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Simulation
Discrete
Simulation
Using
Solution
Expected time between refills
40
16 days
2 .5
0.10
00-09
3434
34
34
34
34
0.20
34
0.15 34
34
3434
0.30
0.20
0.05
10-25
26-44
45-74
75-94
95-99
Demand
1.00
0.95
0.75
The daily demand X is
determined by the random
number Y between
0 and 1, such that X is the
smallest value for which
F(X) Y.
0.45
Y 0.34
= 0.34
0.25
0.10
0.00
10
RAND() function
The random number generation option (Tools>Data
Analysis)
11
Day
Day
11
22
33
44
55
66
00-09
Two
TwoFirst
First
Digits
Digits
65
65
77
77
61
61
88
88
42
42
74
74
Total
TotalDemand
Demand
Demand
totoDate
Demand
Date
33
33
44
77
33
10
10
44
14
14
22
16
16
33
19
19
10-25
26-44
45-74
75-94
95-99
12
Random
Two
Total
Random
TwoFirst
First
TotalDemand
Demand
Number
Digits
Demand
totoDate
Number
Digits
Demand
Date
6506
65
33
33
6506
65
7761
44
77
The
number of 77
simulated
days
7761
77
6170
10
6170 for the61
61
10
required
total demand33to
8800
88
44
14
880040 or more
88is recorded.
14
reach
4211
42
22
16
4211
42
16
7452
74
33
19
7452
74
19
13
H0 : 16
Alternative hypothesis
HA : 16
14
test:
X
s/ n
Yes
Sales < 40
No
Determine
Daily demand (D)
Record day
S = S + day
S2 = S2 + Day2
Sales = Sales + D
Day = Day + 1
Trials< Max
Trials = Trials + 1
Sales = 0
Day = 0
No
End
Yes
16
=IF(C5<40,B6+C5,""
)
=IF(C5<40,VLOOKUP(RAND(),$K$6:$L$11,2),"")
Drag
DragA5:C5
A5:C5toto
A105:C105
A105:C105
VLOOKUP
TABLE
Enter this
data
17
After
Breakers
X ==(18+14+16...+20)
(18+14+16...+20)//10
10==16.6
16.6
22
22
22
ss22==[(18-16.6)
+(14-16.6)
+...+(20-16.6)
[(18-16.6) +(14-16.6) +...+(20-16.6)]]==5.1556
5.1556
s 5.1556 2.2706
tt==(16.6
(16.6--16)
16)// [[2.2706/
2.2706/ 10 ]]==0.836
0.836
For
For==0.05
0.05and
andn-1
n-1==99degrees
degreesofoffreedom
freedom,,
t0.05/2
t0.05/2 ==2.262.
2.262.
Replication
1
2
3
4
5
6
7
8
9
10
Days
18
14
16
16
16
14
14
19
19
20
18
=TDIST(ABS(H5),9,2)
19
Average # of days
16.60
17.04
16.66
16.39
16.52
16.46
t value
0.836
3.337
2.996
3.889
11.582
20.785
t(0.025)
2.262
1.96
1.96
The z value
1.96
1.96
1.96
20
When
{X
s
{Xtt/2,n-1
/2,n-1 s
When
nn,, XX++tt/2/2ss
nn}}
{X
{X zz/2/2 ss
nn,, X
X zz/2/2 ss
nn}}
cost
Holding cost
Typical output is the average total cost
Lead time
for a given inventory policy
Demand distribution
23
24
The
25
cost is $260.
Annual holding cost rate is 26%
Orders are placed at the end of a week, and arrive at the
beginning of a week.
Ordering cost is $45 per order.
Backorder cost is $5 per unit per week.
Backorder administrative cost is $2 per unit.
26
Distributions
The
for
forAllen?
Allen?
The
27
Inventory Systems
(R,M) : order point, order up to level
when the inventory level reaches R, the firm orders
enough to bring the stock to a level M when the
orders arrives
28
29
SOLUTION
Constructing
Retailers
demand
1
2
3
4
00-09
10-24
25-64
65-99
Lead time
1 week
2 weeks
3 weeks
0-1
2-7
8-9
30
There
There
a week.
Average backorder = (initial backorders + ending backorders) / 2
Weekly backorder cost = Cs(Average backorder) +
additional backorders during the week)
31
There
32
Example :
Stock
Holding cost
A1($1)
Backorder cost
AB($5)
Costs
(#B)
Beginning backorders
Ending backorders
Inventory Demand
Backorders / Reordering
WK B1 R1 #A R2 D E1 A1
1 25 650 2 33 3
98 4
7 18 21.5
2 18 776 3 26 3
91 4
96 4
11 7 12.5
BB #B EB AB R3 LT
HC BC AC
RC
TC
-- --
$21.5 0 0
$21.5
0 0
$12.5 0 0
$45
$57.5
34
Holding cost
A1($1)
Backorder cost
AB($5)
Costs
(#B)
Beginning backorders
Ending backorders
Inventory Demand
Backorders / Reordering
WK B1 R1 #A R2 D E1 A1
3
7 617 2 48 3
82 4
7 0 3.5
4
0 880 4 27 3
96 4
46 3
20 2
12 0 0
5 13 421 2 44 3
84 4
7 6 9.5 =
Initial
inventory
InitialBeginning
inventory inventory
BB #B EB AB R3 LT
0
HC BC AC
RC
TC
$3.5
$3.5
(0+12)/2
$5(Average
$2(Number
inventory)of new backorders)
12 12 6
0
30 24
$54
Ending inventory
0 0 0
9 3
$9.5
Random number
Demand
ending inv. last week+ order receivedAverage inventory
Number
Ending
of orders
inventory= 0 +25 -12
- backorders
accumulated
0 $45
35
$54.5
Based
More
CAPITAL BANK
An example of queuing system simulation
Capital Bank is considering opening the bank on
Saturdays morning from 9:00 a.m.
Management would like to determine the waiting
time on Saturday morning based on the following
data:
38
CAPITAL BANK
Data:
39
CAPITAL BANK
Data:
Service Time
Service Time
.5 minutes
1
1.5
2
2.5
3
3.5
Probability
.05
.10
.20
.30
.20
.10
.05
1 minute
1.5
2
2.5
3
3.5
4
4.5
Probability
.05
.15
.20
.30
.10
.10
.05
.05
40
CAPITAL BANK
Data:
42
43
44
1.5
1.5
1.5
1.5 1.5
3.5
45
Bill
Ann 1.5
5.5
3.5
46
3 time
Waiting
3.5
47
1.670
3.993
Ann
Waiting Waiting
Random Arrival Random
Time
Time
Customer Number Time Number Start Finish Start Finish Start Finish Line
System
1
2
3
4
5
6
7
8
0.87
0.18
0.49
0.86
0.54
0.61
0.91
0.64
1.5
2.0
2.5
4.0
4.5
5.0
6.5
7.0
0.96
0.76
0.78
0.49
0.85
0.55
0.90
0.62
1.5
Bill
5
2
5
2.5
5.5
5.5
10.5
7
5
Carla
8.5
10
0
0
0
1
0.5
0.5
0.5
1
3.5
3.0
3.0
3.0
4.0
3.0
3.5
3.5
48
1.670
3.993
Ann
Waiting Waiting
Random Arrival Random
Time
Time
Customer Number Time Number Start Finish Start Finish Start Finish Line
System
1
2
3
4
5
6
7
8
Bill
Carla
This
simulation
estimates
two
performance
measures:
This0.87
simulation
estimates
two
performance
measures:
1.5
0.96
1.5
5
0
3.5
Average
inter-arrival
Average
waiting
time
in
line
(W
)
=
1.67
minutes
Average
waiting0.76
time in line (Wq q) = 1.67
0.18
2.0
2 minutes
5
0
3.0
time
=
.80
minutes.
0.49
2.5
0.78 in the system W = 3.993 minutes
2.5
5.5
0
3.0
waiting
time
Average
Average
waiting
time
in
the
system
W
=
3.993
minutes
0.86
4.0
0.49
5
7
1
3.0
0.54
4.5
0.85
5
8.5
0.5
4.0
0.61
5.0
0.55
5.5
8
0.5
3.0
0.91
6.5
0.90
7
10
0.5
3.5
Average
number
of
customers
in
line
L
=(1/.80)(1.67)
=
2.0875
customers
Average
0.64
7.0
8
3.5
number0.62
of customers in line Lq q =(1/.80)(1.67)
=10.5
2.0875 1customers
To
Todetermine
determinethe
theother
otherperformance
performancemeasures,
measures,we
wecan
canuse
use
Littles
Littlesformulas:
formulas:
49
50
=RAND()
Drag to cell B13
=-LN(1-B4)/$B$1
Drag to cell C13
51
=NORMINV
Beta:
=BETAINV
Chi squared: =CHIINV
Gamma:
=GAMMAINV
52
Random numbers
Normally distributed by Excel
=NORMINV(RAND(),$B$1,$B$2)
Drag to cell B24
53
Simulation of an M / M / 1 Queue
Applying the process interaction approach we have:
54
LANFORD
SUBsimulation,
SHOP
Using
Frank
Using
simulation,
Frank
wants
wants to
to determine
determine the
the
average
average time
time aa customer
customer
must
must wait
wait for
for service
service
56
57
58
59