IIS 302

Penelitian Operasional 2

To accompany
Quantitative Analysis for Management, Tenth Edition,
by Render, Stair, and Hanna
Power Point slides created by Jeff Heyl

2008 Prentice-Hall, Inc.

2009 Prentice-Hall, Inc.

Rencana Pembelajaran
1.
2.
3.
4.
5.
6.
7.
8.
9.

Teori Permainan Sederhana

Teori Permainan Strategi Campuran
Programa Dinamis Deterministik
Penerapan Programa Dinamis Deterministik
Programa Dinamis Probabilistik
Model jaringan Kerja I
Model jaringan Kerja II
UTS
Model Rantai Markov
2008 Prentice-Hall, Inc.

11.
12.
13.
14.
15.
16.
17.

Analisis Kondisi Absorbing

Proses Putusan Markov Berhingga
Proses Putusan Markov Tak Berhingga
Sistem Antrian
Model Sistem Antrian
Proses Putusan Sistem Antrian
UAS

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Acuan & Penilaian

1. Taha, Hamdy, Operations Research: an Introduction
Prentice-Hall, 2010
http://www.slideshare.net/ShaliniAggarwal2/operations-re
searchhandout
2. Render, Stair, and Hanna, Quantitative Analysis for
Management, Tenth Edition, Prentice-Hall, Inc, 2012
https://faculty.psau.edu.sa/filedownload/doc-4-pdf-2f810d
47ed84f11f7009b39ddc3bed95-original.pdf

Penilaian
Nilai Akhir =
20% Tugas + 40% UTS + 40% UAS

2008 Prentice-Hall, Inc.

Teori Permainan

2008 Prentice-Hall, Inc.

Introduction
Competition can be an important decision-making

factor.
Game theory is one way to consider the impact of
the strategies of others on our strategies and
outcomes.
The study of game theory dates back to 1944,
when John von Neumann and Oscar Morgenstern
published their classic book, Theory of Games
and Economic Behavior.
Game theory continues to be important today.
Game models are classified by the number of
players, the sum of all payoffs, and the number of
strategies employed.

2008 Prentice-Hall, Inc.

Game Theory
Finding acceptable, if not optimal,

strategies in conflict situations.

An abstraction of real complex situation
Assumes all human interactions can be
understood and navigated by presumptions
players are interdependent
uncertainty: opponents actions are not entirely

predictable
players take actions to maximize their
gain/utilities

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Essential Elements of a Game

1. The players
how many players are there?
does nature/chance play a role?
2. A complete description of what the players can do the

set of all possible actions.

3. The information that players have available when
choosing their actions
4. A description of the payoff consequences for each
player for every possible combination of actions
chosen by all players playing the game.
5. A description of all players preferences over payoffs.

2008 Prentice-Hall, Inc.

Normal Form Representation

of Games
A common way of representing games,

especially simultaneous games, is

the normal form representation, which
uses a table structure called a payoff
matrix to represent the available
strategies (or actions) and the payoffs.

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A payoff matrix: to Ad or not to Ad

PLAYERS
Philip Morris

Reynolds

STRATEGIES

No Ad

No Ad
50 , 50

Ad
20 , 60

Ad

60 , 20

30 , 30

PAYOFFS

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Language of Games
To introduce the notation used in game theory, let us

consider a simple game. Suppose there are only two

lighting fixture stores, X and Y, in Urbana, Illinois.
(This is called a duopoly.) The respective market
shares have been stable up until now, but the
situation may change
The 2 x 2 payoff matrix in Table M4. 1 shows what
will happen to current market shares if both stores
begin advertising

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Payoff Matrix (Table M4.1)

Store Xs Payoff Matrix
Y1
(Use radio)

Y2
(Use newspaper)

X1
(Use radio)

X2
(Use newspaper)

-2

Table M4.1

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Language of Games (cont.)

A positive number in Table M4.1 means that X

wins and Y loses.

A negative number means that Y wins and X
loses.
The game in Table M4. 1 is biased against Y.
Player Y would use the minimax criterion.

2008 Prentice-Hall, Inc.

Language of Games (cont.)

Game Outcomes
X1 (use radio)

Y1 (use radio)

X wins 3
and Y loses 3

X1 (use radio)

Y2 (use newspaper)

X wins 5
and Y loses 5

X2 (use newspaper)

Y1 (use radio)

X wins I
and Y loses I

X2 (use newspaper)

Y2 (use newspaper)

X loses 2
and Y wins 2
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The Minimax Criterion

A player using the minimax criterion will select

the strategy that minimizes the maximum possible

loss.
The upper value of the game is equal to the
minimum of the maximum values in the columns.
The lower value of the game is equal to the
maximum of the minimum values in the rows.
If the upper and lower values of a game are the
same, this number is called the value of the game,
and an equilibrium or saddle point condition
exists
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The Minimax Criterion (cont.)

For the game presented in Table M 4.2, the value

of the game is 3, because this is the value for

both the upper and lower values.
The value of the game is the average or
expected game outcome if the game is played an
infinite number of times.
An equilibrium or saddle point condition exists
if the upper value of the game is equal to the
lower value of the game.

2008 Prentice-Hall, Inc.

Minimax Solution
Table M4.2

X1

SADDLE POINT

Y1

Y2

Minimum

X2

-2

Maximum

-2

Maximum of
minimums

Minimum of
maximums
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Pure Strategy Games

A pure strategy exists when ever a saddle point is

present.
Using minimax criterion, we saw that the game in
Table M4.2 had a saddle point and thus is an
example of a pure strategy game.
Another example of a pure strategy game is shown
in Table M4.3.
Notice that the value 6 is the lowest number in its row

and the highest number in its column.

Thus, it is a saddle point and indicates that strategy
X1 will be selected by player X and strategy Y2 will be
selected by player Y.
The value of this game is 6.
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Example of a Pure Strategy

Table M4.3
Minimum
row number

Maximun
column number

Y1

Y2

X1

10

X2

-12

-12

10

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Mixed Strategy Games

When there is no saddle point, players will play each

strategy for a certain percentage of the time. This is

called a mixed strategy game.

In a mixed strategy game, each player should

optimize the expected gain.

Consider the game shown in Table M4.4. There is no

saddle point, so this will be a mixed strategy game.

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Game Table for Mixed Strategy Game

Y1

Y2

X1

X2

10

We must weight the payoffs by the percentages of

the times to play each strategy to compute the

expected gain for each of the different strategies
that player X may choose.

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Game Table for Mixed Strategy Game with

Percentages (P, Q) Shown
Y1

Y2

1P

Expected
Gain

X1

4P+2(1-P)

X2

1-Q

10

1P+10(1-P)

4Q+1(1-Q)

2Q+10(1-Q)

Expected
Gain

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Mixed Strategy Games (cont)

Solving this for Y, after we set the expected values

for Y and X equal, we have:

P = 8/11

and

1 - P = 1 8/11 = 3/11

Thus, 8/11 and 3/11 indicate how often player Y will choose

strategies Y1 and Y2 respectively.

The expected value computed with these

percentages is

1P + 10(1 - P) = 1(8/11) + 10(3/11) = 38/11 = 3.46

2008 Prentice-Hall, Inc.

Mixed Strategy Games (cont)

Performing a similar analysis for player X, we

let Q be the percentage of the time that strategy

X1 is played and 1 Q be the percentage of the
time that strategy X2 is played.

Using these, we compute the expected gain

shown in Table M4.5.

2008 Prentice-Hall, Inc.

Mixed Strategy Games (cont)

We set these equal, as follows:

4Q + 1(1 - Q) = 2Q + 10(1 - Q)
Solving for Q we get

Q = 9/11 and 1 - Q = 2/11

Thus, 9/11 and 2/11 indicate how often player X will

choose strategies X1 and X2 respectively.

The expected gains with these probabilities will

also be 38/11 or 3.46.

2008 Prentice-Hall, Inc.

Dominance
The principle of dominance can be used to reduce

the size of games by eliminating strategies that

would never be played.
Using the principle of dominance, we reduce the
size of the following game:
Y1

Y2

X1

X2

20

X3

1
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Dominance (cont)
In this game, X3 will never be played because X

can always do better by playing X1 or X.

The new game is

Y1

Y2

X1

X2

20

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Dominance (cont)
Here is another example:

Y1

Y2

Y3

Y4

X1

-5

-3

X2

-2

-20

2008 Prentice-Hall, Inc.

Dominance (cont)
In this game, Y would never play Y2 and Y3 because

Y could always do better playing Y1 or Y4.

The new game is :

Y1

Y4

X1

-5

-3

X2

-2

-20

2008 Prentice-Hall, Inc.

Module 4 - Game Theory

fin
Quantitative Analysis for Management, Tenth Edition,
by Render, Stair, and Hanna
2008 Prentice-Hall, Inc.