决策建模培训教材

,单击此处编辑母版标题样式,单击此处编辑母版文本样式,第二级,第三级,第四级,第五级,*,G2 决策建模,詹文杰（教授/博导）,Office:华中科技大学管理学院611室,Tel:027-87556472,Email:,2 决策建模,2.1 模型的定义,2.2 决策建模工具,2.3 应用举例,2.1 模型的定义,模型是客观世界的一个表征和体现，同时又是客观事物的抽象和概括。,一般具有以下特点：,（1）模型比现实世界更容易操作，尤其一些参数值的改变在模型中操作比实际问题中操作更容易。,（2）有些实际问题很难甚至根本不可能做实验，通过建立模型可以克服这种困难，而且模型比现实容易理解一些。,（3）有些变量在现实中需要很长时间才能观察出它的变化情况，但用模型研究则很快看出变化规律，从而能最迅速抓住本质特征。,（4）用模型研究变量之间的关系可以节约时间，降低费用。,（5）可以通过模型进行灵敏度分析，以便看出哪些因素对系统影响最大。,例1：概念模型,波特五力模型,模型是对事物一种简化的表达形式，管理学中的模型尤其是,概念模型,是理论的一种特殊表达形式。,5,例2：计量模型,自变量,(X),认定的原因,因变量,(Y),结果,中介变量,(Med),过程,调节变量,(Mod),边界条件,控制变量,其他的原因,X,Y,中介变量,调节变量,控制变量,经济订货批量(Economic Order Quantity,简称EOQ)，就是按照,库存总费用最小,的原则确定出的订货批量,这种确定订货批量的方法就称为经济订货批量法。,在年总需要量一定的情况下，订货批量越小，平均库存量越低，但发生的订货次数越多。,例3：优化模型,经济订货批量(Economic Order Quantity),例3：优化模型,经济订货批量(Economic Order Quantity),LT,Q,(1/2)Q,订货点,ROP,最高库存量,时间,订货提前期,例3：优化模型,经济订货批量(Economic Order Quantity),库存费用分析,设：,C-单位产品成本（价格），元/件,D-年需求量；,Q-每次订货批量；,C,H,-单位产品年存储费用（元/件年），,C,H,=Ch,式中h为资金费用率或保管费用率（元/件年）,C,O,-每次订货费用（元/件年），,总费用(Total cost),年存储费用年订货费用购货费用,例3：优化模型,经济订货批量(Economic Order Quantity),C,存储,=(Q/2)C,H,C,订货,=(D/Q)C,O,C,订货,+C,存储,费用,订货量,EOQ,0,例3：优化模型,经济订货批量(Economic Order Quantity),例3：优化模型,经济订货批量(Economic Order Quantity),经济订货批量的最优解：,2.2 决策建模工具,1)影响图(influence diagram),2)决策树(decision tree),3)决策表(decision table),Decision Problem,Alternatives,States of Nature,Outcomes,决策建模的特点:,行动不唯一；,自然状态的不确定性；,后果不确定。,A3:出国留学,?,A2:读博,A1:找工作,Decision Problem,Alternatives,States of Nature,Outcomes,1)影响图(influence diagram),影响图(influence diagram)是模型的图形表示，它用于支持模型设计、开发和理解。,影响图为模型构造者或开发小组提供可视的交流方式，它也可作为一种表达DSS模型关系的框架，因此可帮助构模者集中注意模型的主要方面。,影响的含义是指某变量与其它变量的依赖程度,，它包括了决策的三个组成部分（见下图），并用箭头连接起来建立它们之间的关系。,决策变量,不确定性,结果变量,影响图的组成,影响图例子:利润模型的影响图,广告数量,单价,固定,费用,单位,成本,销售,数量,支出,收入,利润,用来连接节点（node）（决策模型的组成部分）的,实线箭头,总是指向不确定性和目标。,影响确定,影响不确定,影响图及构造它们的各种图形和线条的含义1：,A,B,图一：决策A关系到事件B发生的概率,A,B,图二：事件A关系到事件B发生的概率,影响图及构造它们的各种图形和线条的含义2：,用来连接节点的,虚线箭头,只用来指向决策，表示作出决策是基于来自前面节点的结果的知识。,影响图及构造它们的各种图形和线条的含义3：,A,图三：决策A在决策B之前已经制定,A,图四：制定决策B之前事件A的结构已知,B,B,1)影响图(influence diagram),影响图的特征是当构造正确时，它,没有回路,；不管从图的哪一点出发，没有道路使人回到出发点。道路的箭头是单向的，一旦某个结点落在后面，将没有道路返回它那里。,这个构造规则用于遵循决策制定和问题解决的实际情况。一旦做出了决策，决策就定下来了，我们没法在后来去“不做”这个决策。,案例：影响图,例：某公司为生产某种产品设计了两个基本方案，一是建小厂，一是建大厂，小厂投资160万，大厂投资300万元。两个方案年度利润如下:,状态,概率,建小厂,建大厂,销路好,0.7,40万,100万,销路差,0.3,10万,-20万,小厂？,大厂？,企业收益,销路,好坏,2)决策树(decision tree),决策树(decision tree),：每个决策或事件（即自然状态）都可能引出两个或多个事件，导致不同的结果，把这种决策分支画成图形很像一棵树的枝干，故称决策树。,1,2,State 1,State 2,State 1,State 2,Alternative 1,Alternative 2,Decision Node,Outcome 1,Outcome 2,Outcome 3,Outcome 4,State of Nature Node,2)决策树(decision tree),Example:a decision problem,The Hewlett-Packard(HP)company specializes in assembling and selling PC systems for use by family doctor practices throughout the U.S.A.The company is developing a new PC-based system.At present the company is trying to decide on the manufacturing and assembly process to be used.One aspect of this relates to the keyboard that will be used in the system,which will have specially labeled function keys.,The company has decided that it faces three alternatives:,It can manufacture/assemble the keyboard itself.,It can buy the keyboards from a domestic manufacturer.,It can buy the keyboards from a manufacturer in the Far East.,Alternatives,The problem is that each of these options has different costs and benefits associated with it.,To,manufacture/assemble the keyboard itself,the company would require major investment in new production equipment as well as extensive training of the work force.It is felt that such an investment is only likely to be cost-effective if sales of the new product are particularly good.,Buying the keyboard from a domestic supplier,will involve the company in less up-front expense and will be safer if large sales do not materialize in the future.,Buying from an overseas supplier,offers better quality but with the risk of disruptions in supply if there are problems in the delivery system.,States of Nature,Uncertainty in the decision problem,There is uncertainty as to which decision to take because there is uncertainty over future sale.,To help simplify the situation,the company is planning for one three possible sales levels in the future:,Low,Medium,High,Under control vs.out off control,What is under control and what is outside of control,The company is faced with a range of alternative decisions over which it has,control,(i.e.it can choose among them),And it also faces an uncertain future in terms of sales.This future position is generally referred to as the possible states of nature:future sale levels,are,outside the direct control,of the company but they do include all the possibilities and only one of them can actually occur.,Decision Tree I,HP,Low,M,BD,BA,Medium,High,Low,Medium,High,Low,Medium,High,Fig.2-1 Decision tree I,The decision tree starts from the left-hand side and gradually moves across to the right.,A box is used to indicate that at this point we must take a decision(the box is technically known as a,decision node,),The three alternatives,branch,out from this node:,to manufac