man sci simulation

7/23/2019 Man Sci Simulation

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To accompany Quantitative Analysis

for Management, 8e

by Render/Stair/Hanna15-1

© 2003 by Prentice Hall, Inc

!pper Saddle Ri"er, #$ 0%&58

'(apter 15'(apter 15

Sim)lation *odelin+Sim)lation *odelin+




for Management, 8e




Learning ObjectivesLearning Objectives

St)dent ill be able to

. Tacle a ide "ariety o problem

by im)lation

. !ndertand t(e e"en tep o

cond)ctin+ a im)lation

. plain t(e ad"anta+e and

diad"anta+e o im)lation. e"elop Random n)mber

inter"al and )e t(em to +enerate

o)tcome

. !ndertand t(e alternati"e

im)lation paca+e a"ailable

commercially




for Management, 8e




Chapter OutlineChapter Outline

151 Introd)ction

152 4d"anta+e and iad"anta+e o Sim)latio

153 *onte 'arlo Sim)lation

15& Sim)lation and In"entory 4nalyi

155 Sim)lation o a )e)in+ Problem

156 7ied Time Increment and #et "ent

Increment Sim)lation *odel15% Sim)lation *odel or *aintenance Policy

158 To t(er Type o Sim)lation

159 Role o 'omp)ter in Sim)lation




for Management, 8e

by Render/Stair/Hanna15-&



Philosophy ofPhilosophy of

SimulationSimulation

. Imitate a real-orld it)ation

mat(ematically

. St)dy it propertie and

operatin+ c(aracteritic

. ra concl)ion and mae

action deciion




for Management, 8e




Advantages ofAdvantages of

SimulationSimulation. Relati"ely trai+(torard and leible

. Recent ad"ance in otare mae ome

im)lation model "ery eay to de"elop

. nable analyi o lar+e, comple, real-

orld it)ation

. 4llo :(at-i;< =)etion

. oe not interere it( real-orld

ytem

. nable t)dy o interaction

. nable time compreion

. nable t(e incl)ion o real-orld

complication




for Management, 8e




Disadvantages ofDisadvantages of


. ten re=)ire lon+, epeni"e

de"elopment proce

. oe not +enerate optimalol)tion

. Re=)ire mana+er to +enerate

all condition and contraint oreal-orld problem

. ac( model i )ni=)e




for Management, 8e

by Render/Stair/Hanna15-%



Simulation ModelsSimulation Models

CategoriesCategories

. *onte 'arlo

. perational >amin+

. Sytem Sim)lation




for Management, 8e




Monte CarloMonte Carlo


7i"e tep?

1 Set )p probability ditrib)tion

2 @)ild c)m)lati"e probability

ditrib)tion

3 tabli( inter"al o random

n)mber or eac( "ariable

& >enerate random n)mber5 Sim)late trial




for Management, 8e




Variables e MayVariables e May

ish to Simulateish to Simulate

. In"entory demand on daily or eely

bai

. Aead time or in"entory order to arri"e

. Time beteen mac(ine breadon

. Time beteen arri"al at er"ice

acility

. Ser"ice time

. Time to complete proBect acti"itie

. #)mber o employee abent rom

or eac( day




for Management, 8e




!arry"s Auto #ire!arry"s Auto #ire

Demand Probability

$

$%&

$%'

$%(

$%)$%*

$%+

$%,

$%-

$%.

&

$ & ' ( ) *

/

p 0 /

1




for Management, 8e





Demand Cumulative Probability

$

$%&

$%'

$%(

$%)$%*

$%+

$%,

$%-

$%.

&

$ & ' ( ) *

/

P 0 /

1




for Management, 8e





3 e m

a n d

7re=)

ency

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b i l i t y

' ) m ) l a t i " e

P r o b a b i l i t y

R a n d o m

# ) m

b e r

I n t e r " a l

0 10 005 005 01 - 05

1 20 010 015 06 - 152 &0 020 035 16 - 35

3 60 030 065 36 - 65

& &0 020 085 66 - 85

5 30 015 100 86 - 00




for Management, 8e




52

3%

82

69

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%3

2andom 3umber #able




for Management, 8e

by Render/Stair/Hanna15-1&



#hree !ills Po4er#hree !ills Po4er5enerator 6rea7do4n5enerator 6rea7do4n

#imes#imes

C 5 005 005 01 - 05

1 6 006 011 06 - 11

1 C 16 016 02% 12 - 2%

2 33 033 060 28 - 60

2 C 21 021 081 81 - 813 19 019 100 82 - 00

Time

@et-een

@rea/ do

-n,

DHo)

r,E

# ) m b e r

o 0 T i m e ,

8 b , e r " e d


' ) m ) l a t i " e

P r o b a b i l

i t y

R a n d o m

# ) m b e r

I n t e r " a l




for Management, 8e




#hree !ills Po4er#hree !ills Po4er5enerator 2epair5enerator 2epair

#imes#imes

1 28 028 028 01 - 28

2 52 052 080 29 - 80

3 20 020 100 81 - 00

R e p

a i r T i m e

R e = ) i

r e d D H o ) r , E

# ) m b

e r o 0 T i m e ,

8 b , e r " e d

P r o b a

b i l i t y

' ) m

) l a t i " e


R a n d o

m

# ) m b

e r

I n t e r "

a l




for Management, 8e




Operational 5amingOperational 5aming

Sim)lation in"ol"in+ competin+

player

ample?

*ilitary +ame

@)ine +ame




for Management, 8e

by Render/Stair/Hanna15-1%



Systems SimulationSystems Simulation

Aar+e, dynamic ytem

ample?

'orporate operatin+ ytem

!rban +o"ernmentconomic ytem




for Management, 8e 15-18© 2003 by Prentice Hall, Inc


8nputs9Outputs of an8nputs9Outputs of an

:conomic Model:conomic Model

I n c o m e T a 2 A e " e l ,

' o r p o r a t e T a 2 R a t e ,

I n t e r e , t R a t e ,

> o " e r n m e n t S p e

n d i n +

7 o r e i + n T r a d e P o l i c y

1 c o n o m i c *

o d e l

> # P

I n 0 l a t i o n R a t e ,

! n e m p l o y m e n t R

a t e ,

* o n e

t a r y S ) p p l i e ,

P o p ) l a t i o n > r o - t ( R a t e ,

man sci simulation

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