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Stevenson9e Ch18s PDF
Stevenson9e Ch18s PDF
Simulation
McGraw-Hill/Irwin
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
18S-5
Example S-1
18S-6
Example S-1
18S-7
Simulating Distributions
Poisson
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
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
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