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TON KINH T
N I DUNG MN H C Chng 1: Gi tr ti n t theo th i gian Chng 2: Chu i dng ti n & Ch tiu nh gi Chng 3: Cc ki n th c m u v phng php t i u Chng 4: Quy ho ch tuy n tnh (QHTT) Chng 5: Cc d ng c bi t pp. QHTT Chng 6: Bi ton v n t i. Chng 7: S m ng (CPM & PERT).
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TON KINH T
TI LI U THAM KH O 1. Ton kinh t . PGS. TS Nguy n Qu ng & TS. Nguy n Th ng Thi. 2. Cc phng php ton kinh t . PGS. TS. Nguy n H i Thanh. 1. Download ti li u gi ng t i:
http:// www4.hcmut.edu.vn/~nguyenthong Th m c: Bi gi ng
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S M NG G m c 2 phng php - Phng php ng gng CPM (Critical Path Method) Phng php ny s d ng m hnh t t nh, th i gian hon thnh m i h ng m c cng vi c c b n l h ng s .
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- Phng php PERT (Project Evaluation and Review Techniques) Phng php ny s d ng m hnh xc su t theo th i gian hon thnh cng vi c c cho d i d ng hm phn ph i xc su t (phn ph i bta).
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Hm m t xc su t bta
Xc su t x y ra a l 1% Xc su t x y ra b l 1%
Thu n l i a
PGS. TS. Nguy n Th ng
Bnh th ng m
Cng tc A(t)
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Thi t l p m t s m ng c 2 phng php : Phng php 1 : Thi t l p theo s trong m t cng tc c b n bi u th b ng 1 vect (trong m t s ti li u ng i ta g i y l phng php AOA - Activity On Arrow). j
B(10) i
PGS. TS. Nguy n Th ng
Phng php 2 : Thi t l p theo s trong m t cng tc c b n bi u th b ng 1 nt (trong m t s ti li u ng i ta g i y l phng php AON Activity On Node).
A (5) B (10)
A (5)
k
9 10
V nguyn t c ta c th chuy n i t s m ng d ng AON thnh d ng AOA v ng c l i. Xem cc v d sau : Xt cc cng tc a, b, c,.., f v k hi u cc s ki n 1, 2,, 6.
a Start b
Start
4 Ao
a b
3 Ao 4 e
2
11
A-O-N
PGS. TS. Nguy n Th ng
A-O-A
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V d : L p s m ng c a cng tc sau:
Cng tc A B C D E Cng tc i tr c Khng c Khng c A C B, C
Nn
13 14
Ket qua:
A 1 2 C
Cong tac ao
B 4
L i gi i
A
B t u
1 C
17
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CC THNG S C A S M NG Th i i m s m nh t cng tc b t u ES ES (Earliest Start) l th i i m s m nh t cng tc c th b t u. Th i i m s m nh t cng tc k t thc EF EF (Earliest Final) l th i i m s m nh t cng tc c th k t thc.
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Th i i m mu n nh t cng tc b t u LS LS (Latest Start) l th i i m mu n nh t m cng tc ph i b t u. Th i i m mu n nh t cng tc k t thc LF LF (Latest Final) l th i i m mu n nh t m cng tc ph i k t thc.
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M HNH CPM PHNG PHP XC NH NG GNG nh ngha: ng gng l t p h p cc cng vi c c b n (thnh chu i lin t c) t kh i u n k t thc d n v i tnh ch t l b t k m t s ko di th i gian hon thnh c a b t k cng vi c c b n no trn ng gng cng ko theo s ko di th i gian hon thnh d n.
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c s li u xc nh ng gng cho s m ng th c hi n 2 b c: B c 1: Gi i bi ton xui dng v i kh i hnh s m. B c 2: Gi i bi ton ng c dng v i k t thc tr . T cc k t qu trong B c 1 & 2 s xc nh ng gng.
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B c 1 : Gi i xui dng v i kh i hnh s m ESi : th i i m kh i hnh cng vi c i s m nh t. EFi : th i i m k t thc cng vi c i s m nh t. G i cng vi c i c th i gian hon thnh l t. Ta c quan h sau: EFi = ESi + t T i b t k m t nt s ki n i no ta c tnh ch t : ESi =Max(EFi) 25
PGS. TS. Nguy n Th ng
2 (ES) B t=2 Earliest Start t=5 7 3 Time (ES) Earliest Final XUI DNG Time (EF) KHI HANH SM
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A t=2
2 5
KH I HNH S M
ES=4
t=4 C 9 m Earliest Start Earliest Final Time (ES) Time (EF) XUI DNG
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B (t=3)
ES=8
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KHI HANH SM
PGS. TS. Nguy n Th ng
GHI CH Khi gi i xui dng c n ch cc i m nt c s h i t c a t nh t 2 cng vi c (v d nt 5, nt 6). T i s ki n 5, ES =8 v G ch c th b t u s m nh t khi c 2 cng vi c E v D u k t thc. Trong khi D k t thc thc s m nh t l EF=7 tu n v E k t thc s m nh t l EF=8 tu n, do G ch c th b t u s m nh t sau 8 tu n m thi.
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Tng t t i s ki n 6, cng vi c ch c th b t u s m nh t ES=13 tu n v k t thc s m nh t c a G l EF=13 tu n, m c d k t thc s m nh t c a F l EF=7 tu n. Theo k t qu bi ton xui dng ta c th i gian c n thi t hon thnh d n l 15 tu n.
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B c 2: Gi i ng c dng v i k t thc tr LSi : th i i m kh i hnh cng vi c i tr nh t. LFi : th i i m k t thc cng vi c i tr nh t. G i cng vi c i c th i gian hon thnh l t. Ta c quan h sau: LSi = LFi - t T i b t k m t nt s ki n i no ta c tnh ch t : LFi =Min(LSi)
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LF=6 [Min(6,8)] A C
Ng c dng 2 LS=6 B 3
LS=0 A(t=2)
K T THC TR
LS=10 F (t=3) LF=13 H (t=2) 6 LS=13 LF=13 G (t=5) LS=8 End LF=15
LS=8
Start
LF=4
Ghi ch: Khi gi i ng c dng c n ch cc i m nt c s xu t pht c a t nh t 2 cng vi c (v d nt 4). T i s ki n 4, th i gian tr nh t ph i c l LF=4 v th i gian kh i hnh tr nh t t i nt 4 ph i l min(LS=4, LS=10).
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XC NH NG GNG
LF LS Cng tc A EF
LS = ES
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Cng vi c A B C D E F G H
ES 0 0 2 3 4 4 8 13
LS 0 1 2 4 4 10 8 13
A (t=2) Start
E (t=4)
End
B (t=3) D (t=4) 3 5
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G (t=5)
Th i gian t i thi u hon thnh d n L th i i m s m nh t s ki n cu i cng c a d n x y ra va k t thc. Th i gian t i thi u hon thnh v d trn l 15 tu n. d n ng gng A-C-E-G-H
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PHN TCH K T QU CPM Qua vi c tnh ton thng s s m ng ta c th xc nh c: Th i gian t i thi u hon thnh d n. Th i gian d tr c a cc cng tc. ng gng v cc cng tc gng.
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NGHA C A NG GNG M i s m ng c t nh t m t ng gng. T ng th i gian c a t t c cc cng tc n m trn ng gng chnh l th i gian CAN THIET t i thi u hon thnh d n.
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N u 1 cng tc trn ng gng b tr th th i gian c n thi t hon thnh ton b d n s b tr theo. Do v y mu n rt ng n th i gian hon thnh d n th nh qu n l ph i t p trung cc gi i php lm gi m th i gian cc cng tc trn ng gng.
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i v i cc cng tc khng gng ta c th x d ch th i gian th c hi n nhng v i i u ki n khng c v t qu th i gian d tr tng ng. V i v du trn ta c: Cng tc B c 1 tu n d tr. Cng tc F c 6 tu n d tr.
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MOT DANG TRNH BAY KHAC KHI GIAI XUOI & NGC DONG NG GANG
EF LF A 1 ES LS
PGS. TS. Nguy n Th ng
ES LS 2 B C ES LS
EF LF 3 4
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D (t=7)
End
1
B (t=7) 3 E (t=11) 5 G (t=5)
C=6
G=7
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V i phng php CPM th i gian hon thnh 1 cng tc c b n l H NG S . Phng php PERT th i gian hon thnh 1 cng tc c b n c nh ngha b i 3 gia tr tng ng v i: - i u ki n lm vi c B T L I - i u ki n lm vi c BNH TH NG - i u ki n lm vi c THU N L I
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CC NH NGHA C B N Th i gian hon thnh 1 cng tc c b n trong pp. PERT c m t bng m t quy lu t xc su t bta v i 3 tham s : a, b, m: Th i gian l c quan a: (Optimistic time): l l2 th i gian hon thnh cng tc ny trong /k thu n l i.
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Th i gian bi quan b: (Pessimistic time): l th i gian hon thnh cng tc trong i u ki n x u nh t (th i gian di nh t). Th i gian bnh th ng m: l th i gian hon thnh cng tc trong i u ki n bnh th ng.
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NH N XT S khc bi t c b n gi a phng php CPM & phng php PERT: ti (th i gian hon thnh cc cng tc c b n th i) trong CPM l t t nh. ti dng trong PERT l theo quy lu t xc su t ().
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Phn ph i xc su t bta
Xc su t x y ra a l 1% Xc su t x y ra b l 1%
Thu n l i a
PGS. TS. Nguy n Th ng
Bnh th ng m
G i T l th i gian hon thnh d n. V ti l bi n xc su t T l bi n xc su t. PERT gi thi t T tun theo phn ph i chu n N(T0,T) v i T0 th i gian hon thnh d n tnh t CPM &
te =
=
2 T
[ ]
2 e i
a + 4m + b e = 6
(b a )2
6
cng tc trn
ng gng t
CPM
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B c 2: Dng te v p d ng phng php CPM xc nh NG GNG Th i gian hon thnh d n T0 theo p/p CPM. 54
PGS. TS. Nguy n Th ng
HAI D NG BI TON C A PERT Lo i 1: n nh tr c th i gian hon thnh d n, TNH XC SU T tng ng Lo i 2: Cho xc su t hon thnh tr c, TNH TH I GIAN c n thi t.
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B c 3:
Bi ton lo i 1: Cho Tx , tnh xc su t p:
p = Pr(T Tx ) = Pr( = Pr( t a o ) T T0 T Tx T0 ) T
with t =
T T0 T
& a0 =
Tx T0 T
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ti =
Ti T0 T
C p
tra b ng N(0,1)
a0
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V du: Xet mot d an xay dng gom cac cong viec c ban A, B,.H. Cac thi gian hoan thanh cac cong tac c ban trong cac ieu kien thi cong khac nhau nh trong b ng sau:
Tx = a 0 T + T0
PGS. TS. Nguy n Th ng
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/k b t l i (b) 3 4 3 6 7 9 11 3
a + 4m + b 6
b a 6
Start
End
B (t=3) D (t=4) 3
PGS. TS. Nguy n Th ng
G (t=5) 5
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a. Xc nh ng gng v th i gian hon thnh d n v i phng php CPM. b. Xc nh xc su t d n han thnh trong 16 tu n. c. Xc nh th i gian han thnh d n v i xc su t 90%.
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GI I: a. Dng phng php gi i xui v i kh i hnh s m v l i gi i ng c dng v i k t thc tr trong l thuy t c a phng php CPM Xc nh ng gng v th i gian hon thnh d n v i cc gi tr th i gian k v ng hon thnh cc cng vi c c b n nh trn. PGS. TS. Nguy n Th ng
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Th i gian hon thnh d n: 15 tu n (t CPM). ng gng: A-C-E-G-H (t CPM). b. Xc nh xc su t p% d n han thnh trong 16 tu n. Gi tr phng sai trn ng gng: V = 4/36 + 4/36 + 36/36 + 64/36 + 4/36 = 112/36 =3.11 l ch chu n:
PGS. TS. Nguy n Th ng
Thi gian hoan thanh cong viec T tuan theo Phan phoi chuan : N(T0=15, T=1.76) Theo l thuy t c a phng php PERT, th i gian hon thnh d n s tun theo phn ph i chu n c : Gi tr trung bnh l T0=15 tu n l ch chu n T=1.76 tu n.
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Th i gian han thnh d n gi thi t tun theo phn ph i chu n. Xc su t hon thnh d n trong 16 tu n c m t nh th sau:
Tu n
S=15
16
t tun theo phn ph i chu n N(0,1) , dng b ng tra phn ph i 70 chu n N(0,1): p16 =71,56%. (xem b ng tra N(0,1) cu i)
PGS. TS. Nguy n Th ng
p
Phn ph i chu n N (T0=15,T=1.76)
T0=15
Tx=?
T (tu n)
Tx = a 0 T + T0 = 17.25 weeks
PGS. TS. Nguy n Th ng
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K t k lu n: xc su t hon thnh d n p=0.9, ta c n th i gian l 17.25 tu n. Ghi ch: Th i gian gon thnh v i xc su t p=50% l T0=15 tu n.
Bai tap (PERT). Gia thiet rang phng sai cua tat ca cong tac c ban trong bai tap trc la V=6. a. Xac nh xac suat e hoan thanh d an toi a trong 2 t/hp: 14 tuan & 17 tuan. b. Tnh thi gian t nhat can co e d an c hoan thanh vi xac suat la 95%. p
T(tuan)
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15 tuan
17
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H ng d n
p14 = Pr(T 14) = Pr( = Pr( t = 0.34
T T0 14 T0 ) T T
Bi t p PERT
M t d n c th i gian c tnh hon thnh cc cng tc c b n va s m ng c trnh by sau. a. Dng p/p CPM xc nh ng gng & th i gian hon thnh d n. b. Tm xc su t hon thnh d n t i a l 40 tu n. c. Tnh th i gian t i thi u xc su t hon thnh d n p=95%.
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V=(b-a)2/36
(m)
(b)
A B C D E F G H I J
4 3 2 1 2 5 8 5 6 4
5 4 4 2 4 6 10 7 8 5
12 11 6 9 12 13 24 15 16 12
bnh 6 5 4 3 5 7 12 8 9 6
1,78 1,78 0,44 1,78 2,78 1,78 7,11 2,78 2,78 78 1,78
HD: T
S
A
LI U C B N
2 D 4
S
G
M NG SAU
Start
C B 3
J H 6
End
I 5
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ES=6
E (5)
ES=32
TIEP TUC GIAI NGC DONG VI KET THUC TRE (LF) ng gang A-C-E-H-I-J ?
EF=17 Ghi ch: Ti nt 4 c : - cng tc D kt thc sm nht ch sau 9 tun. - cng tc E kt thc sm nht ch sau 15 tun. Do , khi h nh sm nht (ES) ca cng tc G v cng tc H ch c th bt u sau 15 tun. 81
PGS. TS. Nguy n Th ng PGS. TS. Nguy n Th ng
82
Hm m t xc su t Di n tch==Pr(X>t)
0
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x
SAU)
84
(XEM B NG TRA
PGS. TS. Nguy n Th ng
6
721 594 485 392 314
250
197 154 119 91 69 52 39 29 21 15 11
t=0.57
= p= 2843/10000
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H T CHNG
9/19/2011
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