Journal of Simulation最新文献

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A GA-simheuristic for the stochastic and multi-period portfolio optimisation problem with liabilities 带负债的随机多期投资组合优化问题的GA模拟启发式算法
IF 2.5 4区 工程技术
Journal of Simulation Pub Date : 2022-03-01 DOI: 10.1080/17477778.2022.2041990
Armando Nieto, Marti Serra, A. Juan, C. Bayliss
{"title":"A GA-simheuristic for the stochastic and multi-period portfolio optimisation problem with liabilities","authors":"Armando Nieto, Marti Serra, A. Juan, C. Bayliss","doi":"10.1080/17477778.2022.2041990","DOIUrl":"https://doi.org/10.1080/17477778.2022.2041990","url":null,"abstract":"ABSTRACT The efficient management of assets to cover a firm’s liabilities over a multi-period horizon is a relevant challenge for many financial companies. Even in its deterministic version, this problem is complex since managers have to make difficult decisions about their asset portfolio each period. With the goal of maximising the expected terminal wealth in a scenario under uncertainty, this paper proposes a novel simheuristic approach that integrates Monte Carlo simulation at different stages of a Genetic Algorithm. Our approach is capable of generating effective solutions to the considered problem in relatively short computational times. Moreover, our simheuristic is enriched with several “smoothing” techniques that enhance the attractiveness for managers of the generated solutions, so they can be effectively employed in real-life applications. A series of computational experiments, including the use of advanced evolutionary strategies, illustrate these concepts and justify the advantages of including simulation in financial optimisation problems under uncertainty.","PeriodicalId":51296,"journal":{"name":"Journal of Simulation","volume":"17 1","pages":"632 - 645"},"PeriodicalIF":2.5,"publicationDate":"2022-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42512010","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 4
A generic representation of supply network resilience using simulation based experimentation 基于仿真实验的供应网络弹性通用表示
IF 2.5 4区 工程技术
Journal of Simulation Pub Date : 2022-02-24 DOI: 10.1080/17477778.2022.2035276
Y. Correa-Martinez, M. Seck
{"title":"A generic representation of supply network resilience using simulation based experimentation","authors":"Y. Correa-Martinez, M. Seck","doi":"10.1080/17477778.2022.2035276","DOIUrl":"https://doi.org/10.1080/17477778.2022.2035276","url":null,"abstract":"ABSTRACT This paper presents a generic representation of supply network resilience implemented using Agent-Based Modelling and Simulation (ABMS) and simulation experiments. The representation captures the relationships between tactical and strategic decisions and their impact on the performance of multi-echelon networks under supply uncertainty. This representation expands practitioners’ understanding of the behaviour of their supply chains by using the Supply Chain Operations Reference model processes and performance metrics and developing a simulation model that can be adapted to a firm’s unique supply structure (sourcing strategy) and its product’s technological assembly order (Bill of Materials). To demonstrate the applicability and usability of the proposed representation, a case with single and dual sourcing network structures was analysed under disruptions of operational and strategic nature. The example demonstrates the flexibility and functionality of the proposed representation to understand the performance and resilience of multi-echelon networks under a wide range of disruptive scenarios.","PeriodicalId":51296,"journal":{"name":"Journal of Simulation","volume":"17 1","pages":"326 - 359"},"PeriodicalIF":2.5,"publicationDate":"2022-02-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42288807","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Agent-based modelling of helping behaviour diffusion in project teams as an evolutionary process 基于agent的项目团队帮助行为扩散的演化过程建模
IF 2.5 4区 工程技术
Journal of Simulation Pub Date : 2022-02-14 DOI: 10.1080/17477778.2021.1997342
Nan Zhao, H. Chong, Q. Li
{"title":"Agent-based modelling of helping behaviour diffusion in project teams as an evolutionary process","authors":"Nan Zhao, H. Chong, Q. Li","doi":"10.1080/17477778.2021.1997342","DOIUrl":"https://doi.org/10.1080/17477778.2021.1997342","url":null,"abstract":"ABSTRACT While behavioural diffusion is highly significant in behaviouristics, the relevant management studies remain limited, particularly for the extra-role of helping behaviour in project-based organisation. The helping behaviour diffusion mechanism could profoundly impact teamwork and project teams’ performance improvement. Therefore, this research aims to promote helping behaviour in project teams by exploring helping behavioural diffusion based on dynamic behavioural analyses and simulations. This research set up the Agent-based Modelling to simulate the helping behaviour diffusion, and considered influential factors, including team task characteristics, team size, and incentive system. Then, this research conducted simulation experiments in Netlogo and found that an increase in task dependence and cooperative spillover effect can promote the spread of helping behaviour, while an increase in team size, profit-sharing coefficient, and individual fixed income could inhibit such diffusion. The research provides new insights into cultivating a mutual helping culture within project teams.","PeriodicalId":51296,"journal":{"name":"Journal of Simulation","volume":"17 1","pages":"279 - 296"},"PeriodicalIF":2.5,"publicationDate":"2022-02-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42983102","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 4
Activity based simulation – A modeling tool for new teaching-learning strategies 基于活动的模拟——新教学策略的建模工具
IF 2.5 4区 工程技术
Journal of Simulation Pub Date : 2022-02-12 DOI: 10.1080/17477778.2022.2032431
G. Pereira, António A. C. Vieira, Ricardo Machado, Bruno Ferreira, L. Dias, J.A. Oliveira
{"title":"Activity based simulation – A modeling tool for new teaching-learning strategies","authors":"G. Pereira, António A. C. Vieira, Ricardo Machado, Bruno Ferreira, L. Dias, J.A. Oliveira","doi":"10.1080/17477778.2022.2032431","DOIUrl":"https://doi.org/10.1080/17477778.2022.2032431","url":null,"abstract":"ABSTRACT Teaching and learning Discrete Event Simulation (DES) at universities within the context of undergraduate studies in industrial and engineering management is not thoroughly covered in the literature. In fact, most strategies tend to solely address commercial tools, resulting on too much focus on syntax, semantics and getting used to the interface of a particular tool, rather than on simulation fundamental concepts. In the light of this, this paper proposes a tool, which allows students and professors to use Activity Cycle Diagrams (ACDs) to model systems with a comprehensive approach, focusing on the fundamental elements of simulation, allowing thereafter the corresponding simulation code to be extracted and experiments to be conducted. The tool is described and its applicability is demonstrated in some example cases. The effort needed to develop ACDs requires a complete understanding of the real system and simultaneously favours a full comprehension of the simulation fundamental elements, hence portraying an adequate teaching and learning strategy to be pondered.","PeriodicalId":51296,"journal":{"name":"Journal of Simulation","volume":"17 1","pages":"499 - 508"},"PeriodicalIF":2.5,"publicationDate":"2022-02-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48905452","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A hybrid simulation approach for planning health and social care services 一种用于规划卫生和社会护理服务的混合模拟方法
IF 2.5 4区 工程技术
Journal of Simulation Pub Date : 2022-02-12 DOI: 10.1080/17477778.2022.2035275
Katherine E. Penny, S. Bayer, S. Brailsford
{"title":"A hybrid simulation approach for planning health and social care services","authors":"Katherine E. Penny, S. Bayer, S. Brailsford","doi":"10.1080/17477778.2022.2035275","DOIUrl":"https://doi.org/10.1080/17477778.2022.2035275","url":null,"abstract":"ABSTRACT Discrete-event simulation (DES) has been recognised for many years as a powerful tool to support the commissioning and resourcing of health and social care services, due to its ability to capture real-world variability. However, the complex interactions between two distinct but clearly related processes, disease progression and care provision, can lead to such models being cumbersome and lacking in transparency. Representing disease progression as a series of queues and activities is not always intuitive to a non-modeller. This paper presents a novel hybrid simulation approach in which health status is modelled using statecharts, thus combining DES with agent-based simulation. This hybrid approach allows disease progression to be modelled in a more natural way, keeping the overall model structure relatively simple. The approach is illustrated by a case study that evaluates the impact of telecare services for supporting people with dementia.","PeriodicalId":51296,"journal":{"name":"Journal of Simulation","volume":"17 1","pages":"312 - 325"},"PeriodicalIF":2.5,"publicationDate":"2022-02-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44492105","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
A goal programming approach based on simulation and optimization to serve patients in an external orthopedic department 基于仿真与优化的目标规划方法在体外骨科中的应用
IF 2.5 4区 工程技术
Journal of Simulation Pub Date : 2022-02-12 DOI: 10.1080/17477778.2022.2032432
Abdelmoneem Ltaif, A. Ammar, Lotfi Khrifch
{"title":"A goal programming approach based on simulation and optimization to serve patients in an external orthopedic department","authors":"Abdelmoneem Ltaif, A. Ammar, Lotfi Khrifch","doi":"10.1080/17477778.2022.2032432","DOIUrl":"https://doi.org/10.1080/17477778.2022.2032432","url":null,"abstract":"ABSTRACT This paper studies the problem of long waiting times for patients in the external department of orthopaedic surgery of Habib Bourguiba Hospital in Sfax, Tunisia. Three types of patients are treated and classified into two categories: those requiring only one treatment and those needing to consult doctors twice. In this paper, we aim to incorporate the priority-queue discipline for the first and second consultation, using simulation-optimisation and goal programming approach for the purpose of maximising patient satisfaction and reducing their waiting time. Our approach allows reducing average waiting time by 35% and increasing patient satisfaction by 30%.","PeriodicalId":51296,"journal":{"name":"Journal of Simulation","volume":"17 1","pages":"509 - 519"},"PeriodicalIF":2.5,"publicationDate":"2022-02-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45504026","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
Developing sustainable tourism destinations through smart technologies: A system dynamics approach 通过智能技术开发可持续旅游目的地:系统动力学方法
IF 2.5 4区 工程技术
Journal of Simulation Pub Date : 2022-02-09 DOI: 10.1080/17477778.2022.2030656
Sanaz Shafiee, Saeed Jahanyan, A. R. Ghatari, A. Hasanzadeh
{"title":"Developing sustainable tourism destinations through smart technologies: A system dynamics approach","authors":"Sanaz Shafiee, Saeed Jahanyan, A. R. Ghatari, A. Hasanzadeh","doi":"10.1080/17477778.2022.2030656","DOIUrl":"https://doi.org/10.1080/17477778.2022.2030656","url":null,"abstract":"ABSTRACT Smart tourism destinations can be considered as a system consisting of a complex set of variables. Developing sustainable destinations through smart technologies requires effective policies to be identified prior to any investment decision making. So, System Dynamics is a good method to see how a set of complex and dynamic variables influence eachother and shape the behaviour of the system and its components over time. In this research a dynamic model is devised to simulate developing smart tourism destinations via smart technologies. The results suggest that about 10 million tourists would be expected to come by 2025 if existing situation persists. The results of this study help to make strategic decisions by policymakers by predicting the behaviour of variables of different subsystems. This study provides a reilable tool to evaluate different policies for realizing tourism sustainability.","PeriodicalId":51296,"journal":{"name":"Journal of Simulation","volume":"17 1","pages":"477 - 498"},"PeriodicalIF":2.5,"publicationDate":"2022-02-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44554921","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 11
Celebrating the 10th simulation workshop: The story of the conference series 庆祝第十届模拟研讨会:系列会议的故事
IF 2.5 4区 工程技术
Journal of Simulation Pub Date : 2022-02-09 DOI: 10.1080/17477778.2022.2035277
S. Robinson, Simon J. E. Taylor
{"title":"Celebrating the 10th simulation workshop: The story of the conference series","authors":"S. Robinson, Simon J. E. Taylor","doi":"10.1080/17477778.2022.2035277","DOIUrl":"https://doi.org/10.1080/17477778.2022.2035277","url":null,"abstract":"ABSTRACT March 2021 saw the running of the 10th Operational Research Society Simulation Workshop (SW), albeit delayed by a year due to the Covid-19 pandemic. It is over 20 years since the planning commenced for the very first SW which took place in Birmingham in March 2002. To mark this occasion, this article presents a short history of the conference including the events that led up to the first conference, details of the first SW, a summary of all 10 SWs, and how all this led to the creation of the Journal of Simulation. As founders of the conference series we provide our personal reflections on these events.","PeriodicalId":51296,"journal":{"name":"Journal of Simulation","volume":"17 1","pages":"524 - 531"},"PeriodicalIF":2.5,"publicationDate":"2022-02-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47604997","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Should I Turn or Should I Go? Simulation of Pedestrian Behaviour in an Urban Environment 我该转还是该走?城市环境中行人行为的模拟
IF 2.5 4区 工程技术
Journal of Simulation Pub Date : 2022-01-27 DOI: 10.1080/17477778.2022.2029594
M. Woźniak, M. Dzięcielski
{"title":"Should I Turn or Should I Go? Simulation of Pedestrian Behaviour in an Urban Environment","authors":"M. Woźniak, M. Dzięcielski","doi":"10.1080/17477778.2022.2029594","DOIUrl":"https://doi.org/10.1080/17477778.2022.2029594","url":null,"abstract":"ABSTRACT The paper develops an agent-based model of pedestrian movements in order to test common daily scenarios of walking activity in an urban environment. Geographic information systems and web map services are used to create a realistic digital replica of the selected residential area. In the model, the agents try to collect the patches with the highest values to find the optimal route to the destination . During their travel agents have to avoid physical obstacles and adjust their walking behaviour relative to the otherpedestrians. Three exp erimental scenarios are developed and investigated with specific criteria. In these scenarios, collective behaviour has been observed whenever the density of pedestrians rises. I n turn, the necessity of passing other pedestrians induced creativity in finding a route and decreased the collective behaviour. The study has shown that while the majority of agents do not choose the shortest route, they often move close to it.","PeriodicalId":51296,"journal":{"name":"Journal of Simulation","volume":"17 1","pages":"462 - 476"},"PeriodicalIF":2.5,"publicationDate":"2022-01-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41866388","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
ABM RoutePlanner: An agent-based model simulation for suggesting preference-based routes in Spain ABM RoutePlanner:一个基于代理的模型模拟,用于建议西班牙基于偏好的路线
IF 2.5 4区 工程技术
Journal of Simulation Pub Date : 2022-01-19 DOI: 10.1080/17477778.2022.2027826
Vicky Pizarro, Paul Leger, Carmen Hidalgo-Alcázar, Ismael Figueroa
{"title":"ABM RoutePlanner: An agent-based model simulation for suggesting preference-based routes in Spain","authors":"Vicky Pizarro, Paul Leger, Carmen Hidalgo-Alcázar, Ismael Figueroa","doi":"10.1080/17477778.2022.2027826","DOIUrl":"https://doi.org/10.1080/17477778.2022.2027826","url":null,"abstract":"ABSTRACT Spain ranks second in the world for the number of international tourists. These tourists have different preferences, which influence their choice of tourist routes depending on the activities offered by provinces. There are currently no routes customised according to the preferences of a travel party, which makes the supply of tourist packages complex. We propose an agent-based model, named ABM RoutePlanner, which simulates the behaviour of travel parties through provinces of Spain. The model is developed as an application of the ODD protocol. This paper makes two contributions. First, we describe a model applicable to the identification of appropriate routes for different combinations of tourists’ preferences in some (hypothetical) environments. Second, we present the actual routes that will allow tour operators to define strategic plans that motivate tourists to visit the provinces included in the routes. The simulation model was calibrated with data extracted from TripAdvisor and Spanish tourist surveys.","PeriodicalId":51296,"journal":{"name":"Journal of Simulation","volume":"17 1","pages":"444 - 461"},"PeriodicalIF":2.5,"publicationDate":"2022-01-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45481657","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
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