Chapter 5 Objectives:
- Describe
the different environments under which operations decisions are made:
- Certainty:
means relevant parameters such as costs, capacity, and demand have known
values.
- Risk:
means that certain parameters have probabilistic outcomes.
- Uncertainty:
means that it is impossible to assess the likelihood of various possible
future events.
- Describe
Decision Making under uncertainty:
- When
no information is made on the various states of nature are, use the four
criteria:
i.
Maximin: Determine the worst
possible payoff for each alternative and choose the “best worst”.
ii.
Maximax: Determine the best
possible payoff and choose the alternative with that payoff.
iii.
Laplace:
Determine the average payoff for each alternative and choose the one with the
best average.
iv.
Minimax Regret: Determine the
worst regret for each alternative, and chose the one with the “best worst”.
- Describe
expected monetary value approach:
- Determine
the expected payoff of each alternative, and chose the alternative that
has the best expected payoff.
- Construct
a Decision tree:
- Compute
Expected Value:
- Conduct
Sensitivity Analysis: