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Queue
Customers Server Served
Customers
Problem: Can a server taking an average of x time units meet the demand?
Solution with an Analytical Model:
Must specify the conditions on customer arrival, service completions. Take
measurements or adopt assumptions (clearly specified).
1. Pr{customer arrives in interval (t, t + t]} = t + o(t) independent of t
2. Pr{service completes in interval (t, t + t]} = t + o(t) independent of t
3. Customer arrivals and service completions are mutually independent events
4. Population of customers is large and service is in order of arrival
5. The limit of the ratio o(t) / t as t 0 is 0
Analytical Model of Server Capacity
Let pn(t) = Pr{n customers in the system at time t}
Then
pn(t + t) = pn-1(t) [t + o(t)] + pn(t) [1 - t + o(t)] [1 - t + o(t)]
+ pn+1(t) [t + o(t)] n1
P0(t + t) = p0(t) [1 - t + o(t)] [1 - t + o(t)] + p1(t) [t + o(t)]
Producing the steady-state equations:
pn+1 – ( + ) pn + pn-1 = 0 (n 1) and p1 - p0 = 0 (n = 0)
Solving for pn in terms of p0 gives pn = (/)n p0
Using the fact that pn = 1 and letting = /, we obtain
pn = n(1 - ) where < 1
Problem 1
0 X
Step 1:
Enclose the area of interest in the smallest rectangle of
known dimensions X and Y. Set j = 1, S = 0, and choose a
large value for N where:
j = trial number
S = number of trials resulting in a hit on the water surface
area
N = total number of trials
Monte Carlo Simulation
Y
RN y
0 RN x X
Step 2:
Generate a uniformly distributed random number, RNx
over the length of X.
Step 3:
Generate another uniformly distributed random number, RNy
over the length of Y.
Monte Carlo Simulation
Y
RN y
0 RN x X
Step 4:
If the point of intersection, (RNx , RNy), falls on the water
surface area, add 1 to S.
Step 5:
Add 1 to j. If j > N, go to Step 6; otherwise, go to Step 2.
Monte Carlo Simulation
RN y
0 RN x X
Step 6:
A S
The estimate of the water surface area, A, is given by: =
XY N
Sin (x)
0
Monte Carlo Simulation
y
Sin (x)
0
Step 1:
Enclose the area of interest in the smallest rectangle of
known dimensions and 1. Set j = 1, S = 0, and choose a
large value for N where:
j = trial number
S = number of trials with a hit on the area under the Sin (x)
curve
N = total number of trials
Monte Carlo Simulation
RNy
Sin (x)
0 RNx
Step 2:
Generate a uniformly distributed random number, RNx
over the length of .
Step 3:
Generate another uniformly distributed random number,
RNy over the length of 1.
Monte Carlo Simulation
RNy
Sin (x)
0 RNx
Step 4:
If the point of intersection, (RNx , RNy), falls on or below the
Sin (x) curve (i.e., if RNy ≤ Sin (RNx)), add 1 to S.
Step 5:
Add 1 to j. If j > N, go to Step 6; otherwise, go to Step 2.
Monte Carlo Simulation
RNy
Sin (x)
0 RNx
Step 6:
A S
The estimate of the area, A, is given by: =
XY N
Maximize Z = ( eX1 + X2 ) 2 + 3 ( 1 – X3 ) 2
Subject to:
0 ≤ X1 ≤ 1
0 ≤ X2 ≤ 2
2 ≤ X3 ≤ 3
Monte Carlo Simulation
Use the fundamental theory and logic of the Monte Carlo Simulation
technique to solve the following optimization problem:
Maximize Z = ( eX1 + X2 ) 2 + 3 ( 1 – X3 ) 2
Subject to:
0 ≤ X1 ≤ 1
0 ≤ X2 ≤ 2
2 ≤ X3 ≤ 3
Step 1:
Set j = 1 and choose a large value for N where:
j = trial number
N = total number of trials
Monte Carlo Simulation
Use the fundamental theory and logic of the Monte Carlo Simulation
technique to solve the following optimization problem:
Maximize Z = ( eX1 + X2 ) 2 + 3 ( 1 – X3 ) 2
Subject to:
0 ≤ X1 ≤ 1
0 ≤ X2 ≤ 2
2 ≤ X3 ≤ 3
Step 2:
Generate a proper random number, RN1 , over 0 and 1.
Step 3:
Generate another proper random number, RN2 , over 0 and 2.
Step 4:
Generate another proper random number, RN3 , over 2 and 3.
Monte Carlo Simulation
Use the fundamental theory and logic of the Monte Carlo Simulation
technique to solve the following optimization problem:
Maximize Z = ( eX1 + X2 ) 2 + 3 ( 1 – X3 ) 2
Subject to:
0 ≤ X1 ≤ 1
0 ≤ X2 ≤ 2
2 ≤ X3 ≤ 3
Step 5:
Substitute RN1 for X1 , RN2 for X2 , and RN3 for X3 in the
objective function. Store its value in Z(j) and record the
corresponding values for X1 , X2 , and X3.
Step 6:
Add 1 to j. If j > N, go to Step 7; otherwise, go to Step 2.
Monte Carlo Simulation
Use the fundamental theory and logic of the Monte Carlo Simulation
technique to solve the following optimization problem:
Maximize Z = ( eX1 + X2 ) 2 + 3 ( 1 – X3 ) 2
Subject to:
0 ≤ X1 ≤ 1
0 ≤ X2 ≤ 2
2 ≤ X3 ≤ 3
Step 7:
The approximate solution of the problem is determined by
the values of X1 ( = RN1 ), X2 ( = RN2 ), and X3 ( = RN3 ), which
correspond to the maximum value of { Z(j), j = 1, 2, 3, ..., N }.
NOTE: As N , X1 1, X2 2, and X3 3.