Proceedings of the Winter Simulation Conference 2014最新文献

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Yard crane deployment in container terminals 堆场起重机在集装箱码头的部署
Proceedings of the Winter Simulation Conference 2014 Pub Date : 2014-12-07 DOI: 10.1109/WSC.2014.7020023
Shell-Ying Huang, Ya Li, Meimei Lau, T. C. Tay
{"title":"Yard crane deployment in container terminals","authors":"Shell-Ying Huang, Ya Li, Meimei Lau, T. C. Tay","doi":"10.1109/WSC.2014.7020023","DOIUrl":"https://doi.org/10.1109/WSC.2014.7020023","url":null,"abstract":"A three-level, hierarchical system for yard crane (YC) management in container terminals and the algorithms for the bottom two levels were proposed in previous studies. The bottom two levels are responsible for YC job sequencing and intra-row YC deployment. This paper presents YC deployment strategies for inter-row YC deployment. The objectives are to minimize vehicle waiting times and the number of overflow jobs. We show by realistic simulation experiments that (1) when the number of yard cranes is less than the number of yard blocks, deploying YCs in proportion to the number of jobs in each row (3L-Pro-Jobs) is the best; (2) when the number of yard cranes is equal to or more than the number of yard blocks, the apparent workload approach, 3L-AW, performs best.","PeriodicalId":446873,"journal":{"name":"Proceedings of the Winter Simulation Conference 2014","volume":"28 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":"124960360","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}
引用次数: 4
A comprehensive simulation modeling of an emergency department: A case study for simulation optimization of staffing levels 急诊科综合仿真建模:人员配置水平仿真优化案例研究
Proceedings of the Winter Simulation Conference 2014 Pub Date : 2014-12-07 DOI: 10.1109/WSC.2014.7019996
K. Ghanes, O. Jouini, Zied Jemaï, M. Wargon, R. Hellmann, Valérie Thomas, G. Koole
{"title":"A comprehensive simulation modeling of an emergency department: A case study for simulation optimization of staffing levels","authors":"K. Ghanes, O. Jouini, Zied Jemaï, M. Wargon, R. Hellmann, Valérie Thomas, G. Koole","doi":"10.1109/WSC.2014.7019996","DOIUrl":"https://doi.org/10.1109/WSC.2014.7019996","url":null,"abstract":"We propose a Discrete Event Simulation (DES) model for an emergency department (ED). The model is developed in close collaboration with the French hospital Saint Camille, and is validated using real data. The objective of this model is to help ED managers better understand the behavior of the system and to improve the ED operations performance. The most essential features of an ED are considered in the model. A case study is conducted in order to allow decision makers select the most relevant investment in the human staffing budget. A simulation-based optimization algorithm is adopted to minimize the average Length of Stay (LOS) under a budget constraint. We conduct a sensitivity analysis on the optimal average LOS as a function of the staffing budget, and derive useful recommendations to managers on how the budget can impact the performance of the system.","PeriodicalId":446873,"journal":{"name":"Proceedings of the Winter Simulation Conference 2014","volume":"196 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":"125097347","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}
引用次数: 34
Efficient Monte Carlo CVA estimation 有效的蒙特卡罗CVA估计
Proceedings of the Winter Simulation Conference 2014 Pub Date : 2014-12-07 DOI: 10.1109/WSC.2014.7019911
Samim Ghamami, Bo Zhang
{"title":"Efficient Monte Carlo CVA estimation","authors":"Samim Ghamami, Bo Zhang","doi":"10.1109/WSC.2014.7019911","DOIUrl":"https://doi.org/10.1109/WSC.2014.7019911","url":null,"abstract":"This paper presents an overview of the efficient Monte Carlo counterparty credit risk (CCR) estimation framework recently developed by Ghamami and Zhang (2014). We focus on the estimation of credit value adjustment (CVA), one of the most widely used and regulatory-driven counterparty credit risk measures. Our proposed efficient CVA estimators are developed based on novel applications of well-known mean square error (MSE) reduction techniques in the simulation literature. Our numerical examples illustrate that the efficient estimators outperform the existing crude estimators of CVA substantially in terms of MSE.","PeriodicalId":446873,"journal":{"name":"Proceedings of the Winter Simulation Conference 2014","volume":"122 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":"122624098","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}
引用次数: 0
On adaptive sampling rules for stochastic recursions 随机递归的自适应抽样规则
Proceedings of the Winter Simulation Conference 2014 Pub Date : 2014-12-07 DOI: 10.1109/WSC.2014.7020221
F. Hashemi, Soumyadip Ghosh, R. Pasupathy
{"title":"On adaptive sampling rules for stochastic recursions","authors":"F. Hashemi, Soumyadip Ghosh, R. Pasupathy","doi":"10.1109/WSC.2014.7020221","DOIUrl":"https://doi.org/10.1109/WSC.2014.7020221","url":null,"abstract":"We consider the problem of finding a zero of an unknown function, or optimizing an unknown function, with only a stochastic simulation that outputs noise-corrupted observations. A convenient paradigm to solve such problems takes a deterministic recursion, e.g., Newton-type or trust-region, and replaces function values and derivatives appearing in the recursion with their sampled counterparts. While such a paradigm is convenient, there is as yet no clear guidance on how much simulation effort should be expended as the resulting recursion evolves through the search space. In this paper, we take the first steps towards answering this question. We propose using a fully sequential Monte Carlo sampling method to adaptively decide how much to sample at each point visited by the stochastic recursion. The termination criterion for such sampling is based on a certain relative width confidence interval constructed to ensure that the resulting iterates are consistent, and efficient in a rigorous (Monte Carlo canonical) sense. The methods presented here are adaptive in the sense that they “learn” to sample according to the algorithm trajectory. In this sense, our methods should be seen as refining recent methods in a similar context that use a predetermined sequence of sample sizes.","PeriodicalId":446873,"journal":{"name":"Proceedings of the Winter Simulation Conference 2014","volume":"1 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":"131118350","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}
引用次数: 29
Enabling simheuristics through designs for tens of variables: Costing models and online availability 通过数十个变量的设计实现相似启发式:成本模型和在线可用性
Proceedings of the Winter Simulation Conference 2014 Pub Date : 2014-12-07 DOI: 10.1109/WSC.2014.7020034
Yaileen M. Méndez-Vázquez, Kasandra L. Ramírez-Rojas, Hecny Pérez-Candelario, M. Cabrera-Ríos
{"title":"Enabling simheuristics through designs for tens of variables: Costing models and online availability","authors":"Yaileen M. Méndez-Vázquez, Kasandra L. Ramírez-Rojas, Hecny Pérez-Candelario, M. Cabrera-Ríos","doi":"10.1109/WSC.2014.7020034","DOIUrl":"https://doi.org/10.1109/WSC.2014.7020034","url":null,"abstract":"Experiments are key to characterize, model and optimize engineering systems. The use of computer models and hence computer simulations, have allowed engineers to predict the effect of dozen and sometimes hundreds of variables at a specific time in a particular system. The combinatorial explosion that results from using classical techniques to generate experimental designs, however, has hampered such capability. Many analysis tasks, such as simulation optimization and simheuristics, will be importantly enhanced with the possibility of dealing with dozens of variables at a time in a convenient manner. In previous work we identified a series strategies to this end. The objective of the present study is to propose a costing approach to compare these strategies. In addition, designs for 10, 20 or 50 variables and their assessment are made readily available online to different users interested in simulation-optimization based on experimental design, as illustrated here with 50 variables.","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":"126956317","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}
引用次数: 2
Sensitivity analysis for a whole hospital system dynamics model 全医院系统动力学模型的敏感性分析
Proceedings of the Winter Simulation Conference 2014 Pub Date : 2014-12-07 DOI: 10.1109/WSC.2014.7019986
Raymond L. Smith, S. D. Roberts
{"title":"Sensitivity analysis for a whole hospital system dynamics model","authors":"Raymond L. Smith, S. D. Roberts","doi":"10.1109/WSC.2014.7019986","DOIUrl":"https://doi.org/10.1109/WSC.2014.7019986","url":null,"abstract":"This paper presents a sensitivity analysis of unit capacity and patient flow for a hospital-wide system consisting of interdependent clinical and ancillary departments. The research employs system dynamics to model a hospital-wide system representative of a medium size, semi-urban, acute care community hospital. A sensitivity analysis using regression methods examines emergency department performance in the context of the hospital-wide system using a modified formulation of the Overall Equipment Effectiveness (OEE) hierarchy of metrics as a key performance indicator. The modified OEE metric demonstrates its usefulness first for the purpose of conducting a group screening design, and second for the purpose of performing the sensitivity analysis. The main results of the sensitivity analysis indicate that emergency department performance depends significantly on the unit capacity and patient flow in departments hospital-wide. More importantly, the analysis provides quantitative insight into the factors deemed to be important, their interactive relationships across departments, and their overall relative importance. These findings are useful for recommending hospital-wide performance improvement initiatives.","PeriodicalId":446873,"journal":{"name":"Proceedings of the Winter Simulation Conference 2014","volume":"395 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":"116524018","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}
引用次数: 4
A hybrid optimization-simulation approach for itinerary generation 行程生成的混合优化-仿真方法
Proceedings of the Winter Simulation Conference 2014 Pub Date : 2014-12-07 DOI: 10.1109/WSC.2014.7020036
Feng Cheng, B. Baszczewski, J. Gulding
{"title":"A hybrid optimization-simulation approach for itinerary generation","authors":"Feng Cheng, B. Baszczewski, J. Gulding","doi":"10.1109/WSC.2014.7020036","DOIUrl":"https://doi.org/10.1109/WSC.2014.7020036","url":null,"abstract":"Simulation models are often employed to evaluate projected future performance of the US National Airspace System (NAS) for the purposes of long-term aviation investment planning and performance benchmarking. The future schedules are developed as input for simulation to represent the forecast for airport operations. The itinerary structure of a future schedule has a significant impact on the operational characteristics such as schedule peaks and aircraft utilization. Itinerary generation algorithms seeking to maximize the aircraft utilization may cause schedule smoothing or de-peaking which is undesirable for airlines wishing to maintain their schedule peaks. In addition, itineraries with high aircraft utilization are likely to have more propagated delay. To achieve a certain level of balance between aircraft utilization and a desired level of schedule peaks and delay performance is a complex task for the itinerary generation process especially when the entire NAS is involved. This paper proposes a new method for creating future itineraries based on a hybrid solution of simulation and optimization techniques. The Mixed-Integer Programming (MIP) technique is used to solve the itinerary generation problem with the objective to maximize the aircraft utilization of the itinerary structure of the flights. The simulation technique is used to evaluate the performance of the NAS in terms of delay with the generated itineraries from the MIP solution. Based on the output of the simulation, the MIP model will be modified by adjusting its parameters and solved again. This iterative process will continue until the desired result is obtained from the simulation. This paper also provides a quantitative analysis to demonstrate a trade-off between the de-peaking strategies that minimize the number of aircraft in service and the banking strategies that maintain schedule banks.","PeriodicalId":446873,"journal":{"name":"Proceedings of the Winter Simulation Conference 2014","volume":"34 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":"127641305","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}
引用次数: 2
AddSIM: A new Korean engagement simulation environment using high resolution models AddSIM:使用高分辨率模型的新型韩国交战模拟环境
Proceedings of the Winter Simulation Conference 2014 Pub Date : 2014-12-07 DOI: 10.1109/WSC.2014.7020134
Hyun-Shik Oh, Samjoon Park, HyungJun Kim, Taeho Lee, Sangjin Lee, Dohyung Kim, Ockhyun Paek, Ju-Hye Park
{"title":"AddSIM: A new Korean engagement simulation environment using high resolution models","authors":"Hyun-Shik Oh, Samjoon Park, HyungJun Kim, Taeho Lee, Sangjin Lee, Dohyung Kim, Ockhyun Paek, Ju-Hye Park","doi":"10.1109/WSC.2014.7020134","DOIUrl":"https://doi.org/10.1109/WSC.2014.7020134","url":null,"abstract":"AddSIM is a simulation environment for integrating models such as platforms, sensors, command and control systems, and shooters into the same synthetic battle field. AddSIM aimed to integrate the models which were developed and used during each weapon system development phase. AddSIM consists of four components; user interface including resource repositories, simulation engine (kernel), external interface, and support services. The user interface is a set of tools to make models, set-up scenarios, check execution options, run the kernel, and analyze the simulation results. The kernel can manage discrete-event and discrete-time hybrid simulations and run the simulation in stand-alone or distributed modes. It can also support parallel simulations. AddSIM can interoperate with legacy models in various forms, C/C++, MATLAB, HLA/RTI, and DIS, through the AddSIM external interface functions. The support services are environmental services (terrain, atmosphere, and maritime), spatial service, journaling/logging service, and utility service.","PeriodicalId":446873,"journal":{"name":"Proceedings of the Winter Simulation Conference 2014","volume":"54 5 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":"128001500","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}
引用次数: 4
A unified race algorithm for offline parameter tuning 一种用于离线参数调整的统一竞争算法
Proceedings of the Winter Simulation Conference 2014 Pub Date : 2014-12-07 DOI: 10.1109/WSC.2014.7020222
T. V. Dijk, M. Mes, J. M. Schutten, J. Gromicho
{"title":"A unified race algorithm for offline parameter tuning","authors":"T. V. Dijk, M. Mes, J. M. Schutten, J. Gromicho","doi":"10.1109/WSC.2014.7020222","DOIUrl":"https://doi.org/10.1109/WSC.2014.7020222","url":null,"abstract":"This paper proposes uRace, a unified race algorithm for efficient offline parameter tuning of deterministic algorithms. We build on the similarity between a stochastic simulation environment and offline tuning of deterministic algorithms, where the stochastic element in the latter is the unknown problem instance given to the algorithm. Inspired by techniques from the simulation optimization literature, uRace enforces fair comparisons among parameter configurations by evaluating their performance on the same training instances. It relies on rapid statistical elimination of inferior parameter configurations and an increasingly localized search of the parameter space to quickly identify good parameter settings. We empirically evaluate uRace by applying it to a parameterized algorithmic framework for loading problems at ORTEC, a global provider of software solutions for complex decision-making problems, and obtain competitive results on a set of practical problem instances from one of the world's largest multinationals in consumer packaged goods.","PeriodicalId":446873,"journal":{"name":"Proceedings of the Winter Simulation Conference 2014","volume":"180 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":"133305279","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}
引用次数: 2
The simulation life-cycle: Supporting the data collection and representation phase 模拟生命周期:支持数据收集和表示阶段
Proceedings of the Winter Simulation Conference 2014 Pub Date : 2014-12-07 DOI: 10.1109/WSC.2014.7020117
James Byrne, P. J. Byrne, D. Ferreira, A. Ivers
{"title":"The simulation life-cycle: Supporting the data collection and representation phase","authors":"James Byrne, P. J. Byrne, D. Ferreira, A. Ivers","doi":"10.1109/WSC.2014.7020117","DOIUrl":"https://doi.org/10.1109/WSC.2014.7020117","url":null,"abstract":"The life-cycle of a DES study goes through a number of phases, from initially goal setting to validation of experiments. Of these, the phases to support DES data collection and representation have been underrepresented in the literature to date. This paper sets out to describe a process of data collection and representation for DES within the context of the DES life-cycle. It is recognized that for large companies the data collection and representation phase differs when compared to SMEs. Due to the high complexity in performing a DES study in an SME data might not be in a DES ready format in existence whatsoever. This complexity can cost without budgets to meet it. This paper describes an expanded process in relation to the data collection and representation phase specifically for SMEs. Finally, a preliminary high level overview of a prototype is presented which supports this phase at an SME level.","PeriodicalId":446873,"journal":{"name":"Proceedings of the Winter Simulation Conference 2014","volume":"235 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":"133434163","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}
引用次数: 5
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