Chuong 2 RA QUYT NH TRONG QUN L

NI DUNG CA CHNG 1. GiI THIU RA QUYT NH (RQ) TRONG QUN L 2. CC LOI RQ TRONG QUN L 3. QU TRNH RQ 4. RQ TRONG iU KiN RI RO 5. RQ TRONG iU KiN KHNG CHC CHN

1. GiI THIU RQ TRONG QUN L

* nh ngha: RQ l 1 qu trnh chn la c thc gia 2 hoc nhiu phng n chn ra 1 phng n, phng n ny s to ra c 1 kt qu mong mun trong cc iu kin rng buc bit. * Cc quyt nh lin quan n 4 chc nng qun l: - Hoch nh - T chc - Ch o - Kim tra

* Cc gi thuyt v RQ hp l: - C mc tiu c th - Xc nh y cc phng n c th c - C tiu chun v s a thch ca ngi RQ r rng, c xc nh trng s v khng i - Khng c s hn ch v thi gian v chi ph m bo y thng tin - S la chn cui cng l ti u mc tiu mong mun

2. CC LOI RQ TRONG QUN L

RQ theo cu trc ca vn

RQ theo tnh cht ca vn

3. QU TRNH RQ
XC NH VN CN GiI QUYT LiT K CC PHNG N C TH C NHN RA CC TNH HUNG HAY TRNG THI C LNG LI CH & CHI PH CHO MI PHNG N V TRNG THI

LA CHN 1 M HNH TON TRONG PP NH LNG GiI

P DNG M HNH TM LI GiI V RQ

BI TON RQ
Bn An, SV Bch Khoa sp tt nghip. Bn c nh lp nh my sn xut nc p tri cy. Qu trnh RQ ca bn din ra qua cc bc sau: B1: Bn An nu vn l c nn SX nc p tri cy khng? B2: Sau qu trnh nghin cu, An c 3 phng n (PA) SX: - PA 1: Lp nh my qui m ln - PA 2: Lp nh my qui m nh - PA 3: Khng lm g B3: An nghin cu, thy c 2 tnh hung th trng: - Th trng tt - Th trng xu

 B4: D bo li nhun i vi tng phng n mi trng thi nh sau: Trng thi Th trng tt Phng n PA 1 PA 2 PA 3 500.000 300.000 0 Th trng xu -200.000 -80.000 0

B5 & B6: Chn m hnh ton trong phng php nh lng gii bi ton

4. RQ TRONG iU KiN RI RO
a. Phng php lp bng RQ: * M hnh Max EMV(i) (Expected Moneytary Value):
n m EMV (i) = P(Sj)*Pij i=1 j=1

EMV(i): Gi tr k vng tnh bng tin ca PA i P(Sj): Xc sut trng thi j xut hin Pij: Li nhun ca phng n i ng vi trng thi j i=1 n n, j=1 n m

Gip bn An tm EMV cho cc PA

Trng thi j
Phng n i

Th trng Th trng tt xu (j=1) (j=2)

EMV (i)

PA 1 (i=1) PA 2 (i=2) PA 3 (i=3) Xc sut ca cc trng thi P(Sj)

500.000 300.000 0 0,5

-200.000 -80.000 0 0,5

 EVPI (Expected Value of Perfect Information): L gi tr k vng ca thng tin hon ho EVWPI (Expected Value With Perfect Information): Gi tr k vng vi thng tin hon hon ho

EVWPI = P(Sj)*MaxPij j=1

EVPI = EVWPI Max EMV(i)

S gia tng gi tr c c khi mua thng tin

Gip bn An tm EVPI
Trng thi j

Phng n i

Th trng Th trng tt xu (j=1) (j=2)

PA 1 (i=1) PA 2 (i=2) PA 3 (i=3) Xc sut ca cc trng thi P(Sj) EVWPI(j)

500.000 300.000 0 0,5 250.000

-200.000 -80.000 0 0,5 0

EVPI = 250.000-150.000 = 100.000

* M hnh Min EOL(i): Cc tiu thit hi c hi k vng

n

OLij = Max Pij Pij

i=1 m m EOL (i) = P(Sj)*OLij j=1

Thit hi c hi ca PA i ng vi trng thi j

Thit hi c hi k vng ca PA i

EVPI = Min EOL (i)

Gip bn An tm OLij v EOL(i)

Trng thi j
Phng n i Th trng Th trng tt xu (j=1) (j=2)

EOL (i)

PA 1 (i=1) PA 2 (i=2) PA 3 (i=3) Xc sut ca cc trng thi P(Sj) EVPI =100.000

0 200.000 500.000 0,5

200.000 80.000 0 0,5

4. RQ TRONG iU KiN RI RO (tt)

b. Cy quyt nh: Cc qui c: Nt quyt nh: T xut pht ra cc Q hay phng n Nt trng thi: T xut pht ra cc trng thi Quyt nh c v bi on ni t 1 nt Q n 1 nt trng thi Trng thi c v bi on ni t 1 nt trng thi n 1 nt Q hoc l 1 ng t 1 nt trng thi Mi trng thi c th c ng vi mt Q th c v tip sau Q , bt u t nt trng thi

TT tt 1

TT xu TT tt

NM nh

TT xu

TT tt 3

TT xu

CC BC CA ViC PHN TCH BI TON CY Q

XC NH VN CN GiI QUYT V CY QUYT NH GN XC SUT CHO CC TRNG THI C LNG LI CH & CHI PH CHO MI PHNG N V TRNG THI GiI BI TON BNG PP Max EMV(i)

VD: Cy Q
TT tt 150.000 1 TT xu TT tt 500.000

-200.000

NM nh

110.000 2

300.000

TT xu
-80.000

TT tt 0 3 0 TT xu 0

5. RQ TRONG iU KiN KHNG CHC CHN

M hnh Maximax: Tm gi tr ln nht trong bng Q (lc quan) Max (Max Pij)
i j

M hnh Maximin: Tm gi tr min trong hng i, sau ly max nhng gi tr min va tm c (bi quan). Max (Min Pij)
i j

 M hnh ng u ngu nhin

m

Pij Max
j=1

S trng thi