 0.17 0.19 0.19

TRANSITION PROBABILITY MATRIX

u 0.18 0.18 0.15 0.21 0.18

v 0.14 0.18 0.20 0.19 0.15
w 0.13 0.16 0.15 0.21 0.20
P=
x 0.22 0.16 0.18 0.20 0.18
y 0.15 0.17 0.15 0.17 0.15
 z 0.17 0.15 0.17 0.19 0.19

p*q=
EC 1 0,18U + 0,14V + 0,13W + 0,22X + 0,15Y + 0,17Z = U
EC 2 0,18U + 0,18V + 0,16W + 0,16X + 0,17Y + 0,15Z = V
EC 3 0,15U + 0,20V + 0,15W +0,18X + 0,15Y + 0,17Z = W
q= UVWXYZ
EC 4 0,21U + 0,19V + 0,21W + 0,20X + 0,17Y + 0,19Z = X
EC 5 0,18U + 0,15V + 0,20W + 0,18X + 0,15Y + 0,19Z = Y
EC 6 0,10U + 0,14V + 0,15W + 0,06X + 0,21Y + 0,13Z = Z
EC 7 U+V+W+X+Y+Z=1

EC 1 0,18U - U + 0,14V + 0,13W +0,22X + 0,15Y + 0,17Z = 0

EC 2 0,18U + 0,18V - V + 0,16W +0,16X + 0,17Y + 0,15Z = 0
EC 3 0,15U + 0,20V + 0,15W - W +0,18X + 0,15Y + 0,17Z = 0 U
EC 4 0,21U + 0,19V + 0,21W + 0,20X - X + 0,17Y + 0,19Z = 0 0
EC 5 0,18U + 0,15V + 0,20W + 0,18X + 0,15Y - Y + 0,19Z = 0
EC 6 0,10U + 0,14V + 0,15W + 0,06X + 0,21Y + 0,13Z - Z = 0
EC 7 U+V+W+X+Y+Z-1=0
COEFIC
EC 1 - 0,82U + 0,14V + 0,13W +0,22X + 0,15Y + 0,17Z = 0 U
EC 2 0,18U - 0,82V + 0,16W +0,16X + 0,17Y + 0,15Z = 0 -0.82
EC 3 0,15U + 0,20V - 0,85W +0,18X + 0,15Y + 0,17Z = 0 0.18
EC 4 0,21U + 0,19V + 0,21W - 0,80X + 0,17Y + 0,19Z = 0 0.15
EC 5 0,18U + 0,15V + 0,20W + 0,18X - 0,85Y + 0,19Z = 0 0.21
EC 6 0,10U + 0,14V + 0,15W + 0,06X + 0,21Y - 0,87Z - Z = 0 0.18
EC 7 U+V+W+X+Y+Z-1=0 0.10
1.00

INITIAL STATE
BRAND 1 BRAND 2 BRAND 3 BRAND 4 BRAND 5
X4= 20% 15% 17% 15% 13%

VECTOR
20% 15% 17% 15% 13% 20%

X5= 17% 17% 17% 20% 18% 13%

 VECTOR
17% 17% 17% 20% 18% 13%

X6= 17% 17% 17% 20% 17% 13%

VECTOR

17% 17% 17% 20% 17% 13%

X7= 17% 17% 17% 20% 17% 13%

La probabilidad de que cada usuario permanezca con la marca o cambie a otro durante los períodos S
4, 5, 6 y período 7.

BRAND 1 BRAND 2 BRAND 3 BRAND 4 BRAND 5 BRAND 6

17% 17% 17% 20% 17% 13%
marca 2, marca 3, marca 4, marca 5 y marca 6. La
cambie. En la actualidad, la marca, tiene los
15%, 13% y 20%) durante la semana 4.

or de estado inicial (cuota de mercado) por la matriz

otro durante los períodos S 4, 5, 6 y período 7.

BRAND 6 TOTAL
0.10 1.00
0.14 1.00
0.15 1.00
0.06 1.00
0.21 1.00
0.13 1.00

BRAND 6
20%

BRAND 6 Prover
0.10 1.00
0.14 1.00
0.15 1.00
0.06 1.00
0.21 1.00
0.13 1.00

Σ
0.10 = 1.00
0.14 = 1.00
0.15 = 1.00
0.06 = 1.00
0.21 = 1.00
 0.13 = 1.00

q=
0,22X + 0,15Y + 0,17Z = U
0,16X + 0,17Y + 0,15Z = V
0,18X + 0,15Y + 0,17Z = W
0,20X + 0,17Y + 0,19Z = X
0,18X + 0,15Y + 0,19Z = Y
0,06X + 0,21Y + 0,13Z = Z
X+Y+Z=1

V W X Y Z
0 0 0 0 0

COEFICIENTES
IGUAL A
V W X Y Z INDEP
0.14 0.13 0.22 0.15 0.17 0.00 0.00
-0.82 0.16 0.16 0.17 0.15 0.00 0.00
0.20 -0.85 0.18 0.15 0.17 0.00 0.00
0.19 0.21 -0.80 0.17 0.19 0.00 0.00
0.15 0.2 0.18 -0.85 0.19 0.00 0.00
0.14 0.15 0.06 0.21 0.87 0.00 0.00
1.00 1.00 1.00 1.00 1.00 -1.00 -1.00

BRAND 6
20%

STATE MATRIX
0.18 0.18 0.15 0.21 0.18 0.10
0.14 0.18 0.20 0.19 0.15 0.14
0.13 0.16 0.15 0.21 0.20 0.15
0.22 0.16 0.18 0.20 0.18 0.06
0.15 0.17 0.15 0.17 0.15 0.21
0.17 0.15 0.17 0.19 0.19 0.13
 STATE MATRIX
0.18 0.18 0.15 0.21 0.18 0.10
0.14 0.18 0.20 0.19 0.15 0.14
0.13 0.16 0.15 0.21 0.20 0.15
0.22 0.16 0.18 0.20 0.18 0.06
0.15 0.17 0.15 0.17 0.15 0.21
0.17 0.15 0.17 0.19 0.19 0.13

STATE MATRIX
0.18 0.18 0.15 0.21 0.18 0.10
0.14 0.18 0.20 0.19 0.15 0.14
0.13 0.16 0.15 0.21 0.20 0.15
0.22 0.16 0.18 0.20 0.18 0.06
0.15 0.17 0.15 0.17 0.15 0.21
0.17 0.15 0.17 0.19 0.19 0.13

durante los períodos S

REFERENCIAS
Sharma, J. (2016). Operations Research : Theory and Applications. (pp. 648-665), New Delhi: Laxmi Publicatio
Pineda, R. (2017). Virtual learning object Unit 3 - Optimization models with Markov chains. [Video File]. Retrie
New Delhi: Laxmi Publications Pvt Ltd, v. Sixth edition. Available in the knowledge environment of the course.
ov chains. [Video File]. Retrieved from http://hdl.handle.net/10596/13271