INFORMS TMS2006 Simulation

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    INFORMS Teaching ofINFORMS Teaching of

    Management ScienceManagement ScienceWorkshopWorkshop

    Teaching SimulationTeaching Simulation

    Andy Seila University ofAndy Seila University ofGeorgiaGeorgia

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    About MeAbout Me

    Training: OR (not business)Training: OR (not business)

    Simulation oursesSimulation ourses

    Undergrad! "#A! "asters in "S! $h%Undergrad! "#A! "asters in "S! $h%

    &ull courses&ull courses

    "odule in "an' Science course"odule in "an' Science course

    Single lecture in secialied courseSingle lecture in secialied course

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    About YouAbout You

    *n +hat tye of rogram do you*n +hat tye of rogram do you

    teach,teach,

    #usiness#usiness

    *ndustrial -ngineering*ndustrial -ngineering

    OROR

    "ath"ath OtherOther

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    About Your SimulationAbout Your Simulation

    CourseCourse *n +hat degree rogram is your*n +hat degree rogram is your

    simulation course taught,simulation course taught,

    UndergradUndergrad

    "#A"#A

    "S or "A or secialied masters"S or "A or secialied masters

    $h%$h% OtherOther

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    About Your SimulationAbout Your Simulation

    CourseCourse .hat is the length of your.hat is the length of your

    simulation course,simulation course,

    &ull Semester&ull Semester

    Several +ee/sSeveral +ee/s

    One or t+o +ee/sOne or t+o +ee/s

    One or t+o classesOne or t+o classes OtherOther

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    About Your StuentsAbout Your Stuents

    .hat is the robability and.hat is the robability andstatistics bac/ground of yourstatistics bac/ground of your

    students,students, $rob' and stat! multile courses$rob' and stat! multile courses

    $rob' and stat! one course each$rob' and stat! one course each

    $rob'! no stat$rob'! no stat

    Stat! no rob'Stat! no rob'

    0one0one

    OtherOther

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    What is simulation!What is simulation!

    .or/ in a grou of 1 or 2! and +rite.or/ in a grou of 1 or 2! and +rite

    do+n a de3nition or descrition ofdo+n a de3nition or descrition of

    simulation'simulation'

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    What is simulation!What is simulation!

    Simulation: A samling e4erimentSimulation: A samling e4eriment

    done on a (digital) comuter'done on a (digital) comuter'

    5as a (stochastic) model'5as a (stochastic) model'

    Re6uires data analysis'Re6uires data analysis'

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    Anal"sis of an O#ceAnal"sis of an O#ce

    $uiling %ro&ect$uiling %ro&ectGoal: sensitivity analysisGoal: sensitivity analysis

    .hat do +e +ant the students to.hat do +e +ant the students to

    learn from this e4amle,learn from this e4amle,

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    About Your SimulationAbout Your Simulation

    CourseCourse $rimary goal$rimary goal

    7iteracy7iteracy

    #uild simle models#uild simle models

    %evelo modeling and roblem%evelo modeling and roblem

    solving s/illssolving s/ills

    7earn simulation methodology7earn simulation methodology OtherOther

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    About Your SimulationAbout Your Simulation

    CourseCourse Soft+are usedSoft+are used

    SreadsheetSreadsheet .ith 8R*S9 or rystal #all,.ith 8R*S9 or rystal #all, .ith some other addin,.ith some other addin,

    ;ust the sreadsheet,;ust the sreadsheet,

    %iscrete event simulation ac/age%iscrete event simulation ac/ageli/e Arenali/e Arena

    OtherOther

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    %optools%optools

    &ree set of sreadsheet tools&ree set of sreadsheet tools

    Random variate generationRandom variate generation htt:

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    A Stochastic MoelA Stochastic Moel

    MODEL

    Parameters

    Decisions

    Random

    Variates

    Outputs

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    An '(ample ) 'O*An '(ample ) 'O*

    MoelMoelThis e4amle sho+s all arts of the modeling!This e4amle sho+s all arts of the modeling!

    analysis and decision ma/ing rocesses'analysis and decision ma/ing rocesses'

    ost = ost = ee>(suly demand) if suly ? demand>(suly demand) if suly ? demand = = ss>(demand suly)>(demand suly) if suly @=if suly @=demanddemand

    %emand -rlang(B! 1)%emand -rlang(B! 1).hat is mean cost! given the order 6uantity,.hat is mean cost! given the order 6uantity,

    "odel has a solution: &(C)=s

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    Simulation+ TopicsSimulation+ Topics

    "odels and modeling"odels and modeling 5o+ to create and imlement a model'5o+ to create and imlement a model'

    Random variates and random henomenaRandom variates and random henomena

    oncets and samling methods'oncets and samling methods' SimulationSimulation

    5o+ to samle the behavior of the system and do5o+ to samle the behavior of the system and dorelications'relications'

    Outut data analysisOutut data analysis 5o+ to estimate erformance measures from outut5o+ to estimate erformance measures from outut

    data'data'

    %ecision ma/ing%ecision ma/ing Using the estimates to choose decisions'Using the estimates to choose decisions'

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    Simulation , TopicsSimulation , Topics

    Other toics:Other toics:

    *nut data analysis*nut data analysis

    &inancial models&inancial models

    %eendent rocesses (6ueu%eendent rocesses (6ueueeing!ing!

    inventory! etc')inventory! etc')

    %iscrete event simulation%iscrete event simulation

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    Another '(ample )Another '(ample )

    *ueueing Moel*ueueing MoelThis model sho+s ho+ to simulateThis model sho+s ho+ to simulate

    a random rocess'a random rocess'

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    -iscussion *uestions-iscussion *uestions

    Are students reared to ta/e theAre students reared to ta/e the

    simulation course,simulation course,

    .hat bac/ground toics should.hat bac/ground toics shouldyou cover early in the course,you cover early in the course,

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    -iscussion *uestions-iscussion *uestions

    .hat is the best order of.hat is the best order of

    resentation,resentation,

    over each techni6ue! then utover each techni6ue! then utthem together,them together,

    ;um into an alication! then;um into an alication! then

    bac/u and cover the methodology,bac/u and cover the methodology,

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    Acti.e /earningActi.e /earning

    5o+ can +e incororate active5o+ can +e incororate active

    learning in the class,learning in the class,

    .hat tyes of e4ercises can be.hat tyes of e4ercises can beused,used,

    Students have a sreadsheetStudents have a sreadsheet

    .e donEt have a +ay to sho+ each.e donEt have a +ay to sho+ eachstudentEs +or/ to the classstudentEs +or/ to the class

    Google sreadsheets,Google sreadsheets,

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    Thank "ou0Thank "ou0

    seila8uga'eduseila8uga'edu

    +++'terry'uga'edu