Analiza strategija poslovanja pomoću Markovljevih lanaca

master's thesis

• Author: Katarina Očko
• Mentor: Hrvoje Šikić (mentor)
• Committee member: Hrvoje Šikić (predsjednik povjerenstva)
• Committee member: Zoran Vondraček (član povjerenstva)
• Committee member: Miljenko Huzak (član povjerenstva)
• Committee member: Bojan Basrak (član povjerenstva)
• Granter: University of Zagreb; Faculty of Science; (Department of Mathematics); Zagreb
• Defense date and country: 2019-02-28, Croatia
• Scientific / art field, discipline and subdiscipline: NATURAL SCIENCES; Mathematics

Abstract

U ovom radu bavili smo se metodama koje se koriste pri analizi strategija. Iako je teorija dana općenito, primjerima smo se ograničili na analizu strategija poslovanja. Sve ovdje opisane metode uključuju pretpostavku da promatrani proces možemo opisati homogenim Markovljevim lancem. Druga važna pretpostavka, je pretpostavka o ergodičnosti promatranog Markovljevog lanca kako bi imalo smisla promatrati ponašanje sustava u beskonačnosti, odnosno u praksi, nakon duljeg vremena. Predstavljene su dvije metode odabira najbolje strategije ovisno o vrsti problema s kojim smo suočeni. Kada donositelj odluke ima mogućnost unaprijed izabrati stanja u kojima će se poduzeće naći tijekom svog poslovanja, uspoređuju se očekivane nagrade za svaki odabrani skup stanja. Ukoliko su stanja u kojima se poduzeće može nalaziti fiksna, a donositelju odluka su u svakom stanju dostupne određene odluke koje utječu na matricu prijelaza (a vrlo često i na matricu nagrada), za određivanje najbolje strategije koristi se algoritam maksimizacijskog postupka. Na kraju je dan kratak pregled Markovljevih lanaca u neprekidnom vremenu i pokazano je na koji način se teorija razvijena na diskretnim Markovljevim lancima može prenijeti na neprekidan slučaj.

Abstract (english)

This thesis deals with the methods used in analysis of strategies. Although the theory is generally given, the examples are limited to the analysis of business strategies. All of the described methods are based on the assumption that the observed process can be described by homogeneous Markov chain. Another important assumption is the assumption of the ergodicity of the observed Markov chain so that it would have sense to observe the system’s behaviour in infinity, or in practice, after a long time. Two methods of choosing the best strategy are presented depending on the type of problem we are facing. When the Decision Maker has the possibility to pre-select the states in which the enterprise will be found during their business, the expected prizes for each selected set of states are compared. If the states in which an enterprise can be found are fixed, and the Decision Maker has in every state the possibility to make certain decisions affecting the transition matrix (and also often on the matrix of awards), a maximization process algorithm is used to determine the best strategy. At the end is given a brief overview of the continuous Markov chains and it is shown how the theory developed on discrete Markov chains can be applied to a continuous case.

• Keywords: analiza strategija; analiza strategije poslovanja; Markovljev lanac
• Keywords (english): analysis of strategies; analysis of business strategies; Markov chain
• Language: croatian
• URN:NBN: urn:nbn:hr:217:469861
• Study programme: Title: Finance and Business Mathematics; Study programme type: university; Study level: graduate; Academic / professional title: magistar/magistra matematike (magistar/magistra matematike)
• Type of resource: Text
• File origin: Born digital
• Access conditions: Open access; Embargo expiration date: 2021-09-03
• Created on: 2019-09-03 10:52:09