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1. For the question #4 in Homework #1, we developed the following decision table

ID: 3043460 • Letter: 1

Question

1. For the question #4 in Homework #1, we developed the following decision table for Ken who is the owner of OilCo. Answer the following questions based on this problem. States of Nature Alternatives Favorable Unfavorable Sub100 290,000 -150,000 Oiler J 340,000 -190,000 Texan 90,000 -10,000 a) Which equipment should be selected based on the minimax regret criterion? The probabilities for the market have been determined to be 40% for favorable market and 60% for unfavorable market. b) Which equipment should be selected to maximize the expected profit of the operation? c) What is the expected value of perfect information in this situation? d) Which equipment would minimize the expected opportunity loss?

Explanation / Answer

Payoff matrix is,

a)

The regret table is,

Regret = Best Payoff for each state of nature - Payoff received

Maximum regret for Sub100 = 140,000

Maximum regret for Oiler = 180,000

Maximum regret for Texan = 250,000

Minimum of these three is for Sub100.

So, Sub100 should be selected based on the minimax regret criterion.

b)

Expected profit for Sub100 = 0.4 * 290,000 + 0.6 * -150,000 = 26,000

Expected profit for Oiler = 0.4 * 340,000 + 0.6 * -190,000 = 22,000

Expected profit for Texan = 0.4 * 90,000 + 0.6 * -10,000 = 30,000

Maximum expected profit is for Texan.

So, Texan should be selected to maximize the expected profit of the operation.

(c)

Expected value of perfect information, EVPI = EVwPI - EVwoPI

where EVwPI is Expected value with perfect information

and EVwoPI is Expected value without perfect information

EVwoPI is the maximum expected profit. So, EVwoPI = 30,000

EVwPI is sum of product of probabilities of each state of nature with the maximum payoff.

EVwPI = 0.4 * 340,000 + 0.6 * -10,000 = 130,000

EVPI = EVwPI - EVwoPI = 130,000 - 30,000 = 100,000

So, the expected value of perfect information in this situation is 100,000

d)

Expected opportunity loss is sum of probabilities with regrets for each state of nature

Expected opportunity loss for Sub100 = 0.4 * 50,000 + 0.6 * 140,000 = 104,000

Expected opportunity loss for Oiler = 0.4 * 0 + 0.6 * 180,000 = 108,000

Expected opportunity loss for Texan = 0.4 * 250,000 + 0.6 * 0 = 100,000

Minimum expected opportunity loss is for Texan.

So, Texan would minimize the expected opportunity loss.

Alternative States of Nature Favorable Unfavorable Sub100 290,000 -150,000 Oiler 340,000 -190,000 Texan 90,000 -10,000