Pub Date : 2010-12-05DOI: 10.1109/WSC.2010.5678905
Catherine Brickner, Dennis Indrawan, Derrick Williams, S. Chakravarthy
In this paper we simulate a queueing model useful in a service system with the help of ARENA simulation software. The service calls (henceforth referred to as customers) arrive to a processing center according to a Markovian arrival process (MAP). There is a buffer of finite size to hold the customers. Any customer finding the buffer is considered lost. An arriving customer belongs to one of three types, and the admitted customer is served by one of many dedicated servers (exclusively set aside for each of the three types of customers) or by one of many flexible servers who are capable of servicing all types of customers. The flexible servers are used only when the respective dedicated servers are all busy. A priority scheme is used to select the type of customer from the buffer when a flexible server is called for servicing the waiting customers. The processing times are assumed to be of phase type. Simulated results are discussed.
{"title":"Simulation of a stochastic model for a service system","authors":"Catherine Brickner, Dennis Indrawan, Derrick Williams, S. Chakravarthy","doi":"10.1109/WSC.2010.5678905","DOIUrl":"https://doi.org/10.1109/WSC.2010.5678905","url":null,"abstract":"In this paper we simulate a queueing model useful in a service system with the help of ARENA simulation software. The service calls (henceforth referred to as customers) arrive to a processing center according to a Markovian arrival process (MAP). There is a buffer of finite size to hold the customers. Any customer finding the buffer is considered lost. An arriving customer belongs to one of three types, and the admitted customer is served by one of many dedicated servers (exclusively set aside for each of the three types of customers) or by one of many flexible servers who are capable of servicing all types of customers. The flexible servers are used only when the respective dedicated servers are all busy. A priority scheme is used to select the type of customer from the buffer when a flexible server is called for servicing the waiting customers. The processing times are assumed to be of phase type. Simulated results are discussed.","PeriodicalId":272260,"journal":{"name":"Proceedings of the 2010 Winter Simulation Conference","volume":"91 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2010-12-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127129750","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2010-12-05DOI: 10.1109/WSC.2010.5678944
Mengying Fu, M. Haghnevis, Ronald G. Askin, J. Fowler, Muhong Zhang
In order to process a product in a semiconductor back-end facility, a machine needs to be qualified first by having a product-specific software program installed on it. Then a tool set must be available and attached on the machine while it is processing the product. In general not all machines are qualified to process all products due to the high machine qualification cost and tool set availability. However, the machine qualification decision is very important because it affects capacity allocation in the facility and subsequently affects daily production scheduling. To balance the tradeoff between the machine qualification costs and backorder costs, a product-machine qualification optimization model is proposed in this paper.
{"title":"Machine qualification management for a semiconductor back-end facility","authors":"Mengying Fu, M. Haghnevis, Ronald G. Askin, J. Fowler, Muhong Zhang","doi":"10.1109/WSC.2010.5678944","DOIUrl":"https://doi.org/10.1109/WSC.2010.5678944","url":null,"abstract":"In order to process a product in a semiconductor back-end facility, a machine needs to be qualified first by having a product-specific software program installed on it. Then a tool set must be available and attached on the machine while it is processing the product. In general not all machines are qualified to process all products due to the high machine qualification cost and tool set availability. However, the machine qualification decision is very important because it affects capacity allocation in the facility and subsequently affects daily production scheduling. To balance the tradeoff between the machine qualification costs and backorder costs, a product-machine qualification optimization model is proposed in this paper.","PeriodicalId":272260,"journal":{"name":"Proceedings of the 2010 Winter Simulation Conference","volume":"17 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2010-12-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127787939","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2010-12-05DOI: 10.1109/WSC.2010.5678861
J. Rangel, Andre Prado Cunha, Leandro Rangel de Azevedo, D. S. Vianna
We present, in this paper, a simulation model to evaluate the sugarcane supply system to mills. The model addressed, on the whole, harvest operations (cutting and shipping), transportation and unloading at the mill (also considering the reception system of sugarcane within the mill). The model could adequately assess the relation of the freight, the lead time, the fleet of trucks and discount (opposite of agio), apart from the cost of cutting and shipping, related to the amount to be paid by the sugarcane load furnished to the mill.
{"title":"A simulation model to evaluate sugarcane supply systems","authors":"J. Rangel, Andre Prado Cunha, Leandro Rangel de Azevedo, D. S. Vianna","doi":"10.1109/WSC.2010.5678861","DOIUrl":"https://doi.org/10.1109/WSC.2010.5678861","url":null,"abstract":"We present, in this paper, a simulation model to evaluate the sugarcane supply system to mills. The model addressed, on the whole, harvest operations (cutting and shipping), transportation and unloading at the mill (also considering the reception system of sugarcane within the mill). The model could adequately assess the relation of the freight, the lead time, the fleet of trucks and discount (opposite of agio), apart from the cost of cutting and shipping, related to the amount to be paid by the sugarcane load furnished to the mill.","PeriodicalId":272260,"journal":{"name":"Proceedings of the 2010 Winter Simulation Conference","volume":"16 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2010-12-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116813586","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2010-12-05DOI: 10.1109/WSC.2010.5679082
Warren R. Scott, Warrren B Powell, H. Simão
We describe an adaptation of the knowledge gradient, originally developed for discrete ranking and selection problems, to the problem of calibrating continuous parameters for the purpose of tuning a simulator. The knowledge gradient for continuous parameters uses a continuous approximation of the expected value of a single measurement to guide the choice of where to collect information next. We show how to find the parameter setting that maximizes the expected value of a measurement by optimizing a continuous but nonconcave surface. We compare the method to sequential kriging for a series of test surfaces, and then demonstrate its performance in the calibration of an expensive industrial simulator.
{"title":"Calibrating simulation models using the knowledge gradient with continuous parameters","authors":"Warren R. Scott, Warrren B Powell, H. Simão","doi":"10.1109/WSC.2010.5679082","DOIUrl":"https://doi.org/10.1109/WSC.2010.5679082","url":null,"abstract":"We describe an adaptation of the knowledge gradient, originally developed for discrete ranking and selection problems, to the problem of calibrating continuous parameters for the purpose of tuning a simulator. The knowledge gradient for continuous parameters uses a continuous approximation of the expected value of a single measurement to guide the choice of where to collect information next. We show how to find the parameter setting that maximizes the expected value of a measurement by optimizing a continuous but nonconcave surface. We compare the method to sequential kriging for a series of test surfaces, and then demonstrate its performance in the calibration of an expensive industrial simulator.","PeriodicalId":272260,"journal":{"name":"Proceedings of the 2010 Winter Simulation Conference","volume":"18 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2010-12-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116817435","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2010-12-05DOI: 10.1109/WSC.2010.5678877
EunSu Lee, K. Farahmand
A logistics network management system controlling the entire supply chain was designed to reduce the total cost and to achieve an efficient system. The interactions between inventory and transportation strategies in the logistics network are presented in this paper. Demand volumes and shipping sizes were simulated as part of a new conceptual model by using a discrete event simulation to minimize the total cost in the supply chain. The experiments indicate that the Full Truckload scenario leads to cost-efficiency and the larger demand size results in smaller cost per unit based on economies of scale. Considering the interaction effects, the demand size has a greater impact on the cost reduction than the shipping size.
{"title":"Simulation of a base stock inventory management system integrated with transportation strategies of a logistic network","authors":"EunSu Lee, K. Farahmand","doi":"10.1109/WSC.2010.5678877","DOIUrl":"https://doi.org/10.1109/WSC.2010.5678877","url":null,"abstract":"A logistics network management system controlling the entire supply chain was designed to reduce the total cost and to achieve an efficient system. The interactions between inventory and transportation strategies in the logistics network are presented in this paper. Demand volumes and shipping sizes were simulated as part of a new conceptual model by using a discrete event simulation to minimize the total cost in the supply chain. The experiments indicate that the Full Truckload scenario leads to cost-efficiency and the larger demand size results in smaller cost per unit based on economies of scale. Considering the interaction effects, the demand size has a greater impact on the cost reduction than the shipping size.","PeriodicalId":272260,"journal":{"name":"Proceedings of the 2010 Winter Simulation Conference","volume":"16 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2010-12-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131422011","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2010-12-05DOI: 10.1109/WSC.2010.5678961
P. Glasserman, Xingbo Xu
We develop an importance sampling (IS) algorithm to estimate the lower tail of the distribution of returns for a discretely rebalanced portfolio—one in which portfolio weights are reset at regular intervals. We use a more tractable continuously rebalanced portfolio to design the IS estimator. We analyze a limiting regime based on estimating probabilities farther in the tail while letting the rebalancing frequency increase. We show that the estimator is asymptotically efficient for this sequence of problems; its relative error grows in proportion to the fourth root of the number of rebalancing dates.
{"title":"Importance sampling for tail risk in discretely rebalanced portfolios","authors":"P. Glasserman, Xingbo Xu","doi":"10.1109/WSC.2010.5678961","DOIUrl":"https://doi.org/10.1109/WSC.2010.5678961","url":null,"abstract":"We develop an importance sampling (IS) algorithm to estimate the lower tail of the distribution of returns for a discretely rebalanced portfolio—one in which portfolio weights are reset at regular intervals. We use a more tractable continuously rebalanced portfolio to design the IS estimator. We analyze a limiting regime based on estimating probabilities farther in the tail while letting the rebalancing frequency increase. We show that the estimator is asymptotically efficient for this sequence of problems; its relative error grows in proportion to the fourth root of the number of rebalancing dates.","PeriodicalId":272260,"journal":{"name":"Proceedings of the 2010 Winter Simulation Conference","volume":"43 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2010-12-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132021066","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2010-12-05DOI: 10.1109/WSC.2010.5679122
N. Mustafee, Simon J. E. Taylor
Collaborative research has facilitated the development of distributed systems that provide users nontrivial access to geographically dispersed resources that are administered in multiple computer domains. The term grid computing is popularly used to refer to such distributed systems. Scientific simulations have traditionally been the primary benefactor of grid computing. The application of this technology to simulation in industry has, however, been negligible. This research investigates grid technology in the context of Commercial Simulation Packages (CSPs). Towards this end, the paper identifies (a) six CSP-specific grid services, (b) identifies grid middleware that could be used to provide the CSP-specific grid services, and (c) list CSPs that include vendor-specific solutions for these grid services. The authors hope that this research will lead to an increased awareness of the potential of grid computing among simulation end users and CSP vendors.
{"title":"Grid services for Commercial Simulation Packages","authors":"N. Mustafee, Simon J. E. Taylor","doi":"10.1109/WSC.2010.5679122","DOIUrl":"https://doi.org/10.1109/WSC.2010.5679122","url":null,"abstract":"Collaborative research has facilitated the development of distributed systems that provide users nontrivial access to geographically dispersed resources that are administered in multiple computer domains. The term grid computing is popularly used to refer to such distributed systems. Scientific simulations have traditionally been the primary benefactor of grid computing. The application of this technology to simulation in industry has, however, been negligible. This research investigates grid technology in the context of Commercial Simulation Packages (CSPs). Towards this end, the paper identifies (a) six CSP-specific grid services, (b) identifies grid middleware that could be used to provide the CSP-specific grid services, and (c) list CSPs that include vendor-specific solutions for these grid services. The authors hope that this research will lead to an increased awareness of the potential of grid computing among simulation end users and CSP vendors.","PeriodicalId":272260,"journal":{"name":"Proceedings of the 2010 Winter Simulation Conference","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2010-12-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134490180","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2010-12-05DOI: 10.1109/WSC.2010.5678885
Lin Li, K. Sourirajan, K. Katircioglu
We present a simulation-regression based method for obtaining inventory policies for a two-echelon distribution system with service level constraints. Our motivation comes from a wholesale distributor in the consumer products industry with thousands of products that have different cost, demand, and lead time characteristics. We need to obtain good inventory policies quickly so that supply chain managers can run and analyze multiple scenarios effectively in reasonable amount of time. While simulation-based optimization approaches can be used, the time required to solve the inventory problem for a large number of products is prohibitive. On the other hand, available quick approximations are not guaranteed to provide satisfactory solutions. Our approach involves sampling the universe of products with different problem parameters, obtaining their optimal inventory policies via simulation-based optimization and then using regression methods to characterize the inventory policy for similar products. We show that our method obtains near-optimal policies and is quite robust.
{"title":"Empirical methods for two-echelon inventory management with service level constraints based on simulation-regression","authors":"Lin Li, K. Sourirajan, K. Katircioglu","doi":"10.1109/WSC.2010.5678885","DOIUrl":"https://doi.org/10.1109/WSC.2010.5678885","url":null,"abstract":"We present a simulation-regression based method for obtaining inventory policies for a two-echelon distribution system with service level constraints. Our motivation comes from a wholesale distributor in the consumer products industry with thousands of products that have different cost, demand, and lead time characteristics. We need to obtain good inventory policies quickly so that supply chain managers can run and analyze multiple scenarios effectively in reasonable amount of time. While simulation-based optimization approaches can be used, the time required to solve the inventory problem for a large number of products is prohibitive. On the other hand, available quick approximations are not guaranteed to provide satisfactory solutions. Our approach involves sampling the universe of products with different problem parameters, obtaining their optimal inventory policies via simulation-based optimization and then using regression methods to characterize the inventory policy for similar products. We show that our method obtains near-optimal policies and is quite robust.","PeriodicalId":272260,"journal":{"name":"Proceedings of the 2010 Winter Simulation Conference","volume":"794 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2010-12-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133485930","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2010-12-05DOI: 10.1109/WSC.2010.5679047
James Decraene, Mahinthan Chandramohan, M. Low, Chwee Seng Choo
We report preliminary studies on evolvable simulations applied to Automated Red Teaming (ART). ART is a vulnerability assessment tool in which agent-based models of simplified military scenarios are repeatedly and automatically generated, executed and varied. Nature-inspired heuristic techniques are utilized to drive the exploration of simulation models to exhibit desired system behaviors. To date, ART investigations have essentially addressed the evolution of a limited fixed set of parameters determining the agents' behavior. We propose to extend ART to widen the range of evolvable simulation model parameters. Using this “evolvable simulation” approach, we conduct experiments in which the agents' structure is evolved. Specifically, a maritime scenario is examined where the individual trajectories of belligerent vessels are evolved to break Blue. These experiments are conducted using a modular evolutionary framework coined CASE. The results present counter-intuitive outcomes and suggest that evolvable simulation is a promising technique to enhance ART.
{"title":"Evolvable simulations applied to Automated Red Teaming: A preliminary study","authors":"James Decraene, Mahinthan Chandramohan, M. Low, Chwee Seng Choo","doi":"10.1109/WSC.2010.5679047","DOIUrl":"https://doi.org/10.1109/WSC.2010.5679047","url":null,"abstract":"We report preliminary studies on evolvable simulations applied to Automated Red Teaming (ART). ART is a vulnerability assessment tool in which agent-based models of simplified military scenarios are repeatedly and automatically generated, executed and varied. Nature-inspired heuristic techniques are utilized to drive the exploration of simulation models to exhibit desired system behaviors. To date, ART investigations have essentially addressed the evolution of a limited fixed set of parameters determining the agents' behavior. We propose to extend ART to widen the range of evolvable simulation model parameters. Using this “evolvable simulation” approach, we conduct experiments in which the agents' structure is evolved. Specifically, a maritime scenario is examined where the individual trajectories of belligerent vessels are evolved to break Blue. These experiments are conducted using a modular evolutionary framework coined CASE. The results present counter-intuitive outcomes and suggest that evolvable simulation is a promising technique to enhance ART.","PeriodicalId":272260,"journal":{"name":"Proceedings of the 2010 Winter Simulation Conference","volume":"43 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2010-12-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132182647","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2010-12-05DOI: 10.1109/WSC.2010.5679125
Arne T. Bittig, A. Uhrmacher
Most modeling and simulation approaches applied in cell biology assume a homogeneous distribution of particles in space, although experimental studies reveal the importance of space to understand the dynamics of cells. There are already numerous spatial approaches focusing on the simulation of cells. Recently, they have been complemented by a set of spatial modeling languages whose operational semantics are tied partly to existing simulation algorithms. These modeling languages allow an explicit description of spatial phenomena, and facilitate analysis of the temporal spatial dynamics of cells by a clear separation between model, semantics, and simulator. With the supported level of abstraction, each of those offers a different perception of the spatial phenomena under study. In this paper, we give an overview of existing modeling formalisms and discuss some ways of combining approaches to tackle the problem the computational costs induced by spatial dynamics.
{"title":"Spatial modeling in cell biology at multiple levels","authors":"Arne T. Bittig, A. Uhrmacher","doi":"10.1109/WSC.2010.5679125","DOIUrl":"https://doi.org/10.1109/WSC.2010.5679125","url":null,"abstract":"Most modeling and simulation approaches applied in cell biology assume a homogeneous distribution of particles in space, although experimental studies reveal the importance of space to understand the dynamics of cells. There are already numerous spatial approaches focusing on the simulation of cells. Recently, they have been complemented by a set of spatial modeling languages whose operational semantics are tied partly to existing simulation algorithms. These modeling languages allow an explicit description of spatial phenomena, and facilitate analysis of the temporal spatial dynamics of cells by a clear separation between model, semantics, and simulator. With the supported level of abstraction, each of those offers a different perception of the spatial phenomena under study. In this paper, we give an overview of existing modeling formalisms and discuss some ways of combining approaches to tackle the problem the computational costs induced by spatial dynamics.","PeriodicalId":272260,"journal":{"name":"Proceedings of the 2010 Winter Simulation Conference","volume":"4 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2010-12-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122422323","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}