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Chap018s - Simulation

This document discusses simulation as a technique for modeling complex systems and evaluating their behavior under different conditions. It describes the simulation process, which involves identifying a problem, developing a model, testing the model, running experiments, and evaluating results. Monte Carlo simulation is discussed as a probabilistic technique that uses random numbers to simulate probability distributions. Common simulation software packages and programming languages are also mentioned. The advantages of simulation include solving problems that cannot be solved mathematically and experimenting without risk to an actual system. Limitations include not producing an optimal solution and requiring substantial time and effort to develop models.

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215 views

Chap018s - Simulation

This document discusses simulation as a technique for modeling complex systems and evaluating their behavior under different conditions. It describes the simulation process, which involves identifying a problem, developing a model, testing the model, running experiments, and evaluating results. Monte Carlo simulation is discussed as a probabilistic technique that uses random numbers to simulate probability distributions. Common simulation software packages and programming languages are also mentioned. The advantages of simulation include solving problems that cannot be solved mathematically and experimenting without risk to an actual system. Limitations include not producing an optimal solution and requiring substantial time and effort to develop models.

Uploaded by

spchheda4996
Copyright
© Attribution Non-Commercial (BY-NC)
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Download as PPS, PDF, TXT or read online on Scribd
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18s-1 Simulation

Operations Management

William J. Stevenson

8th edition
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18s-2 Simulation

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18s-3 Simulation

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

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18s-4 Simulation

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

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18s-5 Simulation

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

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18s-6 Simulation

Example S-1

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18s-7 Simulation

Example S-1

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18s-8 Simulation

Simulating Distributions
 Poisson
 Mean of distribution is required
 Normal
 Need to know the mean and standard
deviation

Simulated = Random X Standard


value
Mean + number deviation

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18s-9 Simulation

Uniform Distribution
Figure 18S.1

F(x)

0 a b x

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

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18s-10 Simulation

Negative Exponential Distribution


Figure 18S.2

F(t)

P ( t  T ) . RN

0 T t

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18s-11 Simulation

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

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18s-12 Simulation

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

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18s-13 Simulation

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

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