You are on page 1of 15

6.

SIMULAREA PROCESELOR ECONOMICE

6.1. Utilizarea modelelor


/ VkQG OD R SDUWH IRORVLUHD PRGHOHORU vQ YHULILFDUHD HFRQRPHWULF D XQHL WHRULL

economice (cu ajutorul unor modele explicative), modelele pot fi utilizate n


SUHYL]LXQH VLPXODUH L GHFL]LH 1H UHIHULP

n acest paragraf la utilizarea modelelor n

SUHYL]LXQH XUP WRDUHOH DERUGkQG SUREOHPHOH OHJDWH GH VLPXODUH L GHFL]LH 2ULFH PRGHO FRPSRUW XQ DQXPLW QXP U GH YDULDELOH DOH F URU YDORUL WUHEXLH SHUIHFWH  WRW

SUHYL]LRQDWH 3UHYL]LXQLOH QX VXQW QLFLRGDW vQWUH YDORULOH REVHUYDWH GH OXFUXUL VH GDWRUHD] D SRVWHULRUL IDSWXOXL F

deauna va exista un ecart


D SULRUL  $FHDVW VWDUH

L YDORULOH SUHYL]LRQDWH

PRGHOXO FRPSRUW

HURUL UH]LGXDOH SDUDPHWULL FDUH HWF 'H DFHHD WRW PDL FRQVLGHU P XQ 0DWHULD

LQWHUYLQ vQ PRGHO QX VXQW FXQRVFX L GHFkW FX R DQXPH YDULDQ GHV VXQW XWLOL]DWH DGHY UDWH H[HPSOX SULP VFKHPDWLF R VLVWHPH GH DMXWRU FRPHUFLDO

D SUHYL]LXQLORU 6 EDWRDQH GH

VRFLHWDWH FLUFD 

IDEULF

FLRFRODW 

FDUH UHSUH]LQW

GLQ FRVWXO SURGXVXOXL ILQLW HVWH FDFDR LDU SUH XO WUHEXLH V FHOH PDL

DFHVWH PDWHULL SULPH SUH]LQW SUHYL]LRQH]H FkW PDL FRUHFW

PDUL IOXFWXD LL (YLGHQW R DVWIHO GH ILUP SUH XO OD FDFDR SHQWUX D VH DSURYL]LRQD vQ

DYDQWDMRDVH FRQGL LL 3RW H[LVWD R GX]LQ

GH PRGHOH GH SUHYL]LXQH D SUH XOXL ILHFDUH

GXFkQG OD VROX LL FX XQ JUDG PDL PDUH VDX PDL PLF GH YHURVLPLOLWDWH Q JHQHUDO DJHQ LL HFRQRPLFL LDX GHFL]LL GH LPSRUWDQ VWUDWHJLF SHQWUX HL SH

ED]D SUHYL]LXQLORU VDX SH ED]D DQWLFLSD LLORU DVXSUD P ULPLL XQHLD VDX PDL PXOWRU

variabiOH
VLQWH] D

HFRQRPLFH 3HQWUX DFHDVWD HL DSHOHD]

OD LQIRUPD LLOH GLVSRQLELOH 'LIHULWH

VXUVH GH LQIRUPD LL YRU FRQGXFH OD SUHYL]LXQL GLIHULWH L SUREOHPD HVWH GH D SURGXFH R ORU Q SUDFWLF VH FRQVWDW DGHVHD F DFHDVW FRPELQDUH D GLYHUVHORU

LQIRUPD LL GLVSRQLELOH HVWH QHVLVWHPDWLF  I U

R YHULILFDUH D IXQGDPHQWXOXL UD LRQDO

De aceea s-au dezvoltat n ultimul timp sistemele de ajutor a previziunilor (PSS -

3UHGLFWLRQ 6XSSRUW 6\VWHPV  $UKLWHFWXUD XQXL DVWIHO GH VLVWHP HVWH SUH]HQWDW

vQ

figura 6.1.

1. Informa ie nou (exogen )

13. Memorie

2. Banca de date
Predictori individuali

14. Interfa om-ma in

3. Model 1,,n Expert 1,,n


Previziuni individuale

12. Retroac iune (endogen )

4. Sistem de integrare

6. Convolu ii alternative

11. Suport auto-corectiv 5. Previziuni combinate

7. Analiza sensibilit ii

10. Subsistem expert

8. Confruntere ex-post cu realitatea 9. Analiza i diagnoza erorilor

Figura nr. 6.1: Arhitectura unui PSS

)XQF LLOH SH FDUH WUHEXLH V

OH vQGHSOLQHDVF

XQ 366 VXQW GHVFULVH SH VFXUW vQ

continuare:
 IXQF LD EDQF GH GDWH

VLVWHP LQIRUPD LRQDO  DUH UROXO GH D vQUHJLVWUD

RUJDQL]D L JHVWLRQD WRDWH GDWHOH GLQ DQVDPE

lul sistemului. Este vorba nu numai de

GDWH H[RJHQH VLVWHPXOXL FXP DU IL VHULL FURQRORJLFH REVHUYDWH RSLQLL DOH H[SHU LORU D FL L GH GDWH HQGRJHQH JHQHUDWH GH IXQF LRQDUHD VLVWHPXOXL vQVXL FD PRGHOH GH

previziune dezvoltate n cadrul sistemului, previziuni simple sau compuse, rezultatele analizei erorilor de previziune etc.

 IXQF LD

FXWLH FX LQVWUXPHQWH HFRQRPHWULFH  2 SUHYL]LXQH SRDWH IL JHQHUDW

printr-XQ

PRGHO H[RJHQ VLVWHPXOXL GDU L XQXO HQGRJHQ VSHFLILF WHVWDW L HVWLPDW vQ

interiorul sistemului pornind de la datele stocate n banca de date. De asemenea, poate fi de dorit la un moment dat de a reestima sau modifica un model exogen sau de a genera previziuni ale variabilelor exogene necesare pentru previziunea variabilelor endogene. ToaWH DFHVWH DFWLYLW
HFRQRPHWULFH vQ LQWHULRUXO L FD L DOWHOH QHFHVLW FDUH V XQ DUVHQDO GH PHWRGH L WHKQLFL XWLOL]DWRUXOXL V HIHFWXH]H DO VLVWHPXOXL SHUPLW

FDOFXOH L DQDOL]H SHUWLQHQWH $FHVWD HVWH UROXO IXQF LHL GH

LQVWXPHQW HFRQRPHWULF

PSS. 3.
FRPELQ FRPELQDUHD SUHYL]LXQLORU HOHPHQWDUH (VWH SUREOHPD HVHQ LDO D FHOXL FDUH VDX XQ DQXPLW QXP U GH SUHYL]LXQL HOHPHQWDUH vQWU R SUHYL]LXQH VLQWHWLF

JOREDO  FHD PDL

EXQ

SRVLELO GDWH ILLQG LQIRUPD LD GLVSRQLELO LQLPD

L QDWXUD SUREOHPHL

decizionale. AFHDVW
D HL ILLQG GH QDWXU

IXQF LH FRQVWLWXLH PXOWLFULWHULDO

RULF UXL 366 PHFDQLVPXO GH UHDOL]DUH

FX LQIRUPD LH PL[W  (VWH YRUED DLFL GH FHOH PDL D SUREOHPHORU GH GHFL]LH PXOWLFULWHULDO  Q DFHVW

PXOWH RUL GH R DERUGDUH RUGLQDO VHQV OXFU U YHVWLWD

ile lui K. Arrow - laureat al premiului Nobel pentru economie, care a dat
D LPSRVLELOLW LL DJUHJ ULL LHUDUKLLORU

WHRUHP

- sunt fundamentale.
WRWGHDXQD

 IXQF LD

VXEVLVWHP H[SHUW  (VWH ELQH GH DPLQWLW DYHUWLVPHQWXO F

se fac erori de previziXQH


SUHYL]LXQH VDX VLPXODWH

PDL SX LQ JUDYH GLQ SXQFW GH YHGHUH DO P ULPLL ORU GDU

importante prin impactul lor strategic. Atunci cnd ele pot fi observate n orizontul de
DQDOL]D ORU YD IL SRVLELO  FDUH IXUQL]kQG OD vQY PLQWH DVXSUD DFHVWRU SUHYL]LXQL DMXW DPHOLRUDUHD JHQHU ULL

procesului de generare a

SUHYL]LXQLORU XOWHULRDUH VLVWHP FX DXWRvQY XQ VLVWHP H[SHUW GHILQLW FD R EXFO ([LVW L DOWH EXFOH FDUH QRX vQWUH

DUH  $FHVWH HOHPHQWH VXQW LQWHJUDWH vQWU L FH LQWU WUHL vQ 366 IXQF LL D IXQF LD FX

FH LHVH

UDFRUGHD]

XOWLPHOH FX

VLVWHP

LQIRUPD LRQDO  HFRQRPHWULFH PRGHO

RULFH

PRGHO

GH]YROWDW

DMXWRUXO

FXWLHL

LQVWUXPHQWH

SRDWH IL vQUHJLVWUDW vQ VLVWHPXO LQIRUPD LRQDO FD L PRGLILF ULOH XQXL GH YDULDELOH QRL XWLOL]DWRUXO GHFL]

DG XJDUHD

nd oportunitatea acestor
vQ

vQUHJLVWU UL 7RDW

VFKHPD FRPELQ ULL SUHYL]LXQLORU HOHPHQWDUH SRDWH IL VWRFDW

EDQFD

GH

GDWH

FD

HOHPHQWHOH

FH

FRQVWLWXLH

LQIRUPD LD

SH

FDUH

VH

ED]HD]

UD LRQDPHQWHOH

VXEVLVWHPXOXL H[SHUW L DQDOL]HD] R SUHYL]LXQLOH SUHYL]LXQH HFRQRPLFH SULQWU vQ

n concluzie, PSS sistematizeaz


SUH]HQ D VXUVHORU GH LQIRUPD LL GLYHUVH SURFHV PXOWLFULWHULDO L LQWHUDFWLY

JHQHUkQG

JOREDO 

-un

6.2.

1R LXQHD GH VLPXODUH

'LQ SXQFW GH YHGHUH HWLPRORJLF SULQ 6,08/$5( VH vQ HOHJH FDSDFLWDWHD G UHSURGXFH UHSUH]HQWD VDX LPLWD FHYD Q GRPHQLXO PRGHO ULL IHQRPHQHORU

ea
L

SURFHVHORU HFRQRPLFH VLPXODUHD UHSUH]LQW

R WHKQLF

GH UH]ROYDUH D XQRU SUREOHPH

FRPSOH[H FDUH VXQW UHSUH]HQWDWH SULQ PRGHOH /D ED]D VLPXO ULL VWDX PHWRGHOH GH GHVFULHUH L DQDOL] OXFUDUH UHODWLY D XQRU VLVWHPH UHDOH H[LVWHQWH VDX vQ FXUV GH UHDOL]DUH  QWU >@ VLPXODUHD HVWH GHILQLW FD R WHKQLF LPSOLF GH UHDOL]DUH

-o
D

UHFHQW FX

H[SHULHQ HORU

DMXWRUXO

FDOFXODWRUXOXL

HOHFWURQLF

FDUH

XWLOL]DUHD

XQRU U L

modele matematice sau ORJLFH FH GHVFULX FRPSRUWDUHD VLVWHPXOXL UHDO VDX D XQHL S
XWLOL]DW GDW

D VD SH GXUDWD XQXL LQWHUYDO GH WLPS PDL PDUH VDX PDL PLF 7HKQLFD VLPXO ULL HVWH FX SUHF GHUH DWXQFL FkQG RE LQHUHD XQHL VROX LL DQDOLWLFH SHQWUX SUREOHPD VDX IRDUWH FRVWLVLWRDUH Q LQYHVWLJDUHD FRPSRUW ULL VLVWHPHORU FRPSOH[LWDWH HVWH GLILFLO V VH SUHYDG FX H[DFWLWDWH WRDWH

HVWH LPSRVLELO SULQ

FDUDFWHUL]DWH

FRQVHFLQ HOH SRVLELOH DOH XQHL GHFL]LL WRDWH PRGLILF ULOH FH SRW DSDUH PRPHQWXO L LQWHQVLWDWHD XQRU SHUWXUED LL H[WHUQH 'H DFHHD vQ DVWIHO GH FD]XUL VH FRQVWUXLHWH

modelul sistemului, acesta se transpune sub forma unui algoritm de calcul numeric
FDUH OD UkQGXO V X HVWH SURJUDPDW SH FDOFXODWRU vQWU 6LPXODUHD IDFH SRVLELO YHULILFDUHD GLIHU

-un limbaj de simulare.


vQWU

itelor variante de decizie ce pot fi avute


D GHFL]LHL FH WUHEXLH OXDW

vQ YHGHUH VHOHFWDUHD ORU FXQRDWHUHD DQWLFLSDW VDX DOWXO PRPHQWXO vQ FDUH WUHEXLH OXDW

-un caz

R DQXPLW

GHFL]LH HODERUDUHD JUDILFXOXL

VXFFHVLXQLL  GHFL]LLORU L VWDELOLUHD GHFL]LLORU GH UH]HUY  'H DVHPHQHD VLPXODUHD G

SRVLELOLWDWHD

VWDELOLULL

LQWHQVLW

LL

DF LXQLL

XQRUD

GLQ

IDFWRULL

SHUWXUEDWRUL

FDUDFWHUL]DUHD HYROX LHL IHQRPHQXOXL XOWHULRU SURGXFHULL SHUWXUED LHL UHVSHFWLYH 6LPXODUHD UHSUH]LQW  vQ HVHQ  R PDQLSXOD

re a modelului cu ajutorul

calculatorului electronic.
&RQFHSWHOH FX FDUH RSHUHD] VLPXODUHD VXQW SUH]HQWDWH VLQWHWLF vQ FRQWLQXDUH 2 PXO LPH GH HOHPHQWH vQ LQWHUDF LXQH 2 XQLWDWH LGHQWLILFDELO FH SRDWH IL FRPSOHW GHILQLW 

Sistem
DIODW WLPS

(OHPHQW FRPSRQHQW

vQ FRQH[LXQH FX XQD VDX PDL PXOWH XQLW FRPSRQHQWD VH FDUDFWHUL]HD] SULQWU

L DOH VLVWHPXOXL Q RULFH PRPHQW GH

-o STARE (reunirea de atribute ce


GLQWUH GRX FRPSRQHQWH 6WDUHD L

FDUDFWHUL]HD]

FRPSRQHQWD  OHJ WXU ,QWHUDF LXQHD

Conexiune

HYROX LD VW ULL XQHLD GHSLQGH GH VWDUHD FHOHLODOWH 3HUIRUPDQ D 6LPXODUHD vL SURSXQH GHWHUPLQDUHD VFKLPE ULORU GH VWDUH

SUHGLF LD VW ULORU L FRQWUROXO ORU XUP ULQG vPEXQ W

LUHD SHUIRUPDQ HORU VLVWHPXOXL

Traiectorie considerat. Optimizare (optime) posibile.

6HFYHQ D GH VW UL SULQ FDUH WUHF

e sistemul n intervalul de timp


SHUIRUPDQ HORU PD[LPH

,GHDOXO

VLPXO ULL

HVWH

GHWHUPLQDUHD

Model (modelare) Simulator


8Q

'HILQL LLOH VH J VHVF vQ FDSLWROXO  HFKLYDOHQW DQDORJ FDUH JHQHUHD] R HYROX LH

VLVWHP

DVHP Q WRDUH VLVWHPXOXL VWXGLDW

Eveniment Proces

6FKLPEDUHD VW ULL XQHL FRPSRQHQWH D VLVWHPXOXL GH HYHQLPHQWH RUGRQDWH vQ WLPS VWDUHD XQHL FRPSRQHQWH

6HFYHQ

Activitate

5HXQLUH GH RSHUD LL FH WUDQVIRUP

6LPXODUHD VH XWLOL]HD]  GHFL FD PLMORF GH VWXGLHUH D VLVWHPHORU GH DQOL]

OHJLORU GH IXQF LRQDUH D ORU 'H PXOWH RUL DFHDVWD IRORVHWH OD LQVWUXLUHD VSHFLDOLWLORU

n domeniul conducerii sistemelor complexe, oferindu-OH


GLYHUVH VLWXD LL UHLHLWH GLQ YDULDQWHOH VLPXODWH FDUH IXQF LRQDUHD UHDO D VLVWHPXOXL

SRVLELOLWDWHD V SUREDELO SRW

LD GHFL]LL vQ DSDUH L vQ

/D

ED]D

VLPXO ULL

FD

PHWRG

H[SHULPHQWDO

VW

PRGHODUHD

IHQRPHQHORU

DOHDWRDUH &RQFOX]LLOH RE LQXWH FD XUPDUH D VLPXO ULL DX GHFL XQ FDUDFWHU VWDWLVWLF L

permit estimarea diferitelor caracteristici ale sistemului studiat.


Q IXQF LH GH WLSXO PRGHOXOXL XWLOL]DW VLPXODUHD SRDWH IL

- VLPXODUH ED]DW

SH XQ PRGHO IL]LF SH DQDORJLL DOH VLVWHPXOXL IL]LF FX DOWH VLVWHPH

VLPXODUH DQDORJLF  ED]DW

VLPXODUH QXPHULF  DWXQFL FkQG VWXGLXO

sistemului real se face prin intermediul


YDULDQWH VLPXODUHD WLS MRF L

unui model matematic.


Q FD]XO VLPXO ULL QXPHULFH VH vQWkOQHVF GRX

simularea tip "Monte-Carlo".


6LPXODUHD WLS MRF HVWH R PHWRG vQ FDUH GHFL]LLOH VXQW OXDWH GH XQD VDX PDL HVWH XQ H[SHULPHQW vQ FDUH VH XUP UHWH

multe pHUVRDQH
$FHDVW YDULDQW

UHDOH

HVHQ

HD

FRPSRUWDPHQWXO vQ FRQGL LL FRQWURODELOH FUHDWH DUWLILFLDO SHUVRDQHL FDUH LD GHFL]LL GH VLPXODUH D IRVW PXOW GH]YROWDW  HODERUkQGX

-se numeroase "jocuri -L vQYH H

de ntreprindere
V LD GHFL]LL

FDUH IRORVHVF OD LQVWUXLUHD SDUWLFLSDQ LORU OD MRF XUP ULQG V

Simularea Monte-&DUOR dintr-R SRSXOD LH VWDWLVWLF

FRQVW

vQ D DVRFLD XQ PRGHO DOHDWRU XQHL SUREOHPH

deterministe. Variabilelor aleatoare respective li se atribuie valori alese la ntmplare


FH SUH]LQW DFHHDL UHSDUWL LH FX FHD D YDULDELOHORU Q DFHVW YDORUL DOH XQRU YDULDELOH QHDOHDWRDUH SULQWU PRG XWLOL]kQG VHOHF LD VH HVWLPHD]

-un

procedeu aleator. Fundamentul teoretic al metodei Monte-&DUOR


FHQWUDO FDUH DILUP F R P ULPH QHFXQRVFXW PDWHPDWLF PHGLD D XQHL YDULDELOH DOHDWRDUH ; FDUDFWHUL]DW

HVWH WHRUHPD OLPLW GUHSW VSHUDQ D

D
SRDWH IL FRQVLGHUDW

SULQ PHGLD

M(X)=a

D(X)=

7HRUHPD

GHPRQVWUHD]

1 P n

x
j

a <

3 n

= 0,997 unde xj este


UXO

YDORDUHD OXDW

e variabila aleatoare X vQ vQFHUFDUHD H[SHULHQ D j LDU Q HVWH QXP


ELQH P ULPHD QHFXQRVFXW (VWH HYLGHQW F

GH SUREH VDX vQFHUF UL $FHDVWD QH DVLJXU  FX R SUREDELOLWDWH IRDUWH EXQ  F YDORULORU SH FDUH OH LD YDULDELOD DOHDWRDUH DSUR[LPHD]

PHGLD
D


De asemenea,

VH

SRDWH

GHWHUPLQD

HURDUHD

GH

HVWLPDUH

SUHFL]LD

HVWLP ULL FUHWH SH P VXU

FH QXP UXO GH vQFHUFDUL FUHWH L HO 3HQWUX RE LQHUHD XQHL

SUHFL]LL GRULWH vQ JHQHUDO QXP UXO GH H[SHULPHQWH GH HIHFWXDW HVWH PDUH FHHD FH vQVHDPQ R VODE FRQYHUJHQ 

6.3.

(WDSHOH VLPXO

ULL

$SOLFDUHD WHKQLFLORU GH VLPXODUH SUHVXSXQH R PXQF D LPLWD FkW PDL ELQH SURFHVXO UHDO VWXGLDW $FHDVW

ODERULRDV PXQF

L DWHQW

SHQWUX

WUHEXLH

RUJDQL]DW 

experimentul de simulare cuprinznd mai multe etape: 1. Formularea pUREOHPHL L D VFRSXOXL FHUFHW
Q DFHDVW WU V WXUL FRPSOH[ HWDS FDUH L vO FDUDFWHUL]HD]  ORU GH $QDOL]D YL]HD] 7RWRGDW  ULL VLVWHPXO UHDO HVWH DQDOL]DW SHQWUX D vQ HOHJH QDWXUD VD L SULQFLSDOHOH HOHPHQWHOH VH GHILQHVF S U LOH VLVWHPXOXL FH

PRGXO

LQWHUFRQHFWDUH P VRDU

SHUIRUPDQ HOH

WUHEXLH DWLQVH L FRQFUHWL]HD]

PRGXO FXP VH

DFHVWH SHUIRUPDQ H 5H]XOWDWXO HWDSHL VH

vQ GHFL]LD GH D FRQVWUXL XQ PRGHO GH IXQF LRQDUH D SURFHVXOXL VWXGLDW V VH

VDX GH H[SHULPHQWDUH D IXQF LRQ ULL VDOH SH FDOH HXULVWLF  $GHVHD HVWH SRVLELO DMXQJ OD FRQFOX]LD F HVWH PDL FRQYHQDELO GH D LQYHVWLJD SULQ VLPXODUH

QXPDL

DQXPLWH FRPSRQHQWH VDX S U L DOH VLVWHPXOXL L QX vQWUHJXO SURFHV

2. Construirea modelului.
Q FD]XO vQ FDUH HWDSD DQWHULRDU HVWH PDL IDFLO V D FRQGXV OD FRQFOX]LD F GDWRULW FRPSOH[LW LL VH VWXGLH]H VLVWHPXO SH ED]D XQXL PRGHO DFHDVW HWDS SUHVXSXQH

DSOLFDUH UHJXOLORU L SURFHGXULORU PHQ LRQDWH vQ FDSLWROHOH GHVSUH PRGHODUH vQ YHGHUHD

construirii modelulului. Sunt precizate ipotezele, natura variabLOHORU


FRQWURODELOH L QHFRQWURODELOH GH LQWUDUH SHUWXUEDWRDUH

L SDUDPHWULORU GH LHLUH

LQWHUPHGLDUH

GHWHUPLQLVWH VDX VWRFKDVWLFH  IRUPD HFXD LLORU PDWHPDWLFH GDWHOH GH LQWUDUH QHFHVDUH GH XQGH VH vQ RE LQ FXP VH VXQW FXOHVH L FH SUHOXFU UL SULPDUH VXSRUW VDX SHQWUX D IL L

LQWURGXVH

PRGHO 

GHILQHVF

OLPLWHOH

DFFHVLELOH

PLQLPH

PD[LPH

SHQDOL] ULOH LPSXVH vQ FD]XO GHS LULL DFHVWRUD  (VWLPDUHD P ULPLL SDUDPHWULORU L YDULDELOHORU 8QHRUL GXS FH PRGHOXO D IRVW HODERUDW VH FRQVWDW F GLQ

lipsa datelor nu pot

fi estimate valorile tuturor parametrilor. n astfel de cazuri simularea permite

JHQHUDUHD GH YDORUL DOH YDULDELOHORU L SDUDPHWULORU FX DQXPLWH FDUDFWHULVWLFL VWDELOLWH 3UREOHPHOH GH JHQHUDUH GH QXPHUH L YDULDELOH DOHDWRDUH VXQW SU XUP WRU

ezentate n paragraful

4. Scrierea programelor de simulare.


1XPDL vQ SX LQH FD]XUL R SUREOHP HFRQRPLF SRDWH IL UH]ROYDW DSHOHD] OD FDOFXODWRU (VWH I U GH VLPXODUH D XQXL SURFHV VDX IHQRPHQ DMXWRUXO FDOFXODWRUXOXL Q JHQHUDO RULFH VLPXODUH

, deci, nevoie de a scrie programul (programele) de

simulare. Pentru aceasta poate fi folosit fie un limbaj general de programare a calculatoarelor, fie limbaje specializate de simulare (GPSS, SIMSCRIPT, SIMULA
HWF FDUH RIHU XQHOH IDFLOLW L GH SURJUDPDUH Q DFHDVW HWDS VH DOHJH FDOFXODWRUXO FH YD IL IRORVLW DOJRULWPXO XWLOL]DW OLPEDMXO VDX SDFKHWXO GH SURJUDPH VH VWDELOHWH QHFHVDUXO GH PHPRULH WLPSXO GH UXODUH L DOWH HOHPHQWH QHFHVDUH UH]ROY ULL SUREOHPHL

cu ajutorul calculatorului.
 $QDOL]D L LQWHUSUHWDUHD UH]XOWDWHORU 'XS FH V DX WHVWDW SURJUDPHOH L DYHP VLJXUDQ D F HOH U VSXQG FHULQ HORU

IRUPXODWH DX ORF UXO ULOH OD FDOFXODWRU L VH RE LQ GLIHULWH YDULDQWH GH VROX LL $FHVWHD

sunt analizate sub aspectul unor caracteristicL


GH LHLUH L VH IRUPXOHD] GLIHULWH GHFL]LL vPEXQ W PXOW

QXPHULFH DOH YDULDELOHORU GH LQWUDUH L SULYLWRDUH OD HWDS VLVWHPXO ILQDO UHDO SHQWUX

LUHD SHUIRUPDQ HORU IXQF LRQ ULL VDOH Q DFHDVW GHRDUHFH FKLDU GDF VLPXODUHD SHUPLW SURGXF

WUHEXLH DYXW

JULM

e operarea cu numeroase seturi de




GDWH GH LQWUDUH HD QX SRDWH WRWXL V *DUEDJH 2XW WUHEXLH V

PLUDFROH 3ULQFLSLXO *,*2 *DUEDJH ,Q

vQGHPQH OD GLVFHUQ PkQW L SUXGHQ

6.4.

*HQHUDUHD QXPHUHORU L YDULDELOHORU DOHDWRDUH

Atunci cnd valorile unor pDUDPHWUL L YDULDELOH GH LQWUDUH QX VH FXQRVF HOH SRW
IL JHQHUDWH SULQ SURJUDPXO GH VLPXODUH $QDOL]D SUHDODELO SRDWH VWDELOL XQHOH LQWHUYDOH SHQWUX YDULD LD ORU 6H UHDOL]HD] FRQVLGHUDW VH GHWHUPLQ R VHOHF LH DOHDWRDUH GH YDORUL vQ LQWHUYDOXO

UHSDUWL LD GH SUREDELOLWDWH D DFHVWRUD L P ULPHD FRQFUHW

XWLOL]DW

vQ FDOFXOH HVWH HVWLPDW

SULQWU R PHWRG

GH HVWLPDUH 3HQWUX D HIHFWXD GHFL R

VHOHF LH DOHDWRDUH GLQWU R SRSXOD LH VWDWLVWLF

GDW  HVWH QHYRLH GH

- R PXO LPH GH QXPHUH DOHDWRDUH XQLIRUP GLVWribuite; XQ SURFHGHX GH WUDQVIRUPDUH D QXPHUHORU vQ DOW PXO LPH GH QXPHUH FDUH V DLE H[DFW UHSDUWL LD GRULW 

- R PHWRG

GH HVWLPDUH

2E LQHUHD GH QXPHUH DOHDWRDUH VH SRDWH IDFH SULQ PDL PXOWH PHWRGH

a) metode manuale, care constau n folosirea de dispozitive ca urne cu bile,


]DUXUL UXOHW HWF SH SURFHVH IL]LFH GHVSUH FDUH VH WLH F VXQW E PHWRGH IL]LFH FDUH VH ED]HD]

intrinsec aleatoare (de exemplu zgomotul electronic sau radioactiv); c) metode de memorizare, bazate pe selectarea numerelor din tabele de numere aleatoare construite anterior, sau din memoria unui calculator electronic (de exemplu tabelele RAND elaborate n SUA);
G PHWRGH DQDOLWLFH FDUH XWLOL]HD] XQ DOJRULWP GH JHQHUDUH SURJUDPDW SH

calculator. Numerele generate trebuie s -V s-D JHQHUDW QXP


UXO vQGHSOLQHDVF XUP WRDUHOH FRQGL LL SULQWU ILH XQLIRUP UHSDUWL]DWH vQ LQWHUYDOXO   'DF

-un procedeu oarecare


U vQWUHJ

N uniform repartizat n intervalul (0, A), A ILLQG XQ QXP

atunci transformarea X=N/A, 0<N<A produce numere X uniform repartizate n intervalul (0,1); V ILH VWDWLVWLF LQGHSHQGHQWH QH DXWRFRUHODWH  7HVWDUHD UHSDUWL LHL L D

LQGHSHQGHQ HL VWRFKDVWLFH VH UHDOL]HD]

SULQ WHVWH VWDWLVWLFH FRUHVSXQ] WRDUH VH

-V
RE LQ

ILH UHSURGXFWLELOH DGLF

SRUQLQG DOJRULWPXO FX DFHOHDL YDORUL LQL LDOH V

H[DFW DFHODL LU GH QXPHUH

-V

DLE

SHULRDGD GH UHSHWDUH PDUH VH IDF UDSLG L FX FRQVXP UHGXV GH PHPRULH UHGXV L XQLIRUPLWDWHD UHSDUWL LHL SRDWH IL

- JHQHUDUHD V coQWHVWDW

*HQHUDUHD SULQ PHWRGH PDQXDOH DUH YLWH]

 Q PRG SUDFWLF DFHVWH PHWRGH QX VH IRORVHVF 1XPHUHOH JHQHUDWH SULQ

metode fizice au parametri statistice favorabili, dar nu sunt reproductibile. Cnd se

IRORVHVF WDEHOH PHPRUL]DWH YLWH]D GH DFFHV HVWH PDUH GDU L FRQVXPXO GH PHPRULH

este considerabil. Dintre metodele analitice amintim:


 PHWRGD PLMORFXO S WUDWXOXL D OXL - YRQ 1HXPDQQ FDUH FRQVW vQ DOHJHUHD XQXL QXP U DUELWUDU ULGLFDUHD OXL OD SXWHUHD D GRXD L H[WUDJHUHD FLIUHORU GLQ PLMORF DOH UH]XOWDWXOXL $FHVWHD IRUPHD] SULPXO QXP U DOHDWRU JHQHUDW HO VH ULGLF GLQ QRX OD

S WUDW DPG 3URFHGHXO HVWH VODE GHRDUHFH SHULRDGD GH UHSHWDUH HVWH UHODWLY VFXUW IXQF LH GH QXP UXO FLIUHORU FDUH FRPSXQ QXP UXO DOHV LQL LDO

2. metode recurente, care constau n utilizarea unui algoritm de calcul bazat pe o


UHOD LH GH IRUPD

nj = fj-i(nj-1,nj-2,...,nj-i) , j>i unde n1,n2,...,ni


HVWH XQ LU LQL LDO HVWH N GH QXPHUH *HQHUDUHD VH RSUHWH FkQG

j=k.
R

&DQWLWDWHD GH QXPHUH JHQHUDW

-i

'H FHOH PDL PXOWH RUL VH IRORVHWH R VLQJXU GXS

IXQF LH I LMN GDU XWLOL]DUHD D GRX UHJXO VWDELOLW

VDX PDL PXOWH IXQF LL FDUH DOWHUQHD]

P UHWH SHUIRUPDQ D JHQHU ULL

'LQWUH PHWRGHOH UHFXUHQWH FHOH PDL GHV IRORVLWH VXQW PHWRGHOH FRQJUXHQ LDOH FDUH XWLOL]HD] WHRULD FODVHORU GH UHVWXUL 0HWRGHOH FRQJUXHQ LDOH DGLWLY 

sunt:

- PHWRGD FRQJUXHQ LDO

6H GDX QXPHUHOH LQL LDOH vQWUHJL SR]LWLYL 1XPHUHOH JHQHUDWH VH RE LQ FX UHOD LD

n1,n2,...,nr

m (suficient de mare).

nj = (nj-1 + nj-r)(mod m) , j = { r+1, r+2,...}


L HOH YRU DSDU LQH LQWHUYDOXOXL >

0,m-1], putnd fi aduse n intervalul [0,1] prin


 VH JHQHUHD] LUXO ^`

transformarea Xj = nj /m. Exemplu FX LUXO LQL LDO  L P - PHWRGD FRQJUXHQ LDO
$UH OD ED] L   R FRQVWDQW PXOWLSOLFDWLY 

XQ QXP U LQL LDO PXOWLSOLFDWLY

n1 FDUH WUHEXLH V

ILH SULP FX P L QHGLYL]LELO

cu 2

D vQWUHJ SR]LWLY

a=m

m, modulul caselor de

UHVWXUL 5HOD LD GH JHQHUDUH HVWH

nj+1 = (anj)(mod m) , j = 1,2,... - PHWRGD FRQJUXHQ LDO


PL[W  L

Se aleg constantele ntregi a de:

b

QXP UXO LQL LDO

n1

m, genHUDUHD

ILLQG GDW

nj+1 = (anj +b)(mod m) , j = 1,2,...


 VH JHQHUHD] LUXO

Exemplu: Cu nucleul (n1=2, a=12, b=32, m

{56, 34, 38, 19, 62, 39, 31, 2, 56,...}.


([LVW PXOWH DOWH PHWRGH L SRVLELOLW L GH JHQHUDUH GH QXPHUH SVHXGRDOHDWRDUH

rezultate din combinarea acestor metode.


3ULQ VLPXODUH VH SRW GHWHUPLQD L YDORUL GH VHOHF LH SHQWUX R YDULDELO FDUH XUPHD] R UHSDUWL LH GDW  2 PHWRG GHV XWLOL]DW vQ DFHVW FD] HVWH DOHDWRDUH

metoda

transformatei inverse $FHDVWD VH DSOLF aleatoare X


UHSDUWL LH IXQF LD

vQ FD]XO FkQG UHSDUWL LD WHRUHWLF

D YDULDELOHL L SRDWH IL

F(x)

GHILQLW

SULQ

P(X< x) = F(x)

HVWH FRQWLQX

LQYHUVDELO  0HWRGD DUH OD ED]

IDSWXO F

ILLQG GDWH YDULDELOD DOHDWRDUH

X FX IXQF LD GH
XUPHD]

F(x)

L YDULDELOD DOHDWRDUH GHILQLW SULQ

U uniform reparWL]DW

SH LQWHUYDOXO   DWXQFL

variabila aleatoare Y
2 DOW PHWRG

Y=F-1(U), unde F-1 este inversa lui F

DFHHDL UHSDUWL LH FX YDULDELOD XWLOL]DW

X.
vQ JHQHUDUHD GH YDULDELOH DOHDWRDUH GH R UHSDUWL LH GDW RULF UXL WLS GH YDULDELO DOHDWRDUH L SRDWH IL

este metoda respingerLL


H[WLQV

FDUH SRDWH IL DSOLFDW

L SHQWUX FD]XO PXOWLGLPHQVLRQDO )LH R YDULDELO

XD

F UHL GHQVLWDWH VH

de probabilitate este f(x)


GHVI RDU GXS 3DV  6H GHWHUPLQ 3DV  6H GHWHUPLQ 3DV  6H

*HQHUDUHD GH YDORUL FDUH XUPHD]

UHSDUWL LD UHVSHFWLY

XUP WRUXO DOJRULWP

a=min xi L E max xi;


XQ PDMRUDQW FX XQ

c DO IXQF LHL f(x) : max f(x) < c;


RDUHFDUH SULQWU QXP UXO

JHQHUHD] 

DOJRULWP GDF

y1 uniform repartizat n

LQWHUYDOXO >D E@ $PLQWLP DLFL F

-un

SURFHGHX GH JHQHUDUH DP RE LQXW

QXP UXO

z uniform repartizat n (0,1), prin transformarea y=a+(b-a)z


QXP UXO

QXP UXO

y este

uniform repartizat n intervalul (a,b);


3DV  6H JHQHUHD] 3DV  'DF

y2 uniform repartizat n intervalul [0,c];


L VH UHSDUWL LD

y2 = f(y1), atunci X=y1, n caz contrar respingem perechea (y1,y2

reia algoritmul cu pasul 3. Cnd s-DX JHQHUDW VXILFLHQWH QXPHUH FH XUPHD] valorii generate prin pa=P(y2 < f(y1
L SUREDELOLWDWHD GH UHVSLQJHUH HVWH WUH ]HUR

GDW  DOJRULWPXO VH RSUHWH 'H UHJXO  VH GHILQHWH R SUREDELOLWDWH GH DFFHSWDUH D

pr=1-pa.

Algoritmul este cu att mai performant cu ct pr WLQGH F


)LHFDUH OHJH GH UHSDUWL LH H[SULP

([LVW  VDX SRW IL LPDJLQDWH PXOWH DOWH PHWRGH VSHFLILFH XQHL UHSDUWL LL GDWH R DQXPH SURSULHWDWH FDUH SRDWH IL UHSURGXV SULQWU

XQ DOJRULWP SH FDOFXODWRU 6H FXQRVF DOJRULWPL GH JHQHUDUH GH QXPHUH FDUH XUPHD] UHSDUWL LD 3RLVVRQ KLSHUJHRPHWULF  ELQRPLDO  QRUPDO  6WXGHQW )LVFKHU D

6.5.
'XS

0RGHODUHD SURFHGXUDO

L VLPXODUHD

VXFFHVH UHPDUFDELOH vQ DSOLFDUHD PRGHO ULL PDWHPDWLFH vQ IXQGDPHQWDUHD

GHFL]LLORU FDUH DX vQFXUDMDW SH FHUFHW WRUL vQ HODERUDUHD GH QRL L QRL PHWRGH SH OD

nceputul anilor '80 s-D


DSOOLFD LLORU UHDOL]DWH SkQ RUJDQL]D LLOH HFRQRPLFH

FRQVWDWDW

H[LVWHQ D

XQHL OD

FUL]H QLYHO

vQ

GLVFLSOLQHOH

PRGHO ULL

matematice aplicate n economie, mai aOHV WLQG VSUH RSWLPL]DUH

RSHUD LRQDO

0DMRULWDWHD

DWXQFL V DX ED]DW SH PHWRGH QRUPDWLYH SH SUHVXSXQHUHD F 5HDOOLWDWHD D FRQWUD]LV DFHVW IDSW

'HVFULHUHD UHJXODULW DQDOLWLL VLVWHPHORU

LL IXQF LRQ ULL VLVWHPHORU SULQ PHWRGH GH RSWLPL]DUH D I FXW GLQ GH FRQGXFHUH SUL]RQLHULL OD SURSULXOXL ORU DSDUDW PDWHPDWLF 'H D GH

aceea, n mare parte s-D


IRUPDOL]D PDL OLEHU

UHQXQ DW

DVHPHQHD

PHWRGH L OHJLOH

GH

RSWLPL]DUH

SHQWUX

UHJXODULWDWHD

FRPSRUW ULL

PLF ULL

VLVWHPHORU

conducere. S-a trecut la ceea ce numim PRGHODUH


D SUREOHPDWLFLL OHJDWH GH PRGHODUHD SURFHGXUDO

SURFHGXUDO

 2 GHVFULHUH GHWDOLDW

VH J VHWH vQ OXFUDUHD

[28]. Pentru
L D OH IRORVL

FRQWUROXO IHQRPHQHORU QDWXULL SHQWUX D FXQRDWH OHJLOH FDUH R JXYHUQHD] vQ GLUHF LD QHYRLORU YLWD H DOH RPXOXL VXQW SDUFXUVH XUP WRDUHOH HWDSH

1)

observarea fenomenelor sub aspect descriptiv-FDOLWDWLY 6H FDXW fenomenului; formularea unor legi (descriptiv-FDOLWDWLYH 
2EVHUYDUHD L

vQ HOHJHUHD

2)

H[SOLFDUHD

conduc la formularea -cu variabile lingvistice- D OHJLW 3)


IHQRPHQHORU VLVWHPHORU OL VH DVRFLD] YDULDELOH

LL IHQRPHQHORU

observarea fenomenelor sub aspect cantitativ (unor caracteristici ale


QXPHULFH VH GHILQHWH XQLWDWHD GH P VXU  VH HIHFWXHD] P VXU WRUL

);
GDWHOH VH IDF LSRWH]H VH

4)

IRUPXODUHD XQRU OHJL FDQWLWDWLYH VH DQDOL]HD] YHULILF  VH FRUHFWHD]  WRWXO vQWU

-un proces iterativ);


DVXSUD QDWXULL DYkQG FD RELHFWLY

5)

DGRSWDUHD

XQRU

GHFL]LL

GH

DF LXQH

VDWLVIDFHUHD GLUHFW L LQGLUHFW D QHYRLORU XPDQH

6)

urm

ULUHD HIHFWHORU GHFL]LLORU DGRSWDWH

8QHRUL

DFHVW GHPHUV

DUH OD ED]

XQ

PRGHO 'H

PXOWH RUL vQV

SXWHP HYLWD

elaborarea modelului, procednd astfel: vQ


IXQF LH GH LQIRUPD LD GLVSRQLELO  HODERU P DOJRULWPXO GH FDOFXO L DQDOL] P VROX LD RE LQXW 

GDF

VROX LD HVWH VDWLVI F WRDUH GLQ SXQFW GH YHGHUH DO FULWHULLORU SUHFRQL]DWH VH QX VH UHLDX REVHUYD LLOH VH UHHODERUHD] DOJRULWPXO VDX

WUHFH OD DSOLFDUH GDF

DELD DFXP VH FRQVWUXLHWH XQ PRGHO

([LVW  GHFL FD]XUL FkQG PRGHOXO QX VH PDL HODERUHD]  1XPDL GDF DOJRULWPXOXL QX D GXV OD R VROX LH VDWLVI F WRDUH VH HODERUHD] SRDWH V

HODERUDUHD

PRGHOXO LDU DFHVWD UH]XOWDWXO

QX ILH FRPSOHW 6H DSOLF  GLQ QRX DOJRULWPXO VH UHDQDOL]HD]

$FHVW SURFHV HVWH QXPLW PRGHODUH SURFHGXUDO 

Modelarea proceduraO
$OJRULWPXO WUHEXLH V

DFRUG  GHFL XQ URO PDL PDUH DOJRULWPXOXL L XQ URO vQWUH PRGHO L DOJRULWP

VHFXQGDU PRGHOXOXL 'H IDSW QX VH PDL IDFH R GLVWLQF LH FODU vQGHSOLQHDVF GRX FRQGL LL

universalitate; finitudine.

Universalitatea cere ca algoritmXO


FDUH VH IXUQL]HD]

SHUPLW

SUHOXFUDUHD XQXL QXP U PDUH GH OD WLPSXO VDX VSD LXO PHPRULD vQ ILH ILQLW SUDFWLF IRDUWH VFXUW GH

GDWH GH LQWUDUH FKLDU LQILQLW  )LQLWXGLQHD VH UHIHU UH]XOWDWXO WLPS FDUH WUHEXLH V

ordinul orelor.
'DF QRW P FX

YHFWRUXO VROX LHL GDW GH DOJRULWP L FX

X vectorul solu LHL

DGHY UDWH SXWHP GHRVHEL WUHL FODVH GH DOJRULWP

a)

H[DF L

X X = 0;

b) aproximativi: X X ; c)
HXULVWLFL vQFHUF UL ED]DWH SH LQWXL LH L H[SHULPHQW FDUH QX GDX VLJXUDQ D F FRQGL LH GH IRUPD R

X X

HVWH vQGHSOLQLW 

Algoritmii euristici se compun dintr-o serie de reguli care sunt ncercate n


WLPSXO FDOFXOHORU L VH vPEXQ W GHFLGHQWXOXL V VWDELOHDVF HVF SH ED]D DQDOL]HL UH]XOWDWHORU $FHDVWD SHUPLWH FH UHJXOL VXQW PDL DGHFYDWH vQWU R VLWXD LH GDW WLSXUL GH

SUREOHPH FODVH GH PHWRGH  $U UH]XOWD F F DU IL XQ QRQVHQV V

SRW H[LVWD R LQILQLWDWH GH DVWIHO GH UHJXOL L SHQWUX R DQXPLW

YRUELP GH DOJRULWPL HXULVWLFL 3XWHP GD vQV

SHULRDG  VDX XQ DQXPLW QXP U GH DSOLFD LL XQ VHW GH UHJXOL HOHPHQWDUH vQ QXP U ILQLW FXQRVFXWH LQL LDO L R IHO SURFHGXULOH VH SRW OHJH GH FRPSXQHUH D ORU SHQWUX D FUHD QRL UHJXOL Q DFHVW 0XO LPHD DOJRULWPLORU HXULVWLFL IRORVL L vQ

DOJRULWPL]D

adoptarea deciziiloU

VH QXPHWH HXULVWLF

. Procedurile euristice sunt, deci, temporar


SUHVXSXQ R DXWRLQVWUXLUH FRQWLQX 

DOJRULWPL]DELOH (XULVWLFD L PRGHODUHD SURFHGXUDO

3UREOHPHOH FDUH DSDU SRW IL vPS U LWH vQ FODVH WLSXUL (ODERUDUHD XQXL DOJRULWP JHQHUDO

valabil este GLILFLO


) U

 6H FUHHD]

HXULVWLFL VSHFLDOH SHQWUX ILHFDUH FODV

GH SUREOHPH VXQW QXPHURDVH

&ODVHOH GH SULQFLSLL L UHJXOL DSOLFDWH vQ PRGHODUHD SURFHGXUDO SUHWHQ LD GH H[KDXVWLYLWDWH FkWHYD UHJXOL JHQHUDOH VXQW

clasificarea problemelor, regulilor, VLWXD LLORU LQL LDOH VW DVRFLHUHD

ULORU HYHQLPHQWHORU

XQHL UHJXOL ILHF UXL WLS GH SUREOHP  5HJXOLOH VH SRW JUXSD vQ GRX

mari clase:

a)

UHJXOL SHQWUX D FRQVWUXL R VROX LH HOHPHQW FX HOHPHQW DOHJkQG SH FHO

mai convenabil; b)
UHJXOL SHQWUX DOHJHUHD XQHL VROX LL FRQVWUXLWH GLQ PXO LPHD GH VROX LL

IRORVLUHD UD LRQDPHQWXOXL SULQ DQDORJLH transformarea unei probleme date P ntr-R sau ntr-XQD F
SUREOHP

P PDL

XRU GH UH]ROYDW

UHLD L VH FXQRDWH UH]ROYDUHD

DSOLFDUHD UHJXOLL FkWLJXOXL PD[LP FX HIRUW PLQLP apreFLHUHD SHUIRUPDQ HORU IRORVLQG UHJXOL HWDORQ SH SUREOHPH WHVW  HYDOXDUHD GLIHUHQ HL PD[LPH UHJXOD SULRULW
LORU VXELHFWLYH RUGRQDUHD FDQGLGD LORU GXS UJLQLUH EUDQFK DQG ERXQG  ULORU GHWHUPLQLVWH SHQWUX D J VL VROX LL PDL EXQH VH JHQHUHD] WHVWH GH DGPLVLELOLWDWH  XUP UHWH HIHFWXO DSOLF ULL UHJXOLORU FXQRVFXWH FULWHULL QXPHULFH 

UDPLILFDUH L P

SULQFLSLXO vQFHUF SULQFLSLXO

QRL VROX LL L VH HIHFWXHD] DXWRLQVWUXLULL VH

P ULQG SUREDELOLWDWHD GH DSOLFDUH D UHJXOLORU FDUH DX DYXW VXFFHV 

regula ncHUF
HYDOXHD]

ULORU DOHDWRDUH VH PRGLILF

XQLL SDUDPHWULL vQ PRG DOHDWRU L VH

SHUIRUPDQ D  GHVFRPSXQHULL R SUREOHP GH GLPHQVLXQL PDUL VH GHVFRPSXQH vQ

SULQFLSLXO

VXESUREOHP 

SULQFLSLXO DJUHJ SULQFLSLXO

ULL L GH]DJUHJ ULL

FRUHFW ULL HURULORU HVWH QHFHVDU FD vQ GLIHULWH HWDSH DOH PRGHO ULL ILH DSUR[LPDWLY HJDOH HURUL GH P VXUDUH L FHOH

SURFHGXUDOH HURULOH UHODWLYH V

de prelucrare a datelor).
0RGHODUHD SURFHGXUDO PDL ILGHO D UHDOL L VLPXODUHD VXQW LQWHUGHSHQGHQWH L DMXW OD UHIOHFWDUHD LL OD FXQRDWHUHD ULJXURDV  WLLQ LILF D SURFHVHORU L IHQRPHQHORU

economice.

5(&20$1'

5, %,%/,2*5$),&(

[2], [4], [6], [13], [28], [29], [34].

You might also like