SimulationModel-CalPolyPomona仿真模型-加州波莫纳

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1、ComputerSimulationHenryC.CoTechnologyandOperationsManagement,CaliforniaPolytechnicandStateUniversity2SimulationModels(HenryC.Co)SimulationModelSimulation:adescriptivetechniquethatenablesadecisionmakertoevaluatethebehaviorofamodelundervariousconditions.Simulation

2、modelscomplexsituationsModelsaresimpletouseandunderstandModelscanplay“whatif”experimentsExtensivesoftwarepackagesavailable3SimulationModels(HenryC.Co)Analyticmodels:valuesofdecisionvariablesaretheoutputs.Simulationmodels:valuesofdecisionvariablesaretheinputs.Inv

3、estigatetheimpactsoncertainparameterswhenthesevalueschange.4SimulationModels(HenryC.Co)WhySimulation?AnalyticmodelsMaybedifficultorimpossibletoobtain.Typicallypredictonlyaverageorsteady-statebehavior.SimulationmodelsWideavailabilityofsoftwareandmorepowerfulPCsma

4、keimplementationmucheasierthanbefore.Morerealisticrandomfactorscanbeincorporated.Easiertounderstand.6SimulationModels(HenryC.Co)SimulationProcessIdentifytheproblemDevelopthesimulationmodelTestthemodelDeveloptheexperimentsRunthesimulationandevaluateresultsRepeatu

5、ntilresultsaresatisfactory8SimulationModels(HenryC.Co)ImplementationIdentifytheboundariesofthesystemofinterest.Identifytherandomvariables,decisionvariables,parameters,andtheperformancemeasure(s).Developanobjectivefunctionfortheperformancemeasure(s)intermsofrando

6、mvariables,decisionvariables,andparameters.Usecomputertogeneratethesimulatedvaluesoftheserandomvariables.Computethevaluesoftheobjectivefunctionusingthesesimulatedvaluesofrandomvariablesandvaluesofdecisionvariables.Statisticalanalysis.9SimulationModels(HenryC.Co)

7、MonteCarloSimulationMonteCarlomethod:ProbabilisticsimulationtechniqueusedwhenaprocesshasarandomcomponentIdentifyaprobabilitydistributionSetupintervalsofrandomnumberstomatchprobabilitydistributionObtaintherandomnumbersInterprettheresults11SimulationModels(Henry

8、C.Co)MajorComponentsofModelsRandominputfactors:sales,demand,stockprices,interestrates,thelengthoftimerequiredtoperformatask.Randomperformancemeasures:Businessprofitwi