Simulation-Palgrave仿真与

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1、Chapter17SimulationEssentialQuantitativeMethods2ndedn©LesOakshott2001PalgravePublishersLtd1Typesofsimulation•Discreteevent(orqueuing)simulation•Continuoussimulation•MonteCarlo(orspreadsheet)simulationEssentialQuantitativeMethods2ndedn©LesOakshott2001PalgravePu

2、blishersLtd2Discreteeventsimulation•Ifthesystemtobemodelledcanberepresentedbyaseriesofdiscreteevents,themethodknownasdiscreteeventsimulationcanbeused.•Systemsthatcanbemodelledusingthediscreteeventapproacharegenerallysystemswherequeuingmechanismsoperate.Essenti

3、alQuantitativeMethods2ndedn©LesOakshott2001PalgravePublishersLtd3Continuoussimulation•Asystemismodelledusingdifferentialequations.•Theseequationsusuallyneedtobesolvednumerically.•Continuoussimulationisnormallyappliedwheretheapproximationofeventsoccurringatdisc

4、reteintervalsoftimeisnotvalid(e.g.fluidflow).EssentialQuantitativeMethods2ndedn©LesOakshott2001PalgravePublishersLtd4MonteCarlosimulation•MonteCarlosimulationisoftenreservedforsimulationmodelswherequeuingisnotanintegralpartofthesystem.•Examplesincludeinventory

5、problemsandriskanalysis.•Thesetypesofsystemscanusuallybemodelledusingaspreadsheet.EssentialQuantitativeMethods2ndedn©LesOakshott2001PalgravePublishersLtd5Themodellingcycle•Formulatetheproblemandcollectthedata•Buildthemodelofthesystem•Verify(ordebug)thecomputer

6、model•Validatethemodel•Makerunsofthemodeltoanswer‘what-if’typesofquestionsEssentialQuantitativeMethods2ndedn©LesOakshott2001PalgravePublishersLtd6Randomnumbers•Mostsimulationmodelsarestochasticinnatureandtoreplicatetherandomnatureofthesesystemsrandomnumbersare

7、used.•Randomnumbersgeneratedbyacomputerarecalledpseudorandomnumbers.•Randomnumbersareusedtogenerateprobabilitydistributions,whichdefinehowtheinputstothemodelvary.EssentialQuantitativeMethods2ndedn©LesOakshott2001PalgravePublishersLtd7Typesofsystems•Terminating

8、systemsAterminatingsystemisonewherethesystemendsorterminatesafteraperiodoftimeofsomeothercondition.•Non-terminatingsystemsAnon-terminatingsystemisasystemwherethesystemdoesnottermin