PHÂN TÍCH ĐỊNH LƯỢNG TRONG QUẢN TRỊ

CHƯƠNG 5: MÔ PHỎNG

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Nội dung bài giảng

1. Advantages and Disadvantages of Simulation

2. Generation of Random Numbers

3. Generation of Random Observations from a Probability Distribution

4. Monte Carlo Simulation

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1. Advantages and Disadvantages of Simulation
Advantages of Simulation
Simulation is a tool that has become widely accepted by managers for
several reasons:
1. It is relatively straightforward and flexible. It can be used to compare
many different scenarios side-by-side.
2. Recent advances in software make some simulation models very easy to
develop.
3. It can be used to analyze large and complex real-world situations that
cannot be solved by conventional quantitative analysis models. For
example, it may not be possible to build and solve a mathematical
model of a city government system that incorporates important
economic, social, environmental, and political factors. Simulation has
been used successfully to model urban systems, hospitals, educational
systems, national and state economies, and even world food systems.

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Advantages of Simulation (continue)
4. Simulation allows what-if? types of questions. Managers like to know in
advance what options are attractive. With a computer, a manager can
try out several policy decisions within a matter of minutes.
5. Simulations do not interfere with the real-world system. It may be too
disruptive, for example, to experiment with new policies or ideas in a
hospital, school, or manufacturing plant. With simulation, experiments
are done with the model, not on the system itself.
6. Simulation allows us to study the interactive effect of individual
components or variables to determine which ones are important.
7. “Time compression” is possible with simulation. The effect of ordering,
advertising, or other policies over many months or years can be
obtained by computer simulation in a short time.

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Advantages of Simulation (continue)
8. Simulation allows for the inclusion of real-world complications that
most quantitative analysis models cannot permit. For example, some
queuing models require exponential or Poisson distributions; some
inventory and network models require normality. But simulation can use
any probability distribution that the user defines; it does not require any
particular distribution.

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Disadvantages of Simulation
1. Good simulation models for complex situations can be very expensive.
It is often a long, complicated process to develop a model. A corporate
planning model, for example, may take months or even years to develop.
2. Simulation does not generate optimal solutions to problems as do other
quantitative analysis techniques such as economic order quantity, linear
programming, or PERT. It is a trial-and-error approach that can
produce different solutions in repeated runs.
3. Managers must generate all of the conditions and constraints for
solutions that they want to examine. The simulation model does not
produce answers by itself.
4. Each simulation model is unique. Its solutions and inferences are not
usually transferable to other problems.

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2. Generation of Random Numbers
Random number generator
A random number generator is an algorithm that produces sequences of
numbers that follow a specified probability distribution and possess the
appearance of randomness

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Mixed Congruential Method

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Example:
Generate random interger numbers by Mixed Congruential Method
with m = 8, a = 5, c = 7, x0 = 4.

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Generate uniform random number between 0 and 1

Example:

(here m = 8)
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Bài tập
(a) Generate random interger numbers by Mixed Congruential Method with m = 11, a = 9,
c = 6, x0 = 3.
(b) Convert random interger numbers from (a) to uniform random numbers between 0 and 1.

Solution: . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
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Bài tập
(a) Generate random interger numbers by Mixed Congruential Method with m = 13, a = 2,
c = 5, x0 = 7.
(b) Convert random interger numbers from (a) to uniform random numbers between 0 and 1.

Solution: . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
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3. Generation of Random Observations from a
Probability Distribution

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4. Monte Carlo Simulation

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THANK YOU for YOUR ATTENTION

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