20 votes

Validation and verification of mathematical models

Generally speaking, verification refers to evaluating the conformation of a system, product, or service with its intended requirements and design specifications. On the other hand, validation refers ...
Ehsan's user avatar
  • 2,463
13 votes

Validation and verification of mathematical models

This is just to complement the answer that @Ehsan gave. For both verification and validation, if possible, visualize your results. For example, if you are solving a routing problem, simply ...
EhsanK's user avatar
  • 5,864
11 votes
Accepted

Simulation optimisation: Monte carlo simulation, regression, optimise within regression model?

After further reading it seems that "surrogate models" do exactly this (aka. "meta-models"), a recent discussion of methods is here: https://onlinelibrary.wiley.com/doi/full/10.1111/itor.12292 Also ...
Brendan Hill's user avatar
11 votes

Validation and verification of mathematical models

For models being deployed in the "real world" (something that, as an academic, I have heard rumors about), one element of validation is to describe both the objective criteria and the constraints to ...
prubin's user avatar
  • 39.1k
11 votes

OR-backed serious games

This link, provide 3 different logistic related games, TopShoe, JIT Flight and MyDC. TopShoe: introduces the players to the logistical processes and the tactical decisions that must be made. JIT ...
Oguz Toragay's user avatar
  • 8,652
11 votes
Accepted

Significant bias introduced into simple simulation

You have fallen victim to the renewal paradox, a.k.a. inspection paradox, a.k.a. length-biased sampling. $F_{\Delta}$ is the distribution of service time for the kth customer, but it is NOT the ...
Mark L. Stone's user avatar
10 votes

Good distribution assumptions for customer demand in a supply chain

I agree with @QianZhang's answer (nice theoretical properties, easy to implement), and I would add that there is some theoretical justification too. If demands come from customer arrivals, then ...
LarrySnyder610's user avatar
9 votes

Good distribution assumptions for customer demand in a supply chain

In my understanding, using normal/Poisson distribution for customer demand is mainly for two reasons. These distributions have nice properties for theoretical analysis in supply chain models These ...
Qian Zhang's user avatar
9 votes
Accepted

How to fit a Beta distribution to three estimates from an "expert"?

Let $a = \hat a$ and $b = \hat b$. Denote $r = \frac{\hat b - \hat m}{\hat m - \hat a}$. Then choose the shape parameters to be $\alpha_1 = \frac{4 + 3r + r^2}{1 + r^2}$ and $\alpha_2 = \frac{...
SecretAgentMan's user avatar
8 votes
Accepted

To calculate the time needed for a vacuum robot to cover whole area

I don't know if a closed form solution is achievable. Assuming you can quantify how the robot selects its next direction when it hits a boundary (uniform over the entire circle, uniform over ...
prubin's user avatar
  • 39.1k
7 votes

Validation and verification of mathematical models

Kleijnen (1995) analyses various methods of model verification and validation (V&V). Quoting the abstract (with slight changes to formatting): For verification it discusses general good ...
TheSimpliFire's user avatar
  • 5,412
7 votes

Queuing models in R, $\lambda$ Little

Not directly answering your question of how to code it manually but for discrete simulation of queues in R I would strongly recommend the simmer package. The ...
CMichael's user avatar
  • 1,333
7 votes

OR-backed serious games

One simple game for educational purposes that doesn't use simulation is the Slick Oil Distribution Game. (Thanks to Dr. Michael Watson for turning the light on and a new link on the game). As Mike ...
EhsanK's user avatar
  • 5,864
7 votes

Good textbook for queueing theory and performance modeling

Unfortunately, much of the performance analysis and transient approximations for time-varying systems with non-Markovian (non-exponential) properties are not easily obtained in book form (see note at ...
SecretAgentMan's user avatar
7 votes
Accepted

Monte-Carlo Simulations in inventory management

I'm in general agreement with Larry's answer, but with one qualification. If you are generating random demand quantities from the sample CDF for a year, your demands will not conform to any trends or ...
prubin's user avatar
  • 39.1k
6 votes

Monte-Carlo Simulations in inventory management

Why not build the forecasting directly into your simulation? So, in each period $t$, you generate a forecast $y_t$ using whatever method you want (moving average, exponential smoothing, etc.), and ...
LarrySnyder610's user avatar
6 votes

How to decide the hiring headcount for a retail department

If you want to find the number of workers that you need for the job to be done while the hiring cost and available hours differ from full-time work to part-time work and on the other hand you want to ...
Oguz Toragay's user avatar
  • 8,652
6 votes

Simulation in Python

Although this question is subjective (as noted in the paper below), I believe that there is enough research done on this topic to make it more answerable. Dias et al. (2016) The paper is very much ...
TheSimpliFire's user avatar
  • 5,412
6 votes

Simulation optimisation: Monte carlo simulation, regression, optimise within regression model?

You might want to google "response surface methodology" and "simulation" together. There is a ton of literature on this, a mixture of how do to response surface modeling (and how to use it to optimize ...
prubin's user avatar
  • 39.1k
6 votes

OR-backed serious games

The company GameLab offers these types of games. There you will find a few more "serious games".
Daniel Duque's user avatar
  • 1,355
6 votes

Validation and verification of mathematical models

I really like the paper by Coffin and Saltzman (INFORMS JOC, 2000), which argues that we should be using much more rigorous statistical tests when we compare the performance of one algorithm/heuristic ...
LarrySnyder610's user avatar
6 votes

Using the "true" sample rather than sampling from a distribution - is there a name for this?

This is called an Empirical distribution function. You can check out this.
PeterD's user avatar
  • 1,551
5 votes

OR-backed serious games

As another interesting source, Recently Burrito optimization game was developed by Larry Snyder and implemented by Gurobi optimization software that is a web-based app that is intended to act as an ...
A.Omidi's user avatar
  • 8,892
5 votes

OR-backed serious games

You could set your class the challenge of manually planning a set of delivery routes and seeing if they can find better routes (less vehicles used, less travel distance/time) than an optimisation ...
Open Door Logistics's user avatar
5 votes
Accepted

Can simulation be known as a practical AI?

The main difference is hype. Here is a quote tweeted by University of Washington Statistics Professor Daniela Witten in 2019, attributed to source unknown, which captures the spirit: When we raise ...
Mark L. Stone's user avatar
4 votes

Good textbook for queueing theory and performance modeling

I enjoyed Performance Modeling and Design of Computer Systems: Queueing Theory in Action (Amazon link) by Mor Harchol-Balter, which sounds like it fits your bill pretty well. I have it on my desk. ...
wchargin's user avatar
  • 141
4 votes

Good textbook for queueing theory and performance modeling

I have used Stochastic Modeling: Analysis and Simulation by Barry Nelson and found it to be a pretty gentle introduction. It covers stochastic processes, queuing, and simulation.
LarrySnyder610's user avatar
4 votes

Good distribution assumptions for customer demand in a supply chain

Question: Why do we normally assume normal distribution/Poisson distribution for customer demand in a supply chain? Answer : Based on my experience in the industry, I have seen that generally, ...
Lal's user avatar
  • 81
4 votes

Alternatives for real-world data collection in simulation courses for Fall 2020

Someone recently pointed me to a journal article about the movement of shoppers in a supermarket. A point of interest is that markets apparently use RFID technology to track shopper movements. If you ...
prubin's user avatar
  • 39.1k
4 votes

Significant bias introduced into simple simulation

Note: This answer is intended to show what I have learned from the valuable answer provided by @Mark L.Stone. His post answered my question of why the simulation is biased. Hence, this post provides ...
Dylan Solms's user avatar

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