{"title":"Unbiased Simulation Estimators for Jump-Diffusions","authors":"Guanting Chen, Alexander D. Shkolnik, K. Giesecke","doi":"10.1109/WSC40007.2019.9004767","DOIUrl":"https://doi.org/10.1109/WSC40007.2019.9004767","url":null,"abstract":"We develop and analyze an unbiased Monte Carlo estimator for a functional of a one-dimensional jump-diffusion process with a state-dependent drift, volatility, jump intensity and jump size. The approach combines a change of measure to sample the jumps with the parametrix method to simulate the diffusions. Under regularity conditions on the coefficient functions as well as the functional, we prove the unbiasedness and the finite variance property of the estimator. Numerical experiments illustrate the performance of the scheme.","PeriodicalId":127025,"journal":{"name":"2019 Winter Simulation Conference (WSC)","volume":"126 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132024077","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}
{"title":"Rolling Horizon Models for Inter-Depot Empty Container Repositioning","authors":"T. Ghorpade, N. Rangaraj","doi":"10.1109/WSC40007.2019.9004884","DOIUrl":"https://doi.org/10.1109/WSC40007.2019.9004884","url":null,"abstract":"Export customers requesting empty containers in the hinterland areas are serviced by maintaining sufficient inventory at each regional depot. The supply-demand imbalance at the regional level is stabilized by repositioning empty containers between inland depots. We propose an inter-depot empty container repositioning problem and a heuristic real-time decision algorithm to solve it. Initially, single-period travel time is considered and three models: Allocation Problem (AP), Value Approximation Model (SPL-VA), and Node Decomposition Heuristic (NDH-SP) are presented. The system is simulated over a certain time horizon by generating real-time supply and demand values, and the system’s evolution is studied under each of the proposed models. The VA models perform better than the AP with modest computational effort. The NDH-SP is further generalized to accommodate multi-period travel times. By simulating this algorithm with a demand rejection policy, we observe that maximum demand satisfaction is obtained by allowing medium-sized demand queues at the depots.","PeriodicalId":127025,"journal":{"name":"2019 Winter Simulation Conference (WSC)","volume":"271 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132242790","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}
{"title":"Transparency and Training in Manufacturing and Logistics Processes in Times of Industry 4.0 for Smes","authors":"Henning Strubelt, Sebastian Trojahn, S. Lang","doi":"10.1109/WSC40007.2019.9004939","DOIUrl":"https://doi.org/10.1109/WSC40007.2019.9004939","url":null,"abstract":"Based on our experience from multiple projects in the areas of production planning, scheduling, and delivery reliability in collaboration with small and medium enterprises (SMEs), we know that employees continue to change the planned manufacturing sequence at their workstations. Thus the expected optimum of the production planning cannot be reached. We will discuss the influence of different employee behavior patterns on the overall production output. We have developed a planning tool for optimization of production planning in manufacturing SMEs by means of simulation. This planning tool can not only support planners and machine operators, but can also be used as a training tool for employees in addition to improving the production sequence. It uses behavioral patterns to increase learning effects and generate higher system understanding on the side of the employees. In this study we use a simulation model to prove the negative effects of specific behavioral patterns.","PeriodicalId":127025,"journal":{"name":"2019 Winter Simulation Conference (WSC)","volume":"41 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130160866","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}
{"title":"Penalty Enforcement Or Cost Reduction – Which Approach Better Improves Supplier Process Yield?","authors":"C. Chen","doi":"10.1109/WSC40007.2019.9004746","DOIUrl":"https://doi.org/10.1109/WSC40007.2019.9004746","url":null,"abstract":"Retailers have been increasing standards for suppliers in regard to demand-fulfillment performance. To discourage partial deliveries due to unacceptable, defective products, retailers can unilaterally back-charge the supplier a penalty or collaboratively improve the supplier’s production process yield and reduce the supplier’s quality investment expenditure. In this study, we create an analytical model that compares the retailer’s penalty-enforcement and cost-reduction approaches in which the supplier must optimize its production process yield to minimize the total expected cost. The findings indicate that using either approach can induce the supplier to improve process yield. The simulation results show that the cost-reduction approach may require less effort than the penalty-enforcement approach to attain the same level of quality improvement.","PeriodicalId":127025,"journal":{"name":"2019 Winter Simulation Conference (WSC)","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129377675","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}
B. Onggo, L. Yilmaz, Franziska Klügl-Frohnmeyer, T. Terano, C. Macal
{"title":"Credible Agent-Based Simulation – An Illusion or Only A Step Awayƒ","authors":"B. Onggo, L. Yilmaz, Franziska Klügl-Frohnmeyer, T. Terano, C. Macal","doi":"10.1109/WSC40007.2019.9004716","DOIUrl":"https://doi.org/10.1109/WSC40007.2019.9004716","url":null,"abstract":"During the World Café activity at the 2018 Winter Simulation Conference, we discussed Agent-based Simulation (ABS) credibility. The topic is important since credible ABS leads to an impact on society whereby ABS is implemented by users and they can benefit from it. This paper presents the perspective of three academic panelists and a practitioner on the credibility of ABS. The discussion reveals that the increasing use of ABS models to explain social phenomena or systems that exhibit emergent behavior pose a challenge for model credibility. Several points and suggestions are raised by the panelists, including evaluating ABS model credibility via its explanatory power, the multi-dimensionality of credibility and the role of software engineering approaches.","PeriodicalId":127025,"journal":{"name":"2019 Winter Simulation Conference (WSC)","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131157618","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}
{"title":"Using Delays for Process flow Simplification","authors":"I. Stogniy, W. Scholl","doi":"10.1109/WSC40007.2019.9004724","DOIUrl":"https://doi.org/10.1109/WSC40007.2019.9004724","url":null,"abstract":"Infineon Technologies Dresden uses discrete event simulation to forecast key performance indicators. The simulation has also been used to perform experiments to improve production planning. It is important to reduce the efforts required for the creation and maintenance of the simulation models. Especially for the simulation studies, less detailed models can be utilized where components could be omitted. We considered a simplification of the process flows through operation substitution for constant delays. Different levels of model complexity were investigated. For each level, different tool sets were determined which were substituted for delays. First In First Out and Critical Ratio dispatching rules were used. Lot cycle time distributions were utilized in order to compare simplified models with a detailed model.","PeriodicalId":127025,"journal":{"name":"2019 Winter Simulation Conference (WSC)","volume":"15 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132855859","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}
{"title":"Optimizing Complex Interaction Dynamics in Critical Infrastructure with a Stochastic Kinetic Model","authors":"Fan Yang, Alina Vereshchaka, Wen Dong","doi":"10.1109/WSC40007.2019.9004667","DOIUrl":"https://doi.org/10.1109/WSC40007.2019.9004667","url":null,"abstract":"Emerging data that track the dynamics of large populations bring new potential for understanding human decision-making in a complex world and supporting better decision-making through the integration of continued partial observations about dynamics. However, existing models have difficulty with capturing the complex, diverse, evolving, and partially unknown dynamics in social networks, and with inferring system state from isolated observations about a tiny fraction of the individuals in the system. To solve real-world problems with a huge number of agents and system states and complicated agent interactions, we propose a stochastic kinetic model that captures complex decision-making and system dynamics using atomic events that are individually simple but together exhibit complex behaviors. As an example, we show how this model offers significantly better results for city-scale multi-objective driver route planning in significantly less time than models based on deep neural networks or co-evolution.","PeriodicalId":127025,"journal":{"name":"2019 Winter Simulation Conference (WSC)","volume":"45 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132772156","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}
Bert H. H. Hundscheid, Kay Peeters, J. Adan, Tugce G. Martagan, I. Adan
{"title":"A Hybrid Genetic Algorithm for the K-Bounded Semi-Online Bin Covering Problem in Batching Machines","authors":"Bert H. H. Hundscheid, Kay Peeters, J. Adan, Tugce G. Martagan, I. Adan","doi":"10.1109/WSC40007.2019.9004825","DOIUrl":"https://doi.org/10.1109/WSC40007.2019.9004825","url":null,"abstract":"The semi-online bin covering problem is a NP-hard problem that occurs in a batching processes in a high-end poultry processing line. The objective is to form batches of items with minimal giveaway, which is the difference between the target and realized batch weight. The items in this process are allocated in the order of arrival, and the weight of the first set of items is assumed to be known. We develop a novel hybrid genetic algorithm, combining a genetic algorithm and several local search methods. Simulation experiments based on real-world data are performed to gain managerial insights. These simulations suggest that the proposed algorithm produces high quality solutions within a reasonable time limit.","PeriodicalId":127025,"journal":{"name":"2019 Winter Simulation Conference (WSC)","volume":"34 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131295069","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}
H. Ehm, Nour Ramzy, Patrick Moder, Christoph Summerer, Simone Fetz, Cédric Neau
{"title":"Digital Reference – A Semantic Web for Semiconductor Manufacturing and Supply Chains Containing Semiconductors","authors":"H. Ehm, Nour Ramzy, Patrick Moder, Christoph Summerer, Simone Fetz, Cédric Neau","doi":"10.1109/WSC40007.2019.9004831","DOIUrl":"https://doi.org/10.1109/WSC40007.2019.9004831","url":null,"abstract":"Within the public-private ECSEL Joint Undertaking, the project Productive4.0 aims for improvements with regard to digitalization for electronic components like semiconductors and systems as key enabling technologies. The semiconductor industry has a high growth potential within the frame of digitalization as manufactured products are intensively used in production and B2B environment. Thus, Supply chains employing and fabricating semiconductors become the core driver and beneficent of digitalization. In order to exploit digitalization potentials, Semantic Web technologies are used to create a digital twin for semiconductor supply chains and supply chains containing semiconductors. Exemplary benefits of this lingua franca which can be understood by humans and machines alike for various applications like simulation, deep learning, security, trust, and automation are shown in this paper.","PeriodicalId":127025,"journal":{"name":"2019 Winter Simulation Conference (WSC)","volume":"26 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115369210","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}
{"title":">Simulation-Based Performance Evaluation of A Manufacturing Facility with Vertical As/Rs","authors":"N. Singh, Koen Herps, Tugce G. Martagan, I. Adan","doi":"10.1109/WSC40007.2019.9004715","DOIUrl":"https://doi.org/10.1109/WSC40007.2019.9004715","url":null,"abstract":"Klein Mechanisch Werkplaats Eindhoven (KMWE) is a precision manufacturing company situated in the Netherlands and recently relocated to a new location known as the ‘Brainport Industries Campus’ (BIC). This move allowed KMWE to improve the performance of its manufacturing facility known as the ‘Tool Service Center’ (TSC) by investing in vertical automated storage and retrieval systems (AS/RSs). However, these decisions needed to be made under input uncertainties since the move to BIC and modernization of existing equipment would cause changes in operating parameters inside the facility, over which little information was known in advance. In this study, we show how hybrid simulation modelling was used to assess the impact of input uncertainties (such as operator productivity, vertical storage height) on the throughput performance of TSC. Ultimately, the outcomes of this research project were used by KMWE to make an investment decision on new equipment acquisition quantity.","PeriodicalId":127025,"journal":{"name":"2019 Winter Simulation Conference (WSC)","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114956791","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}