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Simulation
Discrete
Simulation
Using
0.10
00-09
3434
34
34
34
34
0.20
34
0.15 34
34
3434
0.30
0.20
0.05
10-25
26-44
45-74
75-94
95-99
Demand
1.00
0.95
0.75
The daily demand X is
determined by the random
number Y between
0 and 1, such that X is the
smallest value for which
F(X) Y.
0.45
Y 0.34
= 0.34
0.25
0.10
0.00
RAND() function
The random number generation option (Tools>Data
Analysis)
10
Day
Day
11
22
33
44
55
66
00-09
Two
TwoFirst
First
Digits
Digits
65
65
77
77
61
61
88
88
42
42
74
74
Total
TotalDemand
Demand
Demand
totoDate
Demand
Date
33
33
44
77
33
10
10
44
14
14
22
16
16
33
19
19
10-25
26-44
45-74
75-94
95-99
11
Random
Two
Total
Random
TwoFirst
First
TotalDemand
Demand
Number
Digits
Demand
totoDate
Number
Digits
Demand
Date
6506
65
33
33
6506
65
7761
44
77
The
number of 77
simulated
days
7761
77
6170
10
6170 for the61
61
10
required
total demand33to
8800
88
44
14
880040 or more
88is recorded.
14
reach
4211
42
22
16
4211
42
16
7452
74
33
19
7452
74
19
12
H0 : 16
Alternative hypothesis
HA : 16
13
test:
X
s/ n
Yes
Sales < 40
No
Determine
Daily demand (D)
Record day
S = S + day
S2 = S2 + Day2
Sales = Sales + D
Day = Day + 1
Trials< Max
Trials = Trials + 1
Sales = 0
Day = 0
No
End
Yes
15
cost
Holding cost
Lead time
Demand distribution
16
17
18
of
The
20
ordering policy:
Q*
22
Probability
.10
.30
.25
.20
.15
Probability
.10
.15
.40
.35
Random # mapping
00 09
10 39
40 64
65 84
85 99
Random # mapping
00 09
10 24
25 64
65 99
23
25
10
OUTPUT
Average Cost =
33.109
Day
1
2
3
4
5
6
7
Ch =
Co =
Cs =
Cb =
1
45
5
2
Total
Cost
16
54
14
38
19
15
13
27
CAPITAL BANK
An example of queuing system simulation
Capital Bank is considering opening the bank on
Saturdays morning from 9:00 a.m.
Management would like to determine the waiting
time on Saturday morning based on the following
data:
29
CAPITAL BANK
Data:
30
CAPITAL BANK
Data:
Service Time
Service Time
.5 minutes
1
1.5
2
2.5
3
3.5
Probability
.05
.10
.20
.30
.20
.10
.05
1 minute
1.5
2
2.5
3
3.5
4
4.5
Probability
.05
.15
.20
.30
.10
.10
.05
.05
31
CAPITAL BANK
Data:
33
34
35
1.5
1.5
1.5
1.5 1.5
3.5
36
Bill
Ann 1.5
5.5
3.5
37
3 time
Waiting
3.5
38
1.670
3.993
Ann
Waiting Waiting
Random Arrival Random
Time
Time
Customer Number Time Number Start Finish Start Finish Start Finish Line
System
1
2
3
4
5
6
7
8
0.87
0.18
0.49
0.86
0.54
0.61
0.91
0.64
1.5
2.0
2.5
4.0
4.5
5.0
6.5
7.0
0.96
0.76
0.78
0.49
0.85
0.55
0.90
0.62
1.5
Bill
5
2
5
2.5
5.5
5.5
10.5
7
5
Carla
8.5
10
0
0
0
1
0.5
0.5
0.5
1
3.5
3.0
3.0
3.0
4.0
3.0
3.5
3.5
39
1.670
3.993
Ann
Waiting Waiting
Random Arrival Random
Time
Time
Customer Number Time Number Start Finish Start Finish Start Finish Line
System
1
2
3
4
5
6
7
8
Bill
Carla
This
simulation
estimates
two
performance
measures:
This0.87
simulation
estimates
two
performance
measures:
1.5
0.96
1.5
5
0
3.5
Average
inter-arrival
Average
waiting
time
in
line
(W
)
=
1.67
minutes
Average
waiting0.76
time in line (Wq q) = 1.67
0.18
2.0
2 minutes
5
0
3.0
time
=
.80
minutes.
0.49
2.5
0.78 in the system W = 3.993 minutes
2.5
5.5
0
3.0
waiting
time
Average
Average
waiting
time
in
the
system
W
=
3.993
minutes
0.86
4.0
0.49
5
7
1
3.0
0.54
4.5
0.85
5
8.5
0.5
4.0
0.61
5.0
0.55
5.5
8
0.5
3.0
0.91
6.5
0.90
7
10
0.5
3.5
Average
number
of
customers
in
line
L
=(1/.80)(1.67)
=
2.0875
customers
Average
0.64
7.0
8
3.5
number0.62
of customers in line Lq q =(1/.80)(1.67)
=10.5
2.0875 1customers
To
Todetermine
determinethe
theother
otherperformance
performancemeasures,
measures,we
wecan
canuse
use
Littles
Littlesformulas:
formulas:
40
41
=RAND()
Drag to cell B13
=-LN(1-B4)/$B$1
Drag to cell C13
42
=NORMINV
Beta:
=BETAINV
Chi squared: =CHIINV
Gamma:
=GAMMAINV
43
Random numbers
Normally distributed by Excel
=NORMINV(RAND(),$B$1,$B$2)
Drag to cell B24
44
Simulation of an M / M / 1 Queue
Applying the process interaction approach we have:
45
LANFORD
SUBsimulation,
SHOP
Using
Frank
Using
simulation,
Frank
wants
wants to
to determine
determine the
the
average
average time
time aa customer
customer
must
must wait
wait for
for service
service
47
48
49
50
Summary
Simulation , a model for many complex business situation
Monte Carlo simulation, Random Number mapping, random
number should coresspong to a probability distribution
Fixed Time Simulation & Next Event Simulation
Tools: General Purpose Language, smilation Language,
Simulator, Spread sheed add ins
Identify a recomended policy, whenever a standard analytical
approach is to complicated
51