Introduction To Operations Research 9Th Edition Hillier Solutions Manual Full Chapter PDF
Introduction To Operations Research 9Th Edition Hillier Solutions Manual Full Chapter PDF
Introduction To Operations Research 9Th Edition Hillier Solutions Manual Full Chapter PDF
10.2-1.
(a) The nodes of the network can be divided into "layers" such that the nodes in the 8th
layer are accessible from the origin only through the nodes in the Ð8 "Ñst layer. These
layers define the stages of the problem, which can be labeled as 8 œ "ß #ß $ß %. The nodes
constitute the states.
Let W8 denote the set of the nodes in the 8th layer of the network, i.e., W" œ ÖS×, W# œ
ÖEß Fß G×, W$ œ ÖHß I× and W% œ ÖX ×. The decision variable B8 is the immediate
destination at stage 8. Then the problem can be formulated as follows:
08‡ Ð=Ñ œ ‡
min Ò-=B8 08" ÐB8 ÑÓ ´ min 08 Ð=ß B8 Ñ for = − W8 and 8 œ "ß #ß $
B8 −W8" B8 −W8"
0%‡ ÐX Ñ œ !
(b) The shortest path is S F H X .
10-1
(d) Shortest-Path Algorithm:
Solved nodes Closest 8th Distance to
directly connected connected total nearest 8th nearest Last
8 to unsolved nodes unsolved node distance node node connection
1 S F ' F ' SF
# S G ( G ( SG
F H ' ( œ "$
$ S E * E * SE
F H ' ( œ "$
G I ( ' œ "$
% E H * & œ "% H "$ FH
F H ' ( œ "$
G I ( ' œ "$ I GI
& H X "$ ' œ "* X "* HX
I X "$ ( œ #!
The shortest-path algorithm required ) additions and ' comparisons whereas dynamic
programming required ( additions and $ comparisons. Hence, the latter seems to be more
efficient for shortest-path problems with "layered" network graphs.
10.2-2.
(a)
10-2
(b) The regions are the stages and the number of salespeople remaining to be allocated at
stage 8 are possible states at stage 8, say =8 . Let B8 be the number of salespeople
assigned to region 8 and -8 ÐB8 Ñ be the increase in sales in region 8 if B8 salespeople are
assigned to it. Number of stages: 3.
=$ 0$‡ Ð=$ Ñ B‡$ 0# Ð=# ß B# Ñ
" $# " =# " # $ % 0#‡ Ð=# Ñ B‡#
# %' # # &' &' 1
$ (! $ $ (! (* (* #
% )% % % *% *$ *& *& $
& "!) ""( "!* ""! ""( #
0" Ð=" ß B" Ñ
=" " # $ % 0"‡ Ð=" Ñ B‡"
' "&( "%* "&( "&& "&( "ß $
The optimal solutions are ÐB‡" œ ", B‡# œ #, B‡$ œ $Ñ and ÐB‡" œ $, B‡# œ #, B‡$ œ "Ñ.
10.2-3.
(a) The five stages of the problem correspond to the five columns of the network graph.
The states are the nodes of the graph. Given the activity times >34 , the problem can be
formulated as follows:
08‡ Ð=Ñ œ max Ò>=B8 08"
‡
ÐB8 ÑÓ
B8
0'‡ Ð*Ñ œ !
(b) The critical paths are " Ä # Ä % Ä ( Ä * and " Ä # Ä & Ä ( Ä *.
10-3
(c) Interactive Deterministic Dynamic Programming Algorithm: Number of stages: 4
10.2-4.
(a) FALSE. It uses a recursive relationship that enables solving for the optimal policy for
stage 8 given the optimal policy for stage Ð8"Ñ [Feature 7, Section 10.2, p.446].
(b) FALSE. Given the current state, an optimal policy for remaining stages is
independent of the policy decisions adopted in previous stages. Therefore, the optimal
immediate decision depends on only the current state and not on how you got there. This
is the Principle of Optimality for dynamic programming [Feature 5, Section 10.2, p.446].
(c) FALSE. The optimal decision at any stage depends on only the state at that stage and
not on the past. This is again the Principle of Optimality [Feature 5, Section 10.2, p.446].
10.3-1.
The Military Airlift Command (MAC) employed dynamic programming in scheduling its
aircraft, crew and mission support resources during Operation Desert Storm. The primary
goal was to deliver cargo and passengers on time in an environment with time and space
constraints. The missions are scheduled sequentially. The schedule of a mission imposes
resource constraints on the schedules of following missions. A balance among various
objectives is sought. In addition to maximizing timely deliveries, MAC aimed at reducing
late deliveries, total flying time of each mission, ground time and frequency of crew
changes. Maximizing on-time deliveries is included in the model as a lower bound on the
load of the mission. The problem for any given mission is then to determine a feasible
schedule that minimizes a weighted sum of the remaining objectives. The constraints are
the lower bound constraints, crew and ground-support availability constraints. Stages are
the airfields in the network and states are defined as airfield, departure time, and
remaining duty day. The solution of the problem is made more efficient by exploiting the
special structure of the objective function.
The software developed to solve the problems cost around $2 million while the airlift
operation cost over $3 billion. Hence, even a small improvement in efficiency meant a
considerable return on investment. A systematic approach to scheduling yielded better
10-4
coordination, improved efficiency, and error-proof schedules. It enabled MAC not only
to respond quickly to changes in the conditions, but also to be proactive by evaluating
different scenarios in short periods of time.
10.3-2.
Let B8 be the number of crates allocated to store 8, :8 ÐB8 Ñ be the expected profit from
allocating B8 to store 8 and =8 be the number of crates remaining to be allocated to stores
5 8. Then 08‡ Ð=8 Ñ œ max Ò:8 ÐB8 Ñ 08" ‡
Ð=8 B8 ÑÓ. Number of stages: 3
!ŸB8 Ÿ=8
10-5
10.3-3.
Let B8 be the number of study days allocated to course 8, :8 ÐB8 Ñ be the number of grade
points expected when B8 days are allocated to course 8 and =8 be the number of study
days remaining to be allocated to courses 5 8. Then
08‡ Ð=8 Ñ œ max ‡
Ò:8 ÐB8 Ñ 08" Ð=8 B8 ÑÓ.
"ŸB8 ŸminÐ=8 ß%Ñ
Number of stages: 4
=% 0%‡ Ð=% Ñ B‡%
" % "
# % #
$ & $
% ) %
0$ Ð=$ ß B$ Ñ
=$ " # $ % 0$‡ Ð=$ Ñ B‡$
# ) ) 1
$ ) "! "! #
% * "! "" "" $
& "# "" "" "$ "$ %
0# Ð=# ß B# Ñ
=# " # $ % 0#‡ Ð=# Ñ B‡#
$ "$ "$ 1
% "& "% "& "
& "' "' "' "' "ß #ß $
' ") "( ") "' ") "ß $
0" Ð=" ß B" Ñ
=" " # $ % 0"‡ Ð=" Ñ B‡"
( "* "* #" #" #" $ß %
Optimal Solution B‡" B‡# B‡$ B‡%
" $ " # "
# % " " "
10-6
10.3-4.
Let B8 be the number of commercials run in area 8, :8 ÐB8 Ñ be the number of votes won
when B8 commercials are run in area 8 and =8 be the number of commercials remaining
to be allocated to areas 5 8. Then
08‡ Ð=8 Ñ œ ‡
max Ò:8 ÐB8 Ñ 08" Ð=8 B8 ÑÓ.
!ŸB8 Ÿ=8
Number of stages: 4
10-7
10.3-5.
Let B8 be the number of workers allocated to precinct 8, :8 ÐB8 Ñ be the increase in the
number of votes if B8 workers are assigned to precinct 8 and =8 be the number of
workers remaining at stage 8. Then
08‡ Ð=8 Ñ œ ‡
max Ò:8 ÐB8 Ñ 08" Ð=8 B8 ÑÓ.
!ŸB8 Ÿ=8
Number of stages: 4
10-8
10.3-6.
Let &B8 be the number of jet engines produced in month 8 and =8 be the inventory at the
beginning of month 8. Then 08‡ Ð=8 Ñ is:
‡
min Ò-8 B8 .8 maxÐ=8 B8 <8 ß !Ñ 08" ÐmaxÐ=8 B8 <8 ß !ÑÑÓ
maxÐ<8 =8 ß!ÑŸB8 Ÿ78
10-9
10.3-7.
(a) Let B8 be the amount in million dollars spent in phase 8, =8 be the amount in million
dollars remaining, :" ÐB" Ñ be the initial share of the market attained in phase 1 when B" is
spent in phase 1, and :8 ÐB8 Ñ be the fraction of this market share retained in phase 8 if B8
is spent in phase 8, for 8 œ #ß $. Number of stages: 3
=$ 0$‡ Ð=$ Ñ B‡$
! !Þ$ !
" !Þ& "
# !Þ' #
$ !Þ( $
0# Ð=# ß B# Ñ
=# ! " # $ 0#‡ Ð=# Ñ B‡#
! !Þ!' !Þ!' !
" !Þ" !Þ"# !Þ"# "
# !Þ"# !Þ# !Þ"& !Þ# "
$ !Þ"% !Þ#% !Þ#& !Þ") !Þ#& #
0" Ð=" ß B" Ñ
=" " # $ % 0"‡ Ð=" Ñ B‡"
% & ' %Þ) $ ' #
The optimal solution is B‡" œ #, B‡# œ ", and B‡$ œ ". Hence, it is optimal to spend two
million dollars in phase 1 and one million dollar in each one the phases 2 and 3. This will
result in a final market share of 6%.
(b) Phase 3: = 0$‡ Ð=Ñ B‡$
!Ÿ=Ÿ% !Þ' !Þ!(= =
Phase 2: 0# Ð=ß B# Ñ œ Ð!Þ% !Þ"B# ÑÒ!Þ' !Þ!(Ð= B# ÑÓ
œ !Þ!(B## Ð!Þ!(= !Þ!$#ÑB# Ð!Þ#% !Þ!#)=Ñ
`0# Ð=ßB# Ñ = "'
`B# œ !Þ!"%B# !Þ!!(= !Þ!$# œ ! Ê B‡# œ # (
If = Ÿ #= "'( : B‡# œ = because 0# Ð=ß B# Ñ is strictly increasing on the interval Ò!ß #= "'
( Ó,
so on Ò!ß =Ó.
10-10
= "' = "'
If = # (: B‡# œ # ( because then the global maximizer is feasible.
We can summarize this result as:
B‡# Ð=Ñ œ minŠ #= ( ß = ‹.
"'
$# = "'
Now since ! Ÿ = Ÿ % Ÿ (, =Ÿ # (, so B‡# Ð=Ñ œ = and 0#‡ Ð=Ñ œ !Þ!'= !Þ#%.
Phase 1: 0" Ð%ß B" Ñ œ Ð"!B" B#" ÑÒ!Þ!'Ð% B" Ñ !Þ#%Ó
œ !Þ!'B$" "Þ!)B#" %Þ)B"
`0" Ð%ßB" Ñ
`B" œ !Þ")B#" #Þ"'B" %Þ) œ !
#Þ"'„È#Þ"'# %Ð!Þ")ÑÐ%Þ)Ñ
Ê B‡" œ #Ð!Þ")Ñ œ #Þ*%& or *Þ!&&.
The derivative of 0" Ð%ß B" Ñ is nonnegative for B" Ÿ #Þ*%& and B" *Þ!&& and
nonpositive otherwise, so 0" Ð%ß B" Ñ is nonincreasing on the interval Ò#Þ*%&ß *Þ!&&Ó, and
nondecreasing else. Thus, 0" Ð%ß B" Ñ attains its maximum over the interval Ò!ß %Ó at
B‡" œ #Þ*%& with 0"‡ Ð%Ñ œ 'Þ$!#. Accordingly, it is optimal to spend #Þ*%& million dollars
in Phase 1, "Þ!&& in Phase 2 and Phase 3. This returns a market share of 6.302%.
10.3-8.
Let B8 be the number of parallel units of component 8 that are installed, :8 ÐB8 Ñ be the
probability that the component will function if it contains B8 parallel units, -8 ÐB8 Ñ be the
cost of installing B8 units of component 8, =8 be the amount of money remaining in
hundreds of dollars. Then
08‡ Ð=8 Ñ œ max ‡
Ò:8 ÐB8 Ñ08" Ð=8 -8 ÐB8 ÑÑÓ
B8 œ!ßáßminÐ$ß!=8 Ñ
10-11
0$ Ð=$ ß B$ Ñ
=$ ! " # $ 0$‡ Ð=$ Ñ B‡$
! ! ! !
"ß # ! ! ! !ß "
$ ! !Þ$& ! !Þ$& "
% ! !Þ%* ! ! !Þ%* "
& ! !Þ'$ !Þ%! ! !Þ'$ "
' ! !Þ'$ !Þ&' !Þ%& !Þ'$ "
( ! !Þ'$ !Þ(# !Þ'$ !Þ(# #
) Ÿ =$ Ÿ "! ! !Þ'$ !Þ(# !Þ)" !Þ)" $
0# Ð=# ß B# Ñ œ P# ÐB# Ñ0$‡ Ð=# -# ÐB# ÑÑ
0# Ð=# ß B# Ñ
=# ! " # $ 0#‡ Ð=# Ñ B‡#
!ß " ! ! !
#ß $ ! ! ! !ß "
% ! ! ! ! !ß "ß #
& ! !Þ#"! ! ! !Þ#"! "
' ! !Þ#*% ! ! !Þ#*% "
( ! !Þ$() !Þ#%& ! !Þ$() "
) ! !Þ$() !Þ$%$ !Þ#)! !Þ$() "
* ! !Þ%$# !Þ%%" !Þ$*# !Þ%%" #
"! ! !Þ%)' !Þ%%" !Þ&!% !Þ&!% $
0" Ð=" ß B" Ñ œ P" ÐB" Ñ0#‡ Ð=" -" ÐB" ÑÑ
0" Ð=" ß B" Ñ
=" ! " # $ 0"‡ Ð=" Ñ B‡"
"! ! !Þ## !Þ##( !Þ$!# !Þ$!# $
The optimal solution is B‡" œ $, B‡# œ ", B‡$ œ " and B‡% œ $, yielding a system reliability
of 0.3024.
10.3-9.
The stages are 8 œ "ß # and the state is the amount of slack remaining in the constraint,
the goal is to find 0"‡ Ð%Ñ.
=# 0#‡ Ð=# Ñ B‡# 0" Ð=" ß B" Ñ
! ! ! =" ! " # $ % 0"‡ Ð=" Ñ B‡"
" ! ! % "# ' ) ! "' "# !
# % "
$ % "
% "# #
The optimal solution is B‡" œ ! and B‡# œ #.
10-12
10.3-10.
The stages are 8 œ "ß #ß $ and the state is the slack remaining in the constraint, the goal is
to find 0"‡ Ð#!Ñ.
=$ 0$‡ Ð=$ Ñ B‡$ 0# Ð=# ß B# Ñ
!% ! ! =# ! " # 0#‡ Ð=# Ñ B‡#
&* #! " !% ! ! !
"! "% %! # &' #! #! !
"& "* '! $ (* #! $! $! "
#! )! % "! "" %! $! %! !
"# "$ %! &! &! "
"% %! &! '! '! #
"& "' '! &! '! '! !ß #
"( ") '! (! '! (! "
"* '! (! )! )! #
#! )! (! )! )! !ß #
0" Ð=" ß B" Ñ
=" ! " # $ % & ' 0"‡ Ð=" Ñ B‡"
#! )! "!! ""' "") "#' "$! "#! "$! &
The optimal solution is B‡" œ &, B‡# œ !, B‡$ œ " with an objective value D ‡ œ "$!.
10.3-11.
Let =8 denote the slack remaining in the constraint.
0#‡ Ð=# Ñ œ max ˆ$'B# $B#$ ‰
Ú ! for ! Ÿ B #
!ŸB# Ÿ=#
*B## Û Ê B‡# œ œ
#
`0# Ð=ßB# Ñ =# for ! Ÿ =# #
Ü ! for B# #
`B# œ $' œ ! for B# œ #
# for # Ÿ =# Ÿ $
œ max Û
" " "
!ŸB" Ÿ"
Ü "ŸB
max Ò$'B" *B#" 'B"$ $'Ð$B" Ñ $Ð$B" Ñ$ Ó
Ú
" Ÿ$
Ý
Ý
Ý Ú
")ÐB#" B" #Ñ ! for ! Ÿ B" Ÿ " Ê B"max œ "
Ý ! for " Ÿ B" # È"$
Û È
Ý
Ý *ÐB#" %B" *ÑÛ œ ! for B" œ # È"$ Ÿ Ê B" œ # "$
`0" Ð$ßB" Ñ
œ
Ý Ý
`B" max
10-13
10.3-12.
08‡ Ð=8 Ñ œ min Ò"!!ÐB8 =8 Ñ# #!!!ÐB8 <8 Ñ 08"
‡
ÐB8 ÑÓ
<8 ŸB8 Ÿ#&&
8 œ %:
=% 0%‡ Ð=% Ñ B‡%
#!! Ÿ =% Ÿ #&& "!!Ð#&& =% Ñ# #&&
8 œ $: 0$ Ð=$ ß B$ Ñ œ "!!ÐB$ =$ Ñ# #!!!ÐB$ #!!Ñ "!!Ð#&& B$ Ñ#
` 0$ Ð=$ ßB$ Ñ
`B$ œ #!!ÐB$ =$ Ñ #!!! #!!Ð#&& B$ Ñ
=$ #%&
œ #!!Ò#B$ Ð=$ #%&ÑÓ œ ! Ê B$ œ #
0#‡ Ð=# Ñ œ "!!Š #=# ##& =# ‹ #!!!Š #=# ##& #%!‹ 0$‡ Š #=# ##& ‹
#
$ $ $
"!!
œ * ÒÐ##& =# Ñ# Ð#&& =# Ñ# Ð#)& =# Ñ# '!Ð$=# '"&ÑÓ.
#=# ##& ` 0# Ð=# ßB# Ñ
If ##! Ÿ =# Ÿ #%(Þ&, $ Ÿ #%! Ÿ B# , so `B# ! and hence B‡# œ #%! and
0#‡ Ð=# Ñ œ "!!Ð#%! =# Ñ# #!!!Ð#%! #%!Ñ 0$‡ Ð#%!Ñ œ "!!Ð#%! =# Ñ# "!"ß #&!.
=# 0#‡ Ð=# Ñ B‡#
##! Ÿ =# Ÿ #%(Þ& "!!Ð#%! =# Ñ# "!"ß #&! #%!
"!! # # # #=# ##&
#%(Þ& Ÿ =# Ÿ #&& * ÒÐ##& =# Ñ Ð#&& =# Ñ Ð#)& =# Ñ '!Ð$=# '"&ÑÓ $
8 œ ": 0" Ð#&&ß B" Ñ œ "!!ÐB" #&&Ñ# #!!!ÐB" ##!Ñ 0#‡ ÐB" Ñ
If ##! Ÿ B" Ÿ #%(Þ&:
` 0# Ð#&&ßB" Ñ
`B" œ #!!ÐB" %)&Ñ œ ! Ê B‡" œ #%#Þ&.
If #%(Þ& Ÿ B" Ÿ #&&:
` 0# Ð#&&ßB" Ñ )!!
`B" œ $ ÐB" #%!Ñ ! Ê B‡" œ #%(Þ&.
The optimal solution is B‡" œ #%#Þ& and
0"‡ Ð#&&Ñ œ "!!Ð#%#Þ& #&&Ñ# #!!!Ð#%#Þ& ##!Ñ 0#‡ Ð#%#Þ&Ñ œ "'#ß &!!.
10-14
=" 0"‡ Ð=" Ñ B‡"
#&& "'#ß &!! #%#Þ&
Summer Autumn Winter Spring
#%#Þ& #%! #%#Þ& #&&
10.3-13.
Let =8 be the amount of the resource remaining at beginning of stage 8.
8 œ $: max Ð%B$ B#$ Ñ
!ŸB$ Ÿ=$
`
`B$ Ð%B$ B#$ Ñ œ % #B$ œ ! Ê B‡$ œ #
`#
`B#$
Ð%B$ B#$ Ñ œ # ! Ê B‡$ œ # is a maximum.
0" Ð%ß #Ñ œ ).
If " Ÿ % #B" Ÿ %: max Ò#B#" #Ð% #B" Ñ "Ó œ Ð#B#" %B" *Ñ
!ŸB" Ÿ="
` #
`B" Ð#B" %B" *Ñ œ %B" % œ ! Ê B" œ "
10-15
`#
`B#"
Ð#B#" %B" *Ñ œ % ! Ê B" œ " is a minimum.
Corner points: " œ % #B" Ê B" œ $Î#, 0" Ð%ß $Î#Ñ œ (Þ&
% œ % #B" Ê B" œ !, 0" Ð%ß !Ñ œ * is maximum.
Hence, B‡" œ !, B‡# œ $, B‡$ œ " and 0"‡ Ð%Ñ œ *.
10.3-14.
8 œ #: min #B## Ê B‡# œ È=# and 0#‡ Ð=# Ñ œ #=# ,
B## =#
10-16
0#‡ Ð=# Ñ œ max Ö%B## 0$‡ Ð=# ÎB# Ñ× œ max Ö%B## "'=# ÎB# ×
"ŸB# Ÿ=# "ŸB# Ÿ=#
` 0# Ð=# ßB# Ñ ` # 0# Ð=# ßB# Ñ
`B# œ %B# "'=# ÎB## and `B##
œ % $#=# ÎB#$ !
`#
`B#"
šB$" %Š "'
B#
‹ "'› œ 'B" #!%ÎB"% ! when B" !
"
`#
`B#"
šB$" % "'Š B%" ‹› œ 'B" "#)ÎB"# ! when B" !
where =
# œ maxÖ=# ß !×.
` 0# Ð=# ßB# Ñ
`B# œ #B# Ð=# "Ñ œ ! Ê B# œ Ð" =# ÑÎ#
` # 0# Ð=# ßB# Ñ
`B##
œ # !, so 0# Ð=# ß B# Ñ is concave in B# .
# , 0# Ð=# ß =# Ñ œ œ
! if =# Ÿ !
B# œ =
=# if =# !
10-17
Ð" =# Ñ# Î# maxÖ!ß =# ×
B# œ Ð" =# ÑÎ# is feasible if and only if =
# Ÿ Ð" =# ÑÎ#, equivalently when =# ".
0#‡ Ð=# Ñ œ œ œ
! if =# Ÿ " ‡ =
# œ =# if =# Ÿ "
# and B# œ
Ð" =# Ñ Î% if =# " Ð" =# ÑÎ# if =# "
#„È%$
`B" š % B#" B" › œ
$
` B" $B#" % #
% #B" " œ ! Ê B" œ $Î# œ $ „ $
ŒV
V"
"!minÖV" Î#ß V# × minÖV" Î#ß V# ×
#
œœ
"!B" $! if ! Ÿ B" Ÿ #
)! "&B" if # Ÿ B" Ÿ )Î$
max 0" Ð'ß )ß B" Ñ œ maxœ max 0" Ð'ß )ß B" Ñß max 0" Ð'ß )ß B" Ñ œ &!
!ŸB" Ÿ)Î$ !ŸB" Ÿ# #ŸB" Ÿ)Î$
and B‡" œ #.
The optimal solution is ÐB‡" ß B‡# Ñ œ Ð#ß #Ñ and D ‡ œ &!.
10-18
10.3-18.
Let = œ ÐV" ß V# Ñ, where V3 is the slack in the 3th constraint.
0$ ÐV" ß V# ß B$ Ñ œ œ
! if B$ œ !
" B$ if B$ !
œœ
" ÐV" Î#Ñ if ! Ÿ V" Ÿ #
! if V" #
B‡$ œ œ "
V Î# if ! Ÿ V" Ÿ #
! if V" #
0# ÐV" ß V# ß B# Ñ œ (B# 0$‡ ÐV" $B# ß V# Ñ
œœ
(B# " ÐV" $B# ÑÎ# if ! Ÿ V" $B# Ÿ #
(B# if V" $B# #
0#‡ ÐV" ß V# Ñ œ max œ!ß max Ð" B$ Ñ œ maxÖ!ß " ÐV" Î#Ñ×
Ú
!ŸB# ŸminÖV" Î$ßV# × !ŸB$ ŸV" Î#
Ü # "
$
V"
if V# Ÿ V"$#
Ú
#
Ý V$" if V$" Ÿ V#
B‡# œ Û V#
Ý
if V"$# Ÿ V# Ÿ V"
Ü V#
$
if V# Ÿ V"$#
0"‡ Ð'ß &Ñ œ max Ò$B" 0#‡ Ð' B" ß & B" ÑÓ
!ŸB" Ÿ&
10.4-1.
Let =8 be the current fortune of the player, E be the event to have $100 at the end and \8
be the amount bet at the 8th match.
0$‡ Ð=$ Ñ œ max ÖPÖEl=$ ××
!ŸB$ Ÿ=$
10-19
&! Ÿ =$ "!!, 0$‡ Ð=$ Ñ œ œ
! if B‡$ Á "!! =$
"Î# if B‡$ œ "!! =$
10-20
Ú
Ý
Ý
Ý
Ý &Î)
$Î% if B" œ !
Ü !Þ*08"
‡ ‡
‡ ‡
Ð=8 Ñ !Þ"08" Ð=8 "!ß !!!Ñ if B8 œ F
=$ 0$‡ Ð=$ Ñ B‡$
! Ÿ =$ "!ß !!! =$ !
=$ "!ß !!! =$ &ß !!! E
0# Ð=# ß B# Ñ
=# ! E F 0#‡ Ð=# Ñ B‡#
! Ÿ =# "!ß !!! =# =# !
"!ß !!! Ÿ =# #!ß !!! =# &ß !!! =# )ß (&! =# 'ß !!! =# )ß (&! E
=# #!ß !!! =# &ß !!! =# "!ß !!! =# 'ß !!! =# "!ß !!! E
0" Ð=" ß B" Ñ
=" ! E F 0"‡ Ð=" Ñ B‡"
"!ß !!! ")ß (&! ##ß &!! "*ß )(& ##ß &!! F
The optimal policy is to invest in E as long as there is enough money. The expected
fortune after three years using this strategy is $##,&!!.
(b) Let B8 and =8 be defined as in (a). Let 08 Ð=8 ß B8 Ñ be the maximum probability of
having at least $#0,000 after 3 years given =8 and B8 .
10-21
0$ Ð=$ ß B$ Ñ
=$ ! E F 0$‡ Ð=$ Ñ B‡$
! Ÿ =$ "!ß !!! ! ! !
"!ß !!! Ÿ =$ #!ß !!! ! !Þ(& !Þ" !Þ(& E
#!ß !!! Ÿ =$ $!ß !!! " !Þ(& " " !ß F
=$ $!ß !!! " " " " !ß Eß F
0# Ð=# ß B# Ñ
=# ! E F 0#‡ Ð=# Ñ B‡#
! Ÿ =# "!ß !!! ! ! !
"!ß !!! Ÿ =# #!ß !!! !Þ(& !Þ(& !Þ((& !Þ((& F
=# #!ß !!! " !Þ(& " " !ß F
0" Ð=" ß B" Ñ
=" ! E F 0"‡ Ð=" Ñ B‡"
"!ß !!! !Þ((& !Þ(& !Þ(*(& !Þ(*(& F
With this objective, there is a number of optimal policies. The optimal action in the first
period is to invest in F . If the return from it is only $"!ß !!!, one is indifferent between
investing in F or not investing at all in the second year. Depending on the second year's
investment choice and its return, third year's starting budget can be either $"!ß !!!,
$#!ß !!! or $$!ß !!!. If it is $"!ß !!!, then it is best to invest it in E. If it is $#!ß !!!,
investing in F or not investing are best. Finally if it is $$!ß !!!, anything is optimal,
since $#!ß !!! is guaranteed. Using this policy, the probability of having at least $#!ß !!!
by the end of the third year is !Þ(*(&.
10.4-3.
08 Ð"ß B8 Ñ œ OÐB8 Ñ B8 Š "$ ‹ 08" Ð"Ñ ’" Š "$ ‹ “08"
B8 B8
‡ ‡
Ð!Ñ
since 08‡ Ð!Ñ œ ! for every 8. 0$‡ Ð"Ñ œ "', 0$‡ Ð!Ñ œ ! and OÐB8 Ñ œ ! if B8 œ !,
OÐB8 Ñ œ $ if B8 !.
0# Ð=# ß B# Ñ
=# ! " # $ % 0#‡ Ð=# Ñ B‡#
! ! ! !
" "' *Þ$$ 'Þ() 'Þ&* (Þ#! 'Þ&* $
0" Ð=" ß B" Ñ
=" ! " # $ % 0"‡ Ð=" Ñ B"‡
" 'Þ&* 'Þ#! &Þ($ 'Þ#% (Þ!) &Þ($ #
The optimal policy is to produce two in the first run and to produce three in the second
run if none of the items produced in the first run is acceptable. The minimum expected
cost is $&(3.
10-22
10.4-4.
08‡ Ð=8 Ñ œ maxš "$ 08"
‡
Ð=8 B8 Ñ #$ 08"
‡
Ð=8 B8 Ñ›,
B8 !
with 0'‡ Ð=' Ñ œ ! for =' & and 0'‡ Ð=' Ñ œ " for =' &.
=& 0&‡ Ð=& Ñ B&‡
! ! !
" ! !
# ! !
$ #Î$ B‡& #
% #Î$ B‡& "
=& & " B‡& Ÿ =& &
0% Ð=% ß B% Ñ
=% ! " # $ % 0%‡ Ð=% Ñ B‡%
! ! ! !
" ! ! ! !
# ! %Î* %Î* %Î* "ß #
$ #Î$ %Î* #Î$ #Î$ #Î$ !Þ#ß $
% #Î$ )Î* #Î$ #Î$ #Î$ )Î* "
=% & " " B‡% Ÿ =% &
0$ Ð=$ ß B$ Ñ
=$ ! " # $ % 0$‡ Ð=$ Ñ B‡$
! ! ! !
" ! )Î#( )Î#( "
# %Î* %Î* "'Î#( "'Î#( #
$ #Î$ #!Î#( #Î$ #Î$ #!Î#( "
% )Î* )Î* ##Î#( #Î$ #Î$ ##Î#( !ß "
=$ & " " B‡$ Ÿ =$ &
0# Ð=# ß B# Ñ
=# ! " # $ % 0#‡ Ð=# Ñ B#‡
! ! ! !
" )Î#( $#Î)" $#Î)" "
# "'Î#( %)Î)" %)Î)" %)Î)" !ß "ß #
$ #!Î#( '%Î)" '#Î)" #Î$ '%Î)" "
% #%Î#( (%Î)" (!Î)" '#Î)" #Î$ (%Î)" "
=# & " " B‡# Ÿ =# &
0" Ð=" ß B" Ñ
=" ! " # 0"‡ Ð=" Ñ B‡"
# %)Î)" "'!Î#%$ "#%Î#%$ "'!Î#%$ "
The probability of winning the bet using the policy given above is "'!Î#%$ œ !Þ'&).
10-23
10.4-5.
Let B8 − ÖEß H× denote the decision variable of quarter 8 œ "ß #ß $, where E and H
represent advertising or discontinuing the product respectively. Let =8 be the level of
sales (in millions) above (=8 !) or below (=8 Ÿ !) the break-even point for quarter
Ð8 "Ñ. Let 08 Ð=8 ß B8 Ñ represent the maximum expected discounted profit (in millions)
from the beginning of quarter 8 onwards given the state =8 and decision B8 .
" ' ,8 " ' ,8 ‡
08 Ð=8 ß B8 Ñ œ $! &’=8 ,8 +8 +8 >.>“ ,8 +8 +8 08" Ð=8 >Ñ>.>,
08 Ð=8 ß HÑ œ #!.
Note that once discontinuing is chosen the process stops.
08‡ Ð=8 Ñ œ maxÖ08 Ð=8 ß EÑß 08 Ð=8 ß HÑ×
8 œ %:
0%‡ Ð=% Ñ œ œ
#! if =% !
%!=% if =% !
8 œ $:
0$ Ð=$ ß HÑ œ #!
0$ Ð=$ ß EÑ œ $! &Ð=$ "Ñ "% '" 0%‡ Ð=$ >Ñ.>,
$
For $ Ÿ =$ Ÿ ",
0$ Ð=$ ß EÑ œ $! &Ð=$ "Ñ "% ’'" $ #!.> '=$ %!Ð=$ >Ñ.>“ œ &Ð=$ %Ñ# '&
= $
10-24
=$ 0$‡ Ð=$ Ñ B‡$
$ Ÿ =$ Ÿ " #! H
" Ÿ =$ Ÿ " &Ð=$ %Ñ# '& E
" Ÿ =$ Ÿ & "& %&=$ E
8 œ #:
0# Ð=# ß HÑ œ #!
0# Ð=# ß EÑ œ $! &Ð=# "Ñ "% '" 0$‡ Ð=# >Ñ.>,
$
For $ Ÿ =# Ÿ ",
'"
$ ‡
0$ Ð=# >Ñ.> œ '"
=# "
#!.> '=# "
"=#
Ò&Ð=# > %Ñ# '&Ó.> '"=# Ò"& %&Ð=# >ÑÓ.>
%
Since 0# Ð"ß EÑ œ #"&Î' and 0# Ð=# ß EÑ is increasing in " Ÿ =# Ÿ ", B‡# œ E is the
optimal decision in this interval.
=# 0#‡ Ð=# Ñ B‡#
$ Ÿ =# Ÿ =‡# #! H
& * # %#(
=‡# =# Ÿ " % Ð # =# %(=# ' Ñ E
% ’ $ Ð=# ' “
& "
" Ÿ =# Ÿ " %Ñ$ *# Ð=# %Ñ# #!=# "!$
E
8 œ ":
0" Ð%ß HÑ œ #!
0" Ð%ß EÑ œ $! &Ð% $Ñ "% '" 0#‡ Ð% >Ñ.>
&
œ $& "% ’'"=#% #!.> %& '=$‡#% Ð #* Ð% >Ñ# %(Ð% >Ñ
‡
%#(
' Ñ.>
10-25
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of lesion causing this symptom, some of which have been
reproduced in our table. We will not go into any details as to the
character of this symptom, referring the reader to the sources
indicated. In the first case given in our table (Case 10) the
hemianopsia was produced by a tumor in front of, and impinging
upon, the optic chiasm; in the other four cases (Cases 40, 41, 42,
and 43) the tumor was situated in the occipital lobe, and was
surrounded by an area of destroyed tissue. Hemianopsia is not,
strictly speaking, a symptom of brain tumor, but is likely to be present
in cases occurring in certain regions of the brain. Starr's conclusions
with reference to lateral homonymous hemianopsia when it is not
produced by a lesion of one optic tract are that it may result from a
lesion situated either (1) in the pulvinar of one optic thalamus; (2) in
the posterior part of one interior capsule or its radiation backward
toward the occipital lobe; (3) in the medullary portion of the occipital
lobe; or (4) in the cortex of one occipital lobe. The conclusions of
Seguin are only different in so far as they more closely limit the
position of the lesion.
25 Vol. IV.
27 Amer. Journ. Med. Sci., N. S., vol. lxxxvii., January, 1884, p. 65.
Carcinoma 7 Glio-sarcoma 1
Cholesteotoma 1 Gumma 13
Cyst 2 Lipoma 1
Echinococcus 2 Myxo-sarcoma 1
Enchondroma 1 Myxo-glioma 2
Endothelioma 1 Osteoma 2
Fibro-glioma 2 Sarcoma 15
Fibroma 4 Tubercle 13
Glioma 16 Unclassified 16
The histology of tumors of the brain does not in the main differ from
that of the same growths as found in other parts of the body, so that
a detailed description of their structures, even though founded upon
original research, could not offer many novel facts in a field which
has been so thoroughly cultivated. Such a description would
probably repeat facts which have already been presented in other
parts of this work, and which are better and more appropriately put
forth in special treatises devoted to the science of pathology. It is
proper, however, for the sake of convenience and thoroughness, to
make brief mention of the structure of brain tumors, and especially to
dwell upon certain features of these morbid growths which may be
considered characteristic of their encephalic location, and hence
have not only pathological but also clinical interest. It is hardly worth
while to refer to speculations which aim to elucidate the very
foundations of the science, except that in a few of these theories we
gain an additional insight into both the structure and conduct of some
very characteristic brain tumors.
30 Page 1107.
The gliomata are among the most common and characteristic tumors
of the cerebro-spinal axis, to which system and its prolongation into
the retina they are confined. They invariably spring from the
neuroglia or connective tissue of the nerve-centres, and reproduce
this tissue in an embryonal state. They greatly resemble the brain-
substance to naked-eye inspection, but have, histologically, several
varieties of structure. These variations depend upon the relations of
the cell-elements to the fibres or felted matrix of the neoplasm. In the
hard variety the well-packed fibrous tissue preponderates over the
cell-elements, and we have a tumor resembling not a little the
fibromata (Obernier). The second variety, or soft gliomata, show a
marked increase of cells of varied shapes and sizes, with a rich
vascular supply which allies these growths to the sarcomata. The
elements of gliomata sometimes assume a mucoid character, which
allies them, again, to the myxomata.
FIG. 43.
FIG. 44.
(1) Homogeneous translucent fibre-cell; (2) cells like unipolar ganglion-
cells; (3) giant cell (Osler).
True neuromata are probably very rare growths, and it is likely that
some tumors which have been described as such are really
connective-tissue tumors of a gliomatous nature, in which some of
the cell-elements have been mistaken for the ganglion-cells.
Obernier33 says that these tumors are small and grow from the gray
matter on the surface, also on the ventricular surfaces. They are also
found in the white matter. He says they are only found in persons
having some congenital or acquired aberration; by which is probably
meant some other well-marked neurosis or psychosis. The one
hundred tabulated cases afforded no examples of neuromata.
33 Op. cit.
The angiomata, somewhat rarely found within the skull, are noted for
their abnormal development of the vascular tissues: they are
composed mainly of blood-vessels and the connective tissue, which
supports them in closely-packed masses. They also present
cavernous enlargements. They are of especial interest in cerebral
pathology, because the lesion known as pachymeningitis
hæmorrhagica, often found in dementia paralytica, is considered by
some to be angiomatous; although by far the most generally
accepted view of this latter condition is that it is due to arterial
degeneration, and in part is an inflammatory exudate.
Pacchionian bodies are very common in the brain, and are really
small fibromata. They may form true tumors (Cornil and Ranvier)
capable of wearing away the bones of the cranium. In fact, even
when small they may have corresponding indentations in the skull.
They are not to be mistaken for tubercle. Clouston35 has described
excrescences from the white matter of the brain, growing through the
convolutions, projecting through the dura mater, and indenting the
inner table of the skull; which new growths he calls hernia of the
brain through the dura. We have not seen such a condition
described elsewhere, and think that we have here probably
Pacchionian bodies growing from the pia mater. They were found in
a case of tumor of the cerebellum.
35 Journ. Ment. Sci., xviii. p. 153.
It must not be forgotten just here, however, that, on the one hand,
ophthalmoscopic appearances very similar to those of albuminuric
retinitis are sometimes present in rare cases of brain tumor, and also
in other constitutional disorders, such as leukæmia; and, on the
other hand, that, as stated by Norris,36 exceptional forms of
albuminuric retinitis have been reported where the only change seen
in the fundus oculi was pronounced choking of the disc.
36 Op. cit.