Pub Date : 2014-12-07DOI: 10.1109/WSC.2014.7020123
Y. Hu, Jun Xiao, G. Rong, Xiaolin Hu
Developing a simulation model needs lots of costs. If the model elements can be reused in newly developed models of the same physical system, the modeling costs will be reduced. Traditional DEVS model representations depend on programming languages. A modeler is difficult to identify the DEVS semantics of model elements, which limits the reuse of existing models. In this paper, the structured modeling technology is used to represent DEVS models. A DEVS model is represented as a structured model. An atomic model can be represented as a genus graph and a modular tree, and a coupled model can be represented as elemental detailed tables. Based on the visual representation, models can be stored, maintained and reused easily. Two cases for the application of structured DEVS model representation are also presented.
{"title":"A structured DEVS model representation based on extended structured modeling","authors":"Y. Hu, Jun Xiao, G. Rong, Xiaolin Hu","doi":"10.1109/WSC.2014.7020123","DOIUrl":"https://doi.org/10.1109/WSC.2014.7020123","url":null,"abstract":"Developing a simulation model needs lots of costs. If the model elements can be reused in newly developed models of the same physical system, the modeling costs will be reduced. Traditional DEVS model representations depend on programming languages. A modeler is difficult to identify the DEVS semantics of model elements, which limits the reuse of existing models. In this paper, the structured modeling technology is used to represent DEVS models. A DEVS model is represented as a structured model. An atomic model can be represented as a genus graph and a modular tree, and a coupled model can be represented as elemental detailed tables. Based on the visual representation, models can be stored, maintained and reused easily. Two cases for the application of structured DEVS model representation are also presented.","PeriodicalId":446873,"journal":{"name":"Proceedings of the Winter Simulation Conference 2014","volume":"303 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2014-12-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123123757","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 : 2014-12-07DOI: 10.1109/WSC.2014.7019947
Aurora J. Bristor, S. Barnes, M. Fu
The Financial Stability Oversight Council (FSOC) was created to identify and respond to emerging threats to the stability of the U.S. financial system. The research arm of the FSOC, the Office of Financial Research, has begun to explore agent-based models (ABMs) for measuring the emergent threat of systemic risk. We propose an ABM-based regulatory structure that incentivizes the honest participation and data contribution of regulated firms while providing clarity into the actions of the firms as endogenous to the market and driving emergent behavior. We build this scheme onto an existing ABM of a single-asset market to examine whether the structure of this scheme could provide its own benefits to market stabilization. We find that without regulatory intervention, markets acting within this proposed structure experience fewer bankruptcies and lower leverage buildup while returning larger profits for the same amount of risk.
金融稳定监督委员会(FSOC)的成立是为了识别和应对对美国金融体系稳定的新威胁。FSOC的研究机构金融研究办公室(Office of Financial research)已经开始探索基于主体的模型(ABMs)，以衡量系统风险的紧急威胁。我们提出了一种基于abm的监管结构，激励受监管公司的诚实参与和数据贡献，同时明确公司的行为是市场的内生因素，并推动紧急行为。我们将该方案建立在单一资产市场的现有ABM上，以检验该方案的结构是否能够为市场稳定提供自身的好处。我们发现，在没有监管干预的情况下，在这种结构下运作的市场经历了更少的破产和更低的杠杆积累，同时以同样的风险回报更大的利润。
{"title":"Regulation of systemic risk through contributory endogenous agent-based modeling","authors":"Aurora J. Bristor, S. Barnes, M. Fu","doi":"10.1109/WSC.2014.7019947","DOIUrl":"https://doi.org/10.1109/WSC.2014.7019947","url":null,"abstract":"The Financial Stability Oversight Council (FSOC) was created to identify and respond to emerging threats to the stability of the U.S. financial system. The research arm of the FSOC, the Office of Financial Research, has begun to explore agent-based models (ABMs) for measuring the emergent threat of systemic risk. We propose an ABM-based regulatory structure that incentivizes the honest participation and data contribution of regulated firms while providing clarity into the actions of the firms as endogenous to the market and driving emergent behavior. We build this scheme onto an existing ABM of a single-asset market to examine whether the structure of this scheme could provide its own benefits to market stabilization. We find that without regulatory intervention, markets acting within this proposed structure experience fewer bankruptcies and lower leverage buildup while returning larger profits for the same amount of risk.","PeriodicalId":446873,"journal":{"name":"Proceedings of the Winter Simulation Conference 2014","volume":"7 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2014-12-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121019850","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 : 2014-12-07DOI: 10.1109/WSC.2014.7019935
D. Leber, J. Herrmann
Prior to making a multiple attribute selection decision, a decision-maker may collect information to estimate the value of each attribute for each alternative. In this work, we consider a fixed experimental sample budget and address the problem of how best to allocate this budget across three attributes when the attribute value estimates have a normally distributed measurement error. We illustrate that the allocation choice impacts the decision-maker's ability to select the true best alternative. Through a simulation study we evaluate the performance of a common allocation approach of uniformly distributing the sample budget across the three attributes. We compare these results to the performance of several allocation rules that leverage the decision-maker's preferences. We found that incorporating the decision-maker's preferences into the allocation choice improves the probability of selecting the true best alternative.
{"title":"Sample allocation for multiple attribute selection problems","authors":"D. Leber, J. Herrmann","doi":"10.1109/WSC.2014.7019935","DOIUrl":"https://doi.org/10.1109/WSC.2014.7019935","url":null,"abstract":"Prior to making a multiple attribute selection decision, a decision-maker may collect information to estimate the value of each attribute for each alternative. In this work, we consider a fixed experimental sample budget and address the problem of how best to allocate this budget across three attributes when the attribute value estimates have a normally distributed measurement error. We illustrate that the allocation choice impacts the decision-maker's ability to select the true best alternative. Through a simulation study we evaluate the performance of a common allocation approach of uniformly distributing the sample budget across the three attributes. We compare these results to the performance of several allocation rules that leverage the decision-maker's preferences. We found that incorporating the decision-maker's preferences into the allocation choice improves the probability of selecting the true best alternative.","PeriodicalId":446873,"journal":{"name":"Proceedings of the Winter Simulation Conference 2014","volume":"8 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2014-12-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121227572","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 : 2014-12-07DOI: 10.1109/WSC.2014.7020016
M. Balaban, Patrick T. Hester, S. Diallo
This paper is the first from a series of papers that aim to develop a theory of multi-method M&S approach. The aim of this paper is to develop ontological basis for multi-method M&S approach. The first part of this paper discusses terms related to the use of more than a single modeling & simulation (M&S) method. This is to show the ontological ambiguity currently present within the M&S field in the context of using more than a single method. Next section provides the philosophical stance of the authors about the main terms in order to provide clarification and context of the term multi-method M&S approach. The last section takes these previous concepts and proposes a set of definitions relevant to a multi-method M&S approach, including its parent and derivative terms.
{"title":"Towards a theory of multi-method M&S approach: Part I","authors":"M. Balaban, Patrick T. Hester, S. Diallo","doi":"10.1109/WSC.2014.7020016","DOIUrl":"https://doi.org/10.1109/WSC.2014.7020016","url":null,"abstract":"This paper is the first from a series of papers that aim to develop a theory of multi-method M&S approach. The aim of this paper is to develop ontological basis for multi-method M&S approach. The first part of this paper discusses terms related to the use of more than a single modeling & simulation (M&S) method. This is to show the ontological ambiguity currently present within the M&S field in the context of using more than a single method. Next section provides the philosophical stance of the authors about the main terms in order to provide clarification and context of the term multi-method M&S approach. The last section takes these previous concepts and proposes a set of definitions relevant to a multi-method M&S approach, including its parent and derivative terms.","PeriodicalId":446873,"journal":{"name":"Proceedings of the Winter Simulation Conference 2014","volume":"32 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2014-12-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127108910","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 : 2014-12-07DOI: 10.1109/WSC.2014.7020049
Chao Meng, Y. Son, Benyong Hu
This paper proposes a capacity reservation mechanism for a single-supplier and multi-manufacturer supply chain. The manufacturers first determine the production capacity they should reserve from the supplier, and then realize their reservations and place corresponding supplementary orders within a realization time window. The supplier builds its regular production capacity according to the reservations that have been received, and emergency production capacity for orders that exceed its regular capacity. Towards this end, we develop an analytical model to quantify the manufacturers' optimal capacity reservation quantities and realization times, as well as the supplier's optimal regular capacity. Given regular production capacity competition, a Cellular Automata (CA) simulation model is developed to resolve the analytical intractability of reservation realization time by modeling the manufacturers in an N-person game and identifying the convergence condition. Experiment results indicate that the proposed capacity reservation mechanism outperforms the traditional wholesale price contract in a decentralized supply chain.
{"title":"Capacity reservation for a decentralized supply chain under resource competition: A game theoretic approach","authors":"Chao Meng, Y. Son, Benyong Hu","doi":"10.1109/WSC.2014.7020049","DOIUrl":"https://doi.org/10.1109/WSC.2014.7020049","url":null,"abstract":"This paper proposes a capacity reservation mechanism for a single-supplier and multi-manufacturer supply chain. The manufacturers first determine the production capacity they should reserve from the supplier, and then realize their reservations and place corresponding supplementary orders within a realization time window. The supplier builds its regular production capacity according to the reservations that have been received, and emergency production capacity for orders that exceed its regular capacity. Towards this end, we develop an analytical model to quantify the manufacturers' optimal capacity reservation quantities and realization times, as well as the supplier's optimal regular capacity. Given regular production capacity competition, a Cellular Automata (CA) simulation model is developed to resolve the analytical intractability of reservation realization time by modeling the manufacturers in an N-person game and identifying the convergence condition. Experiment results indicate that the proposed capacity reservation mechanism outperforms the traditional wholesale price contract in a decentralized supply chain.","PeriodicalId":446873,"journal":{"name":"Proceedings of the Winter Simulation Conference 2014","volume":"12 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2014-12-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125335289","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 : 2014-12-07DOI: 10.1109/WSC.2014.7020106
A. Kalir, Dean Grosbard
This paper provides a modeling approach for dealing with the challenging question of trade-off between capital utilization and production efficiency in semiconductor manufacturing where the ultimate goal is of maximum output at maximum velocity and minimum cost. Full fab simulation is used iteratively between models of “horizontal” and “vertical” simulations in order to rapidly generate results for different possible states of the fab with varying capital costs, matched cycle time (CT), and fixed throughput rate, so as to determine the most efficient operating condition for the fab with respect to cost, CT, and output.
{"title":"On the use of simulation in support of capital utilization","authors":"A. Kalir, Dean Grosbard","doi":"10.1109/WSC.2014.7020106","DOIUrl":"https://doi.org/10.1109/WSC.2014.7020106","url":null,"abstract":"This paper provides a modeling approach for dealing with the challenging question of trade-off between capital utilization and production efficiency in semiconductor manufacturing where the ultimate goal is of maximum output at maximum velocity and minimum cost. Full fab simulation is used iteratively between models of “horizontal” and “vertical” simulations in order to rapidly generate results for different possible states of the fab with varying capital costs, matched cycle time (CT), and fixed throughput rate, so as to determine the most efficient operating condition for the fab with respect to cost, CT, and output.","PeriodicalId":446873,"journal":{"name":"Proceedings of the Winter Simulation Conference 2014","volume":"35 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2014-12-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116510834","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 : 2014-12-07DOI: 10.1109/WSC.2014.7019985
Gina M. Dumkrieger, T. Huschka, J. Stubbs
In this paper we use simulation to evaluate the effect of shorter red cell shelf life on blood supplies at the Mayo Clinic and compare these results to previous work. Results show that a reduced maximum shelf life of 28 days is supportable under current conditions but that a maximum shelf life of 21 days or less will likely result in unacceptably high outdating rates or unmet patient demand. We also compare the result of discrete event simulation to those of a simple Excel-based simulation and find that the Excel-based simulation predicts a smaller increase in outdating rate in the same scenarios.
{"title":"Modeling the effect of shorter shelf life of red blood cells on blood supplies","authors":"Gina M. Dumkrieger, T. Huschka, J. Stubbs","doi":"10.1109/WSC.2014.7019985","DOIUrl":"https://doi.org/10.1109/WSC.2014.7019985","url":null,"abstract":"In this paper we use simulation to evaluate the effect of shorter red cell shelf life on blood supplies at the Mayo Clinic and compare these results to previous work. Results show that a reduced maximum shelf life of 28 days is supportable under current conditions but that a maximum shelf life of 21 days or less will likely result in unacceptably high outdating rates or unmet patient demand. We also compare the result of discrete event simulation to those of a simple Excel-based simulation and find that the Excel-based simulation predicts a smaller increase in outdating rate in the same scenarios.","PeriodicalId":446873,"journal":{"name":"Proceedings of the Winter Simulation Conference 2014","volume":"38 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2014-12-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122935810","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 : 2014-12-07DOI: 10.1109/WSC.2014.7020054
Jessica Mueller, David Claudio
Right-of-way prioritization at unsignalized intersections has been largely unexplored. Drivers do not always use consistent methods to determine who has the right-of-way to enter the intersection at unsignalized intersections. Problems with right-of-way assumptions include that not all drivers engage in one set algorithm to assess intersections priority, and issues of yielding can occur when drivers arrive at an intersection simultaneously or near-simultaneously. A discrete event simulation model was built to emulate a 4-way stop-signed intersection; and different prioritization rules were instated to determine which lane has right-of way. First-in-first-out and yield-to-right prioritization methods were found to differ in terms of time spent waiting and traveling through the intersection, as well as intersection throughput for different intervals of high traffic volume. The first-in-first-out prioritization algorithm provided superior service to drivers arriving at an intersection, compared to the traditional yield-to-right approach, in both low-and high-traffic volume conditions.
{"title":"Simulating unsignalized intersection right-of-way","authors":"Jessica Mueller, David Claudio","doi":"10.1109/WSC.2014.7020054","DOIUrl":"https://doi.org/10.1109/WSC.2014.7020054","url":null,"abstract":"Right-of-way prioritization at unsignalized intersections has been largely unexplored. Drivers do not always use consistent methods to determine who has the right-of-way to enter the intersection at unsignalized intersections. Problems with right-of-way assumptions include that not all drivers engage in one set algorithm to assess intersections priority, and issues of yielding can occur when drivers arrive at an intersection simultaneously or near-simultaneously. A discrete event simulation model was built to emulate a 4-way stop-signed intersection; and different prioritization rules were instated to determine which lane has right-of way. First-in-first-out and yield-to-right prioritization methods were found to differ in terms of time spent waiting and traveling through the intersection, as well as intersection throughput for different intervals of high traffic volume. The first-in-first-out prioritization algorithm provided superior service to drivers arriving at an intersection, compared to the traditional yield-to-right approach, in both low-and high-traffic volume conditions.","PeriodicalId":446873,"journal":{"name":"Proceedings of the Winter Simulation Conference 2014","volume":"33 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2014-12-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122665403","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 : 2014-12-07DOI: 10.1109/WSC.2014.7020199
R. Cheng
General purpose graphics processing units (GPGPUs) suitable for general purpose programming have become sufficiently affordable in the last three years to be used in personal workstations. In this paper we assess the usefulness of such hardware in the statistical analysis of simulation input and output data. In particular we consider the fitting of complex parametric statistical metamodels to large data samples where optimization of a statistical function of the data is needed and investigate whether use of a GPGPU in such a problem would be worthwhile. We give an example, involving loss-given-default data obtained in a real credit risk study, where use of Nelder-Mead optimization can be efficiently implemented using parallel processing methods. Our results show that significant improvements in computational speed of well over an order of magnitude are possible. With increasing interest in “big data” samples the use of GPGPUs is therefore likely to become very important.
{"title":"Massively parallel programming in statistical optimization & simulation","authors":"R. Cheng","doi":"10.1109/WSC.2014.7020199","DOIUrl":"https://doi.org/10.1109/WSC.2014.7020199","url":null,"abstract":"General purpose graphics processing units (GPGPUs) suitable for general purpose programming have become sufficiently affordable in the last three years to be used in personal workstations. In this paper we assess the usefulness of such hardware in the statistical analysis of simulation input and output data. In particular we consider the fitting of complex parametric statistical metamodels to large data samples where optimization of a statistical function of the data is needed and investigate whether use of a GPGPU in such a problem would be worthwhile. We give an example, involving loss-given-default data obtained in a real credit risk study, where use of Nelder-Mead optimization can be efficiently implemented using parallel processing methods. Our results show that significant improvements in computational speed of well over an order of magnitude are possible. With increasing interest in “big data” samples the use of GPGPUs is therefore likely to become very important.","PeriodicalId":446873,"journal":{"name":"Proceedings of the Winter Simulation Conference 2014","volume":"70 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2014-12-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122822266","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 : 2014-12-07DOI: 10.1109/WSC.2014.7020058
S. Phatak, J. Venkateswaran, Gunjan Pandey, S. Sabnis, Amit Pingle
This paper presents the use of simulation based optimization in addressing manufacturing flow problems at a heavy equipments manufacturer. Optimizing the buffer allocation in an assembly line and optimizing the worker assignment at workstations are two independent problems addressed, with the objective to maximize throughput rate. The simulation models of the system, built using an in-house tool based on SLX, is interfaced with a custom designed meta-heuristic based on Particle Swarm Optimization (PSO). Two versions of the PSO have been developed: one with integer decision variables (for buffer space allocation) and another with binary variables (for worker assignment). The performance of the proposed simulation based optimization scheme is illustrated using case studies.
{"title":"Simulation based optimization using PSO in manufacturing flow problems: A case study","authors":"S. Phatak, J. Venkateswaran, Gunjan Pandey, S. Sabnis, Amit Pingle","doi":"10.1109/WSC.2014.7020058","DOIUrl":"https://doi.org/10.1109/WSC.2014.7020058","url":null,"abstract":"This paper presents the use of simulation based optimization in addressing manufacturing flow problems at a heavy equipments manufacturer. Optimizing the buffer allocation in an assembly line and optimizing the worker assignment at workstations are two independent problems addressed, with the objective to maximize throughput rate. The simulation models of the system, built using an in-house tool based on SLX, is interfaced with a custom designed meta-heuristic based on Particle Swarm Optimization (PSO). Two versions of the PSO have been developed: one with integer decision variables (for buffer space allocation) and another with binary variables (for worker assignment). The performance of the proposed simulation based optimization scheme is illustrated using case studies.","PeriodicalId":446873,"journal":{"name":"Proceedings of the Winter Simulation Conference 2014","volume":"31 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2014-12-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114152511","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}
京公网安备 11010802042870号
京ICP备2023020795号-1
扫码关注我们
求助内容：
应助结果提醒方式：