3. Prescriptive Analytics

Select feasible actions under uncertainty, cost, capacity and causal effects

3. Prescriptive Analytics

Prescriptive analytics combines forecasts or effects with objectives and constraints. Its output is an action, policy or allocation—not merely a higher score.

Learning outcomes

After this module, you can:

  • compare actions with expected value, regret and scenario sensitivity;
  • formulate a linear optimisation model with auditable units;
  • convert demand uncertainty into inventory and allocation decisions;
  • use queueing and simulation without treating assumptions as observations;
  • connect pricing to contribution, capacity and causal demand response;
  • distinguish risk targeting from treatment-effect targeting.

Chapter route

ChapterDecisionMain output
Decision under Uncertaintyact now with uncertain statespayoff and sensitivity table
Linear Optimisationallocate scarce resourcesobjective, constraints and solution audit
Inventory and Allocationbalance shortage and excessorder quantity or allocation policy
Queues and Simulationchoose capacity under congestionwaiting/service distribution
Pricing and Revenue Managementset price or protect capacitycontribution-aware policy
Causal Targetingintervene where action changes outcomesnet-uplift policy

Prepare, work, follow up

  • Prepare: write a decision variable, one objective and two constraints from a real allocation problem.
  • Workshop: solve the HarborMart model by hand, then vary one uncertain input until the chosen action changes.
  • Follow up: write an implementation rule, override and rollback condition—not just an optimum.

Students may use a spreadsheet or inspect the supplied enumeration; solver software is not required.

Start: Decision under Uncertainty

Copyright © 2026