Download - Chuong2-Ra Quyết Định Trong Quản Lí
-
7/25/2019 Chuong2-Ra Quyt nh Trong Qun L
1/56
Q U N T R K I N H D O A N H C H O K SCHNG 2
RA QUYTNH (RQ)TRONG QUN L
Nguyn Ngc Bnh [email protected]
-
7/25/2019 Chuong2-Ra Quyt nh Trong Qun L
2/56
Ni dung1. Gii thiu vRQtrong qun l
2. RQtrongiu kin ri ro
3. RQtrongiu kin khng chc chn
4. RQbng quy hoch tuyn tnh
5. RQa yu t6. RQtheo l thuyt hu ch
2
-
7/25/2019 Chuong2-Ra Quyt nh Trong Qun L
3/56
1. Gii thiu vRQtrong qun l
RQl mt qu trnh la chn c thc gia hai
hoc nhiu phng n (PA) (gii php gii quytvn ) chn ra mt PA v PA ny sto ra
c mt kt qumong mun trong cc iu kinrng buc bit.
nh ngha RQ
3
-
7/25/2019 Chuong2-Ra Quyt nh Trong Qun L
4/56
1. Gii thiu vRQtrong qun l
4
Cc quyt nh c a ra l kt quca mt sla chn c lptrng v vi mc tiu l ti u (cci hay cc tiu) mt gi trno trong nhng iu kin rng buc cth. Ngi RQc mc tiu cth. Tt ccc PA c thc u c xc nh y . Sa thch ca ngi RQcn phi r rng, cn lng ha cc tiu
chun ca cc PA v xp hng cc tiu chun theo thta thchca ngi RQ.
Sa thch ca ngi RQl khng thay i trong qu trnh RQ,ngha l cc tiu chun v trng sca cc tiu chun l khng i. Khng c shn chvthi gian v chi ph, ngha l c iu
kin thu thp y thng tin trc khi RQ. Sla chn cui cng sl tiu mc tiu mong mun.
Githit vshp l
-
7/25/2019 Chuong2-Ra Quyt nh Trong Qun L
5/56
1. Gii thiu vRQtrong qun l
Vnc cu trc tt: Mc tiu r rng, thng tin y ,
dng bi ton quen thucRQtheo chng trnh (quytrnh, lut, chnh sch)
Vnc cu trc km: Dng bi ton mi m, thng tinkhng y , khng r rngRQkhng theo chngtrnh
RQtheo cu trc ca vn
5
-
7/25/2019 Chuong2-Ra Quyt nh Trong Qun L
6/56
1. Gii thiu vRQtrong qun l
RQtrongiu kin khng chc chn
(uncertainty): Khi RQ, khng bit c xcsut xy ra ca mi trng thi hoc khng bitc cc dliu lin quan n cc vn cn
gii quyt. RQtrongiu kin ri ro (risk): Khi RQ,
bit c xc xut xy ra ca mi trng thi.
RQtrongiu kin chc chn (certainty):Khi RQ, bit chc chn trng thi no sxy ra, do sddng v nhanh chng ra
quyt nh.
RQtheo tnh cht ca vn
6
-
7/25/2019 Chuong2-Ra Quyt nh Trong Qun L
7/56
1. Gii thiu vRQtrong qun l
Phng phpnh lng (PPL) l phng php khoa hc
dng cc php tnh ton gii quyt cc vn RQ.
Cc thut ngchPPL:Phng phpnh lng (Quantitative Methods)
Phn tchnh lng (Quantitative Analysis) Tip cnnh lng (Quantitative Approaches)Nghin cu tc v/Vn tr hc (Operations Research)Khoa hc qun l (Management Science)
Khi nim chung vPPL trong qun l
7
-
7/25/2019 Chuong2-Ra Quyt nh Trong Qun L
8/56
1. Gii thiu vRQtrong qun l
Cc cng cnh lng
Cc m hnhnh lng
Phn mm: Excels Solver, ABQM, QM for Windows,...
Khi nim chung vPPL trong qun l
L thuyt RQ (Xc sut c iukin, Bng/cy quyt nh, Lthuyt tr chi,...)
Bi ton phn cng
Bi ton dng chy tia
Quy hoch tuyn tnh S mng (CPM/PERT)
Quy hoch nguyn Kim sot tn kho
Quy hochng L thuyt xp hng
Bi ton vn ti Phn tch Markov ...
8
-
7/25/2019 Chuong2-Ra Quyt nh Trong Qun L
9/56
1. Gii thiu vRQtrong qun l
B1: Xc nh r vn/chi cn gii quyt.
B2: Lit k tt ccc PA c thc.
B3: Nhn ra cc tnh hung/trng thi.
B4: c lng tt cli ch/chi phcho mi PA ng vimi trng thi.
B5: La chn mt m hnh ton trong phng phpnh lng tm li gii ti u.
B6: p dng m hnh tm li gii v da vo RQ.
Cc bc ca qu trnh RQ
9
-
7/25/2019 Chuong2-Ra Quyt nh Trong Qun L
10/56
1. Gii thiu vRQtrong qun l
Bc 1: C nn sn xut mt sn phm mi tham gia thtrng hay khng? Bc 2: C 3 phng n sn xut l:
Lp 1 nh my c qui m lnsn xut sn phm Lp 1 nh my c qui m nhsn xut sn phm Khng lm g c
Bc 3: C 2 tnh hung ca thtrng sxy ra l: thtrng tt, thtrng xu.
Bc 4: c lng li nhun ca cc phng n ng vi cc tnh hung:
Bc 5 v 6: Chn mt m hnh ton trong phng php nh lng p dng vo
bi ton ny. Vic chn la m hnh c da vo shiu bit, vo thng tin t hay nhiuvkhnng xut hin cc trng thi ca hthng.
V d: Bi ton ca Cng ty xgThompson
Phng nTrng thi
Thtrng tt Thtrng xu
Nh my ln 200.000 -180.000
Nh my nh 100.000 -20.000
Khng sn xut 0 0
10
-
7/25/2019 Chuong2-Ra Quyt nh Trong Qun L
11/56
2. RQtrong iu kin ri ro
Khi RQtrong iu kin ri ro, bit xc sut xy ra ca
mi trng thi. Khi RQtrong iu kin ri ro, thng sdng hai tiu
chun/m hnh (tngng nhau): Cci gi trkvngc tnh bng tin (ExpectedMoneytary Value) (Maxi EMVi) Cc tiu thit hi kvng (Expected Opportunity Loss)
(MiniEOL
i)
Hai phng php thng dng: Phng php bng quytnh (decision table)
Phng php cy quytnh (decision tree) 11
-
7/25/2019 Chuong2-Ra Quyt nh Trong Qun L
12/56
2. RQtrong iu kin ri roPhng php bng quytnh
12
i i
-
7/25/2019 Chuong2-Ra Quyt nh Trong Qun L
13/56
2. RQtrong iu kin ri ro
EMV1 = 0,5 x 200.000 + 0,5 x (-180.000) = 10.000
EMV2
= 0,5 x 100.000 + 0,5 x (-20.000) = 40.000
EMV3 = 0,5 x 0 + 0,5 x 0 = 0
Ra quytnh EMVi > 0 Phng n c li
Maxi EMVi = 40.000Chn phng n xy nh my nhGi trkvng vi thng tin hon ho
(EVWPI, Expected Value With Perfect Information)
EVWPI = 0,5 x (200.000) + 0,5 x (0) = 100.000
Gi trkvng ca thng tin hon ho(EVPI, Expected Value Of Perfect Information)
EVPI = 100.000 - 40.000 = 60.000
Phng php bng quytnh
13
i i
-
7/25/2019 Chuong2-Ra Quyt nh Trong Qun L
14/56
2. RQtrong iu kin ri roPhng php bng quytnh
14
-
7/25/2019 Chuong2-Ra Quyt nh Trong Qun L
15/56
2. RQtrong iu kin ri ro
OL11 = 200.000-200.000 = 0
OL12 = 0 - (-180.000) = 180.000
OL21 = 200.000 -100.000 = 100.000
OL22 = 0 - (-20.000) = 20.000OL31 = 200.000 0 = 200.000
OL32 = 0 - 0 = 0
Phng php bng quytnh
T.Trng tt T.Trng xu
Nh my ln 0 180.000
Nh my nh 100.000 20.000
Khng sn xut 200.000 0
P(Sj) 0,5 0,5
15
Bng thit hi chi OLij
-
7/25/2019 Chuong2-Ra Quyt nh Trong Qun L
16/56
2. RQtrong iu kin ri ro
16
EOL1 = 0,5 x 0 + 0,5 x 180.000 = 90.000
EOL2 = 0,5 x 100.000 + 0,5 x 20.000 = 60.000EOL3 = 0,5 x 200.000 + 0,5 x 0 = 100.000
RQtheo tiu chun Mini EOLi
Mini EOLi= Min(90.000, 60.000, 100.000) = 60.000Chn PA xy nh my nh
Ghi ch: EVWPI = Maxi EMVi + Mini EOLi
EVPI = Mini EOLi
Phng php bng quytnh
T.Trng tt T.Trng xu
Nh my ln 0 180.000
Nh my nh 100.000 20.000
Khng sn xut 200.000 0
P(Sj) 0,5 0,5
-
7/25/2019 Chuong2-Ra Quyt nh Trong Qun L
17/56
2. RQtrong iu kin ri ro
17
Phn tchnhy:
Xc sut p thay i thno th quyt nh sthay i?380.000 p 180.000 = 120.000 p 20.000
p = 16/26 = 0,62
Phng php bng quytnh
-20.000
-180.000
0,167 0,62
EMV Khng lm g
Gi trEMV
Xc sut ca thtrng a thch
-
7/25/2019 Chuong2-Ra Quyt nh Trong Qun L
18/56
2. RQtrong iu kin ri ro
18
Cc k hiu & quyc
Phng php cy quytnh
TTtt
Nh my ln
TT xuNh my
nh
Khng lm g
: Nt quyt nh
: Nt trng thi/tnh hung
VD: Xt li Cng ty gThompson
-
7/25/2019 Chuong2-Ra Quyt nh Trong Qun L
19/56
2. RQtrong iu kin ri ro
Cc bc ca vic phn tch bi ton cy quytnh
B1: Xc nh vn /chi cn gii quyt
B2: Vcy quyt nh
B3: Gn xc sut cho cc trng thi B4: c tnh li nhun hay chi ph cho mt skt hp gia
mt phng n v mt trng thi
B5: Gii bi ton bng phng php Maxi EMVi (tphiqua tri).
Phng php cy quytnh
19
-
7/25/2019 Chuong2-Ra Quyt nh Trong Qun L
20/56
2. RQtrong iu kin ri ro
VD: Gii v dtrc bng cy quytnh
B1: C nn sn xut sn phm mi kinh doanh? B2: Vcy quyt nh
B3: Gn xc sut 0,5 cho cc loi thtrng
B4: Dng gi trbng sliu ghi vo
B5: Tnh cc gi trEMVi ti cc nt
- Ti nt 1 : EMV1 = 0,5 x 200.000 + 0,5 x (-180.000) = 10.000- Ti nt 2 : EMV2 = 0,5 x 100.000 + 0,5 x (-20.0000) = 40.000
- Ti nt 3 : EMV3 = 0
Phng php cy quytnh
20
=
=
m
1j
ijji )xPP(SEMV
-
7/25/2019 Chuong2-Ra Quyt nh Trong Qun L
21/56
2. RQtrong iu kin ri ro (tt)Phng php cy quytnh
MaxiEMV
i= 40.000 Ch
n PA nh my nh
21
200.00010.000TT tt (0.5)
- 180.000
100.00040.000
-20.0000
Nh my ln
TT xu (0.5)
Nh my nh
Khng lm g
TT xu (0.5)
TT tt (0.5)
==
m
1j ijji
)xPP(SEMV
-
7/25/2019 Chuong2-Ra Quyt nh Trong Qun L
22/56
Cp Q1 Cp Q2
-
7/25/2019 Chuong2-Ra Quyt nh Trong Qun L
23/56
3. RQtrong iu kin khng chc chn
23
M hnh Maximax (lc quan) M hnh Maximin (bi quan) M hnh Laplace (ng u ngu nhin)
M hnh Hurwicz (trung bnh c trng s, hin thc) M hnh Minimax
-
7/25/2019 Chuong2-Ra Quyt nh Trong Qun L
24/56
3. RQtrong iu kin khng chc chn
i: PA hng i trong bng RQj: Trng thi ct j trong bng RQ
Pij: Li ch c c nu chn PA i v trng thi j xy ra.
24
j
j
Strngthi
j
-
7/25/2019 Chuong2-Ra Quyt nh Trong Qun L
25/56
3. RQtrong iu kin khng chc chn
M hnh Maximax (tiu chun lc quan)
Maxi (Maxj Pij) = Maxi(200.000, 100.000, 0) = 200.000RQ: Chn PA xy nh my ln (i = 1)
M hnh Maximin (tiu chun bi quan)
Maxi (Minj Pij) = Maxi (-180.000, -20.000, 0) = 0
RQ: Khng lm g c(i = 3).
M hnh Laplace (ngu ngu nhin)
= Maxi (10.000, 40.000, 0) = 40.000
RQ: Chn PA xy nh my nh(i = 2)
25
-
7/25/2019 Chuong2-Ra Quyt nh Trong Qun L
26/56
3. RQtrong iu kin khng chc chn
M hnh Hurwicz (m hnh trung bnh c trng s)
Chn = 0,8Maxi [0,8 x 200.000 + 0,2 x (-180.000),
0,8 x 100.000 + 0,2 x (-20.000), 0,8 x 0 + 0,2 x 0]
= Maxi (124.000, 76.000, 0) = 124.000
RQ: Chn PA xy nh my ln (i = 1).
M hnh Minimax
Mini [Maxj OLij] = Mini [180.000, 100.000, 200.000] = 100.000
RQ: Chn PA xy nh my nh(i = 2).
26
-
7/25/2019 Chuong2-Ra Quyt nh Trong Qun L
27/56
4. RQbng quy hoch tuyn tnh
27
Quy hoch tuyn tnh (QHTT Linear Programming)
l mt kthut ton hc nhm xc nh gi trca ccbinx1,x2,...,xn (c gi l cc bin quyt nh -decision variable) sao cho: Lm cc i hay cc tiu gi trca hm mc tiu
(objective function):Z=z(x1,x2,...,xn) Tha mn cc rng buc (constraint): R
j= r
j(x
1,x
2,...,
xn)
Trong , hm mc tiuzv cc rng buc rjl nhng
biu thc tuyn tnh (bc nht) i vi cc binx1,x2,...,xn
Gii thiu bi ton QHTT
-
7/25/2019 Chuong2-Ra Quyt nh Trong Qun L
28/56
4. RQbng quy hoch tuyn tnh
28
Bi ton lp khoch sn xut (bi ton cci)
Mt nh qun l dn nng nghip c cc sliu sau:
Hy xc nh lng la go v lc m cn c sn xut
lm cc i li nhun ca dn.
Gii thiu bi ton QHTT
Sliu u vo i vimt n vsn phm
Loi sn phm Khnng ln nht cacc ngun ti nguyn
sn c
La go La m
Din tch [Ha/tn] 2 3 50 HaLng nc [103m3/tn] 6 4 90 x 103m3
Nhn lc [cng/tn] 20 5 250 cng
Li nhun [USD/tn] 18 21
-
7/25/2019 Chuong2-Ra Quyt nh Trong Qun L
29/56
4. RQbng quy hoch tuyn tnh
29
Bi ton lp khoch sn xut (bi ton cci)
Bc 1: Xc nh cc bin quyt nh Gix1,x2 ln lt l stn la go v la m cn c sn xut
Bc 2: Xc nh hm mc tiuHm mc tiu l li nhunZ Cc i li nhun:Z= 18x1 + 21x2Max
Bc 3: Xc nh cc rng buc Rng buc vdin tch: 2x1 + 3x2 < 50 Rng buc vlng nc: 6x1 + 4x2 < 90 Rng buc vnhn lc: 20x1 + 5x2 0
Gii thiu bi ton QHTT
-
7/25/2019 Chuong2-Ra Quyt nh Trong Qun L
30/56
4. RQbng quy hoch tuyn tnh
Bi ton trn khu phn (bi ton cc tiu)
Mt nh qun l tri g dnh mua 2 loi thc n trn ra khu phn tt v gi r.
Mi n vthc n loi 1 gi 2ng c cha: 5g thnh phn A
4g thnh phn B
0,5g thnh phn C Mi n vthc n loi 2 gi 3ng c cha:
10g thnh phn A
3g thnh phn B
khng c cha thnh phn C Trong 1 thng, 1 con g cn ti thiu 90g thnh phn A, 48g thnh phn B v 1,5g thnh
phn C.
Hy tm slng mi loi thc n cn mua c m bonhu cu ti thiu vdinhdng cho 1 con g vi gi rnht.
Gii thiu bi ton QHTT
30
-
7/25/2019 Chuong2-Ra Quyt nh Trong Qun L
31/56
4. RQbng quy hoch tuyn tnh
Bi ton trn khu phn (bi ton cc tiu)
Bc 1: Xc nh cc bin quyt nh Gix1,x2 ln lt l slng n vthc phm loi 1 v loi 2cn cho 1 con g trong 1 thng
Bc 2 : Xc nh hm mc tiuHm mc tiu l gi muaZ Cc tiu gi mua:Z= 2x1 + 3x2Min
Bc 3 : Xc nh cc rng buc Thnh phn A : 5x1 + 10x2 > 90 Thnh phn B : 4x1 + 3x2 > 48 Thnh phn C : 0,5x1 >1,5
Cc bin khng m: x1,x2 > 0
Gii thiu bi ton QHTT
31
-
7/25/2019 Chuong2-Ra Quyt nh Trong Qun L
32/56
4. RQbng quy hoch tuyn tnh
32
Bi ton cci chun Hm mc tiu:Z = c1x1 + c2x2 + .... + cnxnMax
Rng buc:a11x1 + a12x2 + .... + a1nxn < b1a21x1 + a22x2 + .... + a2nxn < b2am1x1 + am2x2 + .... + amnxn < bm xj > 0 , j = 1,n
M hnh tng qut ca bi ton QHTT
32
ngha (c n sn phm v m
ti nguyn) xj l sn vsn phm
thj c
jl li nhun do 1n v
sn phm thjem li aij l lng ti nguyn thi
cn cho 1n vsn phm
thj bi l tng lng ti nguyn
thi sn c
-
7/25/2019 Chuong2-Ra Quyt nh Trong Qun L
33/56
4. RQbng quy hoch tuyn tnh
33
Bi ton cc tiu chun Hm mc tiu:Z = c1x1 + c2x2 + .... + cnxnMin
Rng buc:a11x1 + a12x2 + .... + a1nxn b1a21x1 + a22x2 + .... + a2nxn b2am1x1 + am2x2 + .... + amnxn bm xj > 0 , j = 1,n
M hnh tng qut ca bi ton QHTT
33
-
7/25/2019 Chuong2-Ra Quyt nh Trong Qun L
34/56
4. RQbng quy hoch tuyn tnh
B1:Nhn dng ccbin quytnhvhm mc tiu.
B2:Din thm mc tiuvcc rng buc theo cc bin quyt nh.
B3:Kim tra xem c phi tt ccc quan htrong hm mc tiu v trong cc rng bucc tuyntnhkhng? Nu khng, phi tm m hnh phi tuyn khcgii.
B4:Kim travng khng gian li gii,xem xtiu kin nghim ca bi ton. Cc khnngc thxy ra l:
Khng cvng khthi (v nghim)Ni lng cc rng buc.
Vng khthiv hn v khng cim cc trCu trc li m hnh, c tha thmrng buc vo m hnh
Vng khthiv hn v c
im c
c tr
Sang B5. Vng khthic gii hnSang B5.
B5:Tm racc li gii tiu c thc, c thdng: Phng phpth (Graphical method)
Phng phpn hnh (Simplex method)
Qu trnh gii bi ton QHTT
34
b h h h
-
7/25/2019 Chuong2-Ra Quyt nh Trong Qun L
35/56
4. RQbng quy hoch tuyn tnh
Gii bi ton v dcciHm mc tiu: 18x
1+ 21x
2Max
Rng buc: 2x1 + 3x2 50 (1)6x1 + 4x2 90 (2)20x1 + 5x2 250 (3)
x1 0 (4)x2 0 (5)
Gii Trong mt phng ta 0x1x2, vcc ng thng:(D1) 2x1 + 3x2 = 50
(D2) 6x1 + 4x2 = 90(D3) 20x1 + 5x2 = 250(D4) x1 = 0
(D5) x2 = 0
PPngng li hayngng ph (iso profit/cost line)
35
-
7/25/2019 Chuong2-Ra Quyt nh Trong Qun L
36/56
10
50
5025100
x2
x1
22.5
16.67
15
C
(D3)
(D1)
(D2)
Z0 = 0
Z = 18x1+21x2 Max
2x1+3y
-
7/25/2019 Chuong2-Ra Quyt nh Trong Qun L
37/56
10
50
5025100
(x2)
(x1)
22.5
16.67
A15
C
(D3)
(D1)
(D2)
7
12
Nghim ti u:x1=7; x2=12 hay C(7; 12)
Rng buc tch cc: D1 v D2(SRBTC = Sbin Q)
Ta ca im C l nghim ca hphng trnh:2x1 + 3x2 = 50 x1* = 7
6x1 + 4x2 = 90 x2* = 12Gi trca hm mc tiu:Z = Zmax = 18x1* + 21x2*
= 18 x7 + 21x12
Zmax = 378
ng ng li
Vng nghim khd(min khng gian li gii,khng gian sch lc)
Z0 = 0 B
D
37
4 RQ b h h t t h
-
7/25/2019 Chuong2-Ra Quyt nh Trong Qun L
38/56
4. RQbng quy hoch tuyn tnh
Gii bi ton v dcc tiuHm MT: Min Z = 2x
1
+ 3x2Rng buc: 5x1 + 10x2 90 (1)
4x1 + 3x2 48 (2)0,5x1 1,5 (3)
x1 0 (4)x2 0 (5)
Gii: Trong mt phng ta 0x1x2 , ta vcc ng thng:(D1): 5x1 + 10x2 = 90
(D2): 4x1 + 3x2 = 48(D3): 0,5x1 = 1,5(D4): x1 = 0(D5): x
2= 0
PPngng li hayngng ph (iso profit/cost line)
38
-
7/25/2019 Chuong2-Ra Quyt nh Trong Qun L
39/56
322824201612
32
28
24
20
16
12
8
4
0
Min
D2
Min khng gian li gii v hn,
nhng c cc tiu.
D3
D1
CB
A
3 8.4
4.8
x2
x1
ng ng ph
Z0 = 0
Ta im B l nghim ca hpt:5x1 + 10x2 = 90 x1* = 8,44x1 + 3x2 = 48 x2* = 4,8
Gi trca hm mc tiu:Z = Zmin = 2x1 + 3x2= 2 x 8,4 + 3 x 4,8 = 31,2
Nghim ti u:
x1* = 8,4x2* = 4,8
39
4 RQ b h h t t h
-
7/25/2019 Chuong2-Ra Quyt nh Trong Qun L
40/56
4. RQbng quy hoch tuyn tnh
Ccimnh (corner point, extreme point) l giao im
ca cc rng buc nm trong khng gian li gii gi l ccnh ca khng gian li gii.
Nu bi ton QHTT c li gii tiu, th li gii snmtrn cc nh ca khng gian li gii.
p dng kt quny, tm gi trca hm mc tiu bngcch so snh gi trca cc nh ca khng gian li gii.
Phng php dngimnh
40
4 RQ bng quy hoch tuyn tnh
-
7/25/2019 Chuong2-Ra Quyt nh Trong Qun L
41/56
4. RQbng quy hoch tuyn tnh
Gii bi ton v dcci
So snh gi trti 5nh O, A, B, C, D nh O (0, 0) ==> ZO =0
nh A (12,5) ==> ZA = 18 x 15,5 + 21 x 0 = 225
nh B (11, 6) ==> ZB = 8 x 11 + 21 x 6 = 324 nh C (7, 12) ==> ZC = 18 x 7 + 21 x 12 = 378
nh D (0, 16,67) ==> ZD = 18 x 0 + 21 x 16,67 = 350,07
==>Zmax = ZC = 378 ==>x1 = 7vx2 = 12
Phng php dngimnh
Hm MT: Z = 18x1 + 21x2Max
Max
41
4 RQ bng quy hoch tuyn tnh
-
7/25/2019 Chuong2-Ra Quyt nh Trong Qun L
42/56
4. RQbng quy hoch tuyn tnh
Gii bi ton v dcc tiu
So snh gi trti 3 nh A, B, C:
nh A (18, 0) ==> ZA = 2 x 18 + 3 x 0 = 36
nh B (8.4 , 4.8) ==> ZB = 2 x 8.4 + 3 x 4.8 = 31.2 nh C (3, 12) ==> ZC = 2 x 3 + 3 x 12 = 42
==>Zmin = ZB = 31.2 ==> x1 = 8.4 v x2 = 4.8
Phng php dngimnh
Min
Hm MT: Z= 2x1 + 3x2Min
42
5 RQa yu t
-
7/25/2019 Chuong2-Ra Quyt nh Trong Qun L
43/56
5. RQa yu t
V d: Mt sinh vin tt nghip mun tm vic lm th c nhiu yu tsnh hng n quyt nh chn vic ca anh ta: Lng khi im, Chithng tin, Vtr ca ni lm vic, Nhng ngi m mnh slm vic vih, Loi cng vic bn cn phi lm, Nhng li nhun khc ngoi lng...
Cch gii quyt bi ton RQa yu t:
Nhiu ngi xem xt cc yu tkhc nhau ny mt cch chquan vtrc gic
Dng phng phpnh gi yu tMFEP (Multi Factor EvaluationProcess): Mi yu tquan trng nh hng n quyt nh scgn mt hsni ln tm quan trng tng i gia cc yu tvi
nhau
nh gi PA theo cc hsny
Gii thiu bi ton RQa yu t
43
5 RQa yu t
-
7/25/2019 Chuong2-Ra Quyt nh Trong Qun L
44/56
5. RQa yu t
B1: Lit k tt ccc yu tv gn cho yu tthi mt trng sFWi:Tm quan trng ca mi yu tmt cch tng i, 0 < FW
i< 1,
FWi = 1
B2: Lng gi theo yu t. Vi mi yu ti, ta nh gi PA j bng cchgn mt hsFE
ij: Lng gi ca PA j i vi yu ti
B3: Tnh tng lng gi trng sca tng PA j
Chn PA ng vi Max TWEj
Cc bc thc hin phng php MEFP
i: Yu t
j: Phng n
44
FW: Factor weightFE: Factor EvaluationTWE: Total Weighted evaluation
5 RQa yu t
-
7/25/2019 Chuong2-Ra Quyt nh Trong Qun L
45/56
5. RQa yu t
B1: Xc nh FWi
Sau khi nghin cu, bn bc vi thy, bn b, gia nh..., sinh vin S nhnthy 3 yu tquan trng nht i vi vic chn slm l:
Lng Chi thng tin Vtr ni lm vic
Sinh vin S gn cho cc yu tcc trng ssau:Yu t i Trng sFWiLng 0.3
Chi thng tin 0.6Vtr ni lm vic 0.1
VD: Bi ton tm vic lm ca sinh vin
45
5 RQa yu t
-
7/25/2019 Chuong2-Ra Quyt nh Trong Qun L
46/56
5. RQa yu t
B2: Xc nh FEij
Sinh vin S nghrng c 3 cng ty A, B, C snhn mnh vo lm vic.i vi mi cng ty, sinh vin S nh gi theo 3 yu ttrn v c bnglng gi nhsau:
Lm sao xc nh gi trtrong bng ny?
VD: Bi ton tm vic lm ca sinh vin
46
5 RQa yu t
-
7/25/2019 Chuong2-Ra Quyt nh Trong Qun L
47/56
5. RQa yu t
i vi Lng, Anh S mong rng lng sl 1.000.000. Nhng thc tcng ty A tr700.000, cng ty B tr800.000, cng ty C tr900.000.
B3: Tnh cc tng lng gi trng sTWEjTWE(A) = 0.3 x 0.7 + 0.6 x 0.9 + 0.1 x 0.6 = 0.81
TWE(B) = 0.3 x 0.8 + 0.6 x 0.7 + 0.1 x 0.8 = 0.74
TWE(C) = 0.3 x 0.9 + 0.6 x 0.6 + 0.1 x 0.9 = 0.72
Kt lun: Sinh vin S chn cng ty A
VD: Bi ton tm vic lm ca sinh vin
47
6 RQ theo l thuyt hu ch
-
7/25/2019 Chuong2-Ra Quyt nh Trong Qun L
48/56
6. RQtheo l thuyt hu ch
hu ch/vli (Utility) l o mc u tin ca ngi
RQi vi li nhun. L thuythu ch l l thuyt nghin cu cch kt hp mc
u tin vmay ri ca ngi RQi vi cc yu tkhc
trong qu trnh RQ. VD: Gisbn c mt tm v sc bit m khi thy ng xu
ln nu mt nga xut hin th bn trng thng 5.000.000,nu mt sp xut hin th bn khng c g ht. Vn t ra:Nu c ngi no nghmua li tm v sca bn trc
khi tung ng xu vi gi 2.000.000th bn c bn hay khng?
Khi nim vhu ch
48
6 RQ theo l thuyt hu ch
-
7/25/2019 Chuong2-Ra Quyt nh Trong Qun L
49/56
6. RQtheo l thuyt hu ch
VD:Gisbn c mt tm v sc bit m khi thy ng xu ln nu mt nga xut hinth bn trng thng 5.000.000, nu mt sp xut hin th bn khng c g ht.
Vn t ra: Nu c ngi no nghmua li tm v sca bn trc khi tung ngxu vi gi 2.000.000th bn c bn hay khng?
Gii:
Khi nim vhu ch
Nu xt theo tiu chun EMV:EMV(khng bn) = EMV1 =
= 5.000.000 x 0,5 + 0 x 0,5 = 2.500.000EMV(bn) = EMV2 = 2.000.000
EMV (khng bn) > EMV (bn)Kt lun: Khng bn tm v s
Nu xt trn quan im thc t, th a smi ngi sbn
v t ai thch may ri trnhng ngi tph thch may ri. 49
6 RQ theo l thuyt hu ch
-
7/25/2019 Chuong2-Ra Quyt nh Trong Qun L
50/56
6. RQtheo l thuyt hu ch
hu ch c c tnh nhsau: Kt qutt nht sc hu ch l 1 U(tt nht) = 1 Kt quxu nht sc hu ch l 0 U(xu nht) = 0 Kt qukhc sc hu ch (0,1) 0 < U(khc) < 1
Cch tnhhu ch ca kt qukhc:hu ch ca kt qukhc c tnh da trn sxem xt mt
tr chi chun gm 2 kt qu:
+ Kt qutt nht c xc sut l p+ Kt quxu nht c xc sut l (1 - p)
Cch tnhhu ch
50
6. RQ theo l thuyt hu ch
-
7/25/2019 Chuong2-Ra Quyt nh Trong Qun L
51/56
6. RQtheo l thuyt hu ch
Ta c 2 PA:+ PA 1: Chp nhn tr chi, ta sc kt qutt nht hayc kt quxu nht.
+ PA 2: Khng chp nhn tr chi,c mt kt quchc chn trnhc ri ro.Vn:Xc nh xc sut p (tt nht),2 PA nyc xem l tng ng i vi ngi RQi vi ngi RQ,2 PAc xem l tngng nhaunu kvnghu ch ca 2 PAbng nhau:
GiEU lkvng cahu ch (Expected Utility)EU(khng chi) = EU(chi)EU(chi) = p * U(T) + (1 -p) * U(X) = p * 1 + (1 -p) * 0 = pU(kt qukhc) = EU(khng chi) = p
Kt lun: p chnh l kvng cahu chlm cho 2 PA tng ng nhaui vi ngi RQ. Nhvy,hu ch hon ton chquan, ty thuc vo mccm nhn vri ro ca ngi
RQ.
Cch tnhhu ch
51
6. RQ theo l thuyt hu ch
-
7/25/2019 Chuong2-Ra Quyt nh Trong Qun L
52/56
6. RQtheo l thuyt hu ch
VD: CXmun vng hu ch i vi tin, t0 n 10.000
vi U(10.000) = 1 v U(0) = 0CXcmt s tin, c c th mua btng sn hoc b vo qu titkim ca ngn hng. NucX u tvo bt ng snthsau3nm cthuc 10.000 hoc l b mt trng. Nu c X gi tit kim th sau 3nm s chc chn thu c 5.000.V mt ch quan, c X cho rng nu 80% c c may thuc 10.000sau3nmthcXmi u tvo bt ng sn nu khng c X s gi
tit kim.Nhvy vi xc sutp=0 ,8 mua btng sn thnh cng th 2 PAmuabt ng snvgi tin tit kimlnhnhau.
Cch tnhhu ch
52
6. RQ theo l thuyt hu ch
-
7/25/2019 Chuong2-Ra Quyt nh Trong Qun L
53/56
6. RQtheo l thuyt hu ch
i vi c X: U(5.000) = p = 0,8
Gisi vi c X: U(7.000) = 0,9; U(3.000) = 0,5
ng cong hu ch i vi tin ca c X
Cch tnhhu ch
53
6. RQ theo l thuyt hu ch
-
7/25/2019 Chuong2-Ra Quyt nh Trong Qun L
54/56
6. RQtheo l thuyt hu ch
Cch tnhhu ch
54
Cc dng ng cong hu ch
UU
Ngi RQtrnh ri ro Ngi RQthch ri ro Ngi RQkhng csthin lch vri ro
U
$ $ $
6. RQtheo l thuyt hu ch
-
7/25/2019 Chuong2-Ra Quyt nh Trong Qun L
55/56
Q y
VD: ng Bang xem xt c nnu tvo mt dn hay khng. Nu d
n thnh cng ng B thu
c 10.000 tri li m
t 10.000. Theo ng B d
n c 45% cmay thnh cng. Ngoi ra, nghu ch ca ng B c
dng sau:
nh gi PA bnghu ch
55
6. RQtheo l thuyt hu ch
-
7/25/2019 Chuong2-Ra Quyt nh Trong Qun L
56/56
Q y
nh gi PA bnghu ch
Nu dng EU:EU(tham gia) = 0,45*0,3 + 0,55* 0,05 = 0,1625EU(khng tham gia) = 0,15Kt lun: ng B tham gia u tvo dn.
Nu dng EMV:EMV(tham gia) = 0,45*10.000 + 0,55*(-10.000) = -1.000EMV(khng tham gia) = 0Kt lun: ng B khng tham gia vo dn. 56