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Simulation: Mcgraw-Hill/Irwin

operation management

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21 views13 pages

Simulation: Mcgraw-Hill/Irwin

operation management

Uploaded by

josetaqueo
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PPT, PDF, TXT or read online on Scribd
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18s

Simulation

McGraw-Hill/Irwin

Copyright 2007 by The McGraw-Hill Companies, Inc. All rights reserved.

Learning Objectives
Explain what is meant by the term simulation List some of the reasons for simulations popularity as a tool for decision making Explain how and why random numbers are used are used in simulation Outline the advantages and limitations of simulation Describe the alternatives that a manager would reject before choosing simulation as a decision making tool Solve typical problems that require simulation
18S-2

Simulation
Simulation: a descriptive technique that enables a decision maker to evaluate the behavior of a model under various conditions. Simulation models complex situations Models are simple to use and understand Models can play what if experiments

Extensive software packages available


18S-3

Simulation Process
1. Identify the problem
2. Develop the simulation model 3. Test the model 4. Develop the experiments 5. Run the simulation and evaluate results 6. Repeat 4 and 5 until results are satisfactory
18S-4

Monte Carlo Simulation


Monte Carlo method: Probabilistic simulation technique used when a process has a random component
Identify a probability distribution Setup intervals of random numbers to match probability distribution Obtain the random numbers Interpret the results

18S-5

Example S-1

18S-6

Example S-1

18S-7

Simulating Distributions
Poisson

Mean of distribution is required Need to know the mean and standard deviation

Normal

Simulated = Mean value

Random X Standard number deviation

18S-8

Uniform Distribution
Figure 18S.1 F(x)

Simulated = a + (b - a)(Random number as a percentage) value

18S-9

Negative Exponential Distribution


Figure 18S.2 F(t)

P ( t T ) . RN

18S-10

Computer Simulation
Simulation languages
SIMSCRIPT II.5 GPSS/H GPSS/PC RESQ

18S-11

Advantages of Simulation
Solves problems that are difficult or impossible to solve mathematically Allows experimentation without risk to actual system Compresses time to show long-term effects Serves as training tool for decision makers

18S-12

Limitations of Simulation
Does not produce optimum solution Model development may be difficult Computer run time may be substantial Monte Carlo simulation only applicable to random systems

18S-13

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