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Exercice 31
    (a) Table de Payoff :
          PP D
                    0        1     2       3     Max   Min                Laplace
           A PP
              P
            0       0       −35   −70     −105    0    −105     (0 − 35 − 70 − 105)/4 = −52
            1      −40      40     5      −30    40    −40    (−40 + 40 + 5 − 30)/4 = −6, 25
            2      −80       0    80       45    80    −80     (−80 + 0 + 80 + 45)/4 = 11, 25
            3      −120     −40   40      120    120   −120    (−120 − 40 + 40 + 120)/4 = 0

    (b)

                        Maximax = max(0; 40; 80; 120) = 120
                                       ⇒ acheter 3 brioches

    (c)

                 Maximin = max(−105; −40; −80; −120) = −40
                             ⇒ acheter 1 brioche
Exercice 31 (suite..)
    (d)

                    Laplace = max(−52, 5; −6, 25; 11, 25; 0) = 11, 25
                              ⇒ acheter 2 brioches

    (e)

                 Val. espérée = max(−47, 25∗ ; 4, 75; 16, 5; −12) = 16, 5
                                ⇒ acheter 2 brioches
          ∗ avec − 47, 25   = 0 × 0, 2 − 35 × 0, 35 − 70 × 0, 35 − 105 × 0, 1

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Ch31 31

  • 1. Exercice 31 (a) Table de Payoff : PP D 0 1 2 3 Max Min Laplace A PP P 0 0 −35 −70 −105 0 −105 (0 − 35 − 70 − 105)/4 = −52 1 −40 40 5 −30 40 −40 (−40 + 40 + 5 − 30)/4 = −6, 25 2 −80 0 80 45 80 −80 (−80 + 0 + 80 + 45)/4 = 11, 25 3 −120 −40 40 120 120 −120 (−120 − 40 + 40 + 120)/4 = 0 (b) Maximax = max(0; 40; 80; 120) = 120 ⇒ acheter 3 brioches (c) Maximin = max(−105; −40; −80; −120) = −40 ⇒ acheter 1 brioche
  • 2. Exercice 31 (suite..) (d) Laplace = max(−52, 5; −6, 25; 11, 25; 0) = 11, 25 ⇒ acheter 2 brioches (e) Val. espérée = max(−47, 25∗ ; 4, 75; 16, 5; −12) = 16, 5 ⇒ acheter 2 brioches ∗ avec − 47, 25 = 0 × 0, 2 − 35 × 0, 35 − 70 × 0, 35 − 105 × 0, 1