蒙特卡洛案例

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1、1、變量分布圖2、變量分布表每日需求量提前期概率累計(jì)概率隨機(jī)數(shù)范圍隨機(jī)數(shù)可能值概率累計(jì)概率隨機(jī)數(shù)范圍0.030.03 0201400.110.11 0100.090.12 31131450.650.76 11750.160.28 1227121480.160.92 76910.240.52 2851281500.081 92990.290.81 5280521550.110.92 8191811600.050.97 9296921650.031 9799971703、模擬計(jì)算采購(gòu)單價(jià)單位存儲(chǔ)成本每次訂貨成本 單位缺貨成本 期初庫(kù)存150.02250.1600方方案案訂訂貨貨點(diǎn)點(diǎn)200200訂訂

2、貨貨批批量量500500時(shí)間隨機(jī)數(shù)需求量庫(kù)存量訂貨批量隨機(jī)數(shù)提前期到貨量060011414845200002601552970000361451525007730460155000005841600000066315534500050078316018550021086215553000050096215537500001033150225000011591557050068201244150000001315148352000500149717018250019201537150320000168416037200050017591552170000經(jīng)濟(jì)訂貨量變量分布每日需求量提前期可能值1

3、40/概率0.03可能值155/概率0.29可能值145/概率0.09可能值160/概率0.11可能值148/概率0.16可能值165/概率0.05可能值150/概率0.24可能值170/概率0.03可能值1/概率0.11可能值2/概率0.65可能值3/概率0.16可能值4/概率0.08186115562500512019331500000020501503500005002168155195500602022281504500002331454000005002466155245000025711559050030202640150000002722148352000500287315519

4、750034202938150470000302815039700050031251482490000321514810150067203321400000034171483520005003595165187500910361514853900050037981703690000383115021900003931457450080304021400000041261480000042201483520005004348150202000044441505250097404585160000004618148000004787160000004833150350000500497515519

5、550081050621555400005005150150390000052214025000005364155955004320541014500000556515534500050056741551905002820571914842000058191483940005005949150244000060341509450097406194165000006213148000006325148000006447150350000500656015519550057206665155400000678716038000050068541552250000697015570500532070

6、791550000071531553450005007275155190500712073281504000007471155385000500755415523000007613148825001520773615000000788316034000050079971701705002120808145250000817145380000500822714823200008332150825005420844515000000858816034000050086131481925007220871414844000088161483960005008925148248000090291509

7、850024209118148000009220148352000500938316019250082309481160320000955615500000962114835200050097311502020000983815052500332099251480000010001403600005001017215520500001024145605007730103971700000010440150000001051114535500050010691452100000107591555550020201083015000000109414535500050011038150205000

8、011187160455006420112501500000011396165335000500114741551805001120115831602000001168816036000050011741150210000011891160505009740119871600000012047150000001219216500000122771553450005001235215519050018201245615535000012528150385000500126561552300000127681557550096401288316000000129391500000013048150

9、000001313515035000050013231452050000133781555050051201348145000001356915534500050013677155190500312013725148420000138741553870005001396715523200001407145875008230141131480000014231450000014326148352000500144601551975004120145791554200001466315538700050014776155232000014831150825004420149391500000015

10、098170330000500151301501805004620152951651500001535015036500050015453155210000015589160505008230156841600000015779155000001582114835200050015949150202000016094165375001101618216037700050016242150227000016355155725007830164321500000016582160000001662614835200050016727148204000016898170345000101693615

11、038400050017051150234000017120148865007101725715543100050017358155276000017430150126500793017597170000001768916000000177414535500050017886160195500964017938150450000180861600000018196165000001826145355000500183414521000001844315060500984018556155000001861914800000187181480000018852155345000500189861

12、601855002420190181483700001911140397000500192471502470000193311509750016201947415500000195331503500005001967115519550093401979116035000019881450000019935150000002002815035000050020146150200500452020229150500000203841603900005002043315024000002057015585500152020649150000002076915534500050020890160185

13、500110209971705150005002108716035500002118916019550093402128616035000021392165000002141814800000215814535500050021666155200500793021741455500002184615000000219714535500050022018148207000022193165425007020222581550000022349150350000500224514520500002254215055500742022692165000002276715534500050022817

14、148197500910229391505470005002304515039700002312414824900002326715594500622023314148000002349145355000500235621552005003020236831604000002375415538500050023873155230000023910145855009340240441500000024115148000002428716000000243314535500050024444150205000024527148575002120246921650000024740150350000

15、500248721551955003820249181484700002507015539200050025156155237000025298170675008130253481500000025462155000002558516034000050025675155185500572025757155300000258014039000050025936150240000026055155855003320261014000000262611553450005002636915519050062202644815040000026599170370000500266214023000002

16、675315575500652026892165000002696515534500050027029150195500910271731555400005002722114839200002731614824400002746515589500810275201484410005002761714829300002778816013350013202785915500000279771553450005002802214819750015202819516532000028231453870005002837415523200002846415577500873028516148000002

17、862614800000287331503500005002882214820200002898716042500252029049150000002914215035000050029201402100000293981704050040202943215000000295681553450005002962314819750070202977515542000029863155387000500299931652220000300621556750018203017915500000302551553450005003039917017550080303042214827000030552

18、155000003062414835200050030770155197500182030811145520000309641553970005003108145252000031138150102500432031257155000003137615534500050031430150195500662031550150450000316771553900005003179917022000003189216555500312031942150000003201614835200050032188160192500242032290160320000323214039200050032420

19、148244000032568155895005120326771550000032717148352000500328341502020000329931653750010103304315038700050033188160227000033299170575007730333101450000033447150000003352514835200050033680155197500710337514555200050033863155397000033967155242000034079155875008130341311500000034253155000003435315534500

20、0500344801551905003120345014050000034619148402000500347714525700003483915010750056203498015500000350881603400005003511714819250077303522214844000035391160000003545145355000500355501502050000356891604550067203570140000003589516533500050035937150185500472036025148370000合計(jì)4、年度庫(kù)存量模擬5、訂貨批量模擬訂貨批量存儲(chǔ)成本缺貨成本訂

21、貨成本相關(guān)總成本1253.82848.523254427.32400847.681009.628004657.284501055.9261427004369.925001243.26790.323504383.564003503002502001501005000100200300400500600700時(shí) 間庫(kù) 存 量0714212835424956 637077849198 105 112 119 126 133 140 147 154 161 168 175 182 189 196 203 210 217 224 231 238 245 252 259 266 273 280 287 2

22、94 301 308 315 322 329 336 343 350 3570100200300400500600700時(shí) 間庫(kù) 存 量10009008007006005004003002001000010002000300040005000訂貨批量成 本存儲(chǔ)成本缺貨成本訂貨成本總成本5501323.06802.421254250.466001519.22606.620504175.826501842.12511.219254278.327001751.36796.616754222.967502098.28495.716504243.988002314.38451.515754340.888

23、502279634.114254338.109002599.8373.114254397.90結(jié)論:在訂貨點(diǎn)為200時(shí)訂貨，訂貨批量為600時(shí)最經(jīng)濟(jì)。6、訂貨點(diǎn)模擬存儲(chǔ)成本缺貨成本訂貨成本相關(guān)總成本訂貨點(diǎn)1253.82848.523254427.32150979.581359.220754413.781601052.41158.821754386.201701025.761247.321254398.061801108.221052.122254385.321901237.04803.423504390.442001302.02680.324004382.322101320.14688.724

24、004408.842201376.62532.524754384.122301420.18483.425254428.582401385.06532.824754392.862501525.68442.825254493.48結(jié)論:在訂貨批量為500時(shí),訂貨點(diǎn)為180時(shí)最經(jīng)濟(jì)7、雙變量模擬4427.324004505005506006507001504675.844453.984373.304217.864196.824247.224226.661604669.124410.184376.504275.284166.244221.944237.901704652.284425.264392.3

25、64257.264193.564212.984247.401804656.324426.444349.724245.744195.184234.904182.861904678.924399.824347.824295.244166.304202.484224.142004664.244404.444374.864251.344153.644256.824226.722104633.984368.604379.464259.564176.764286.484197.522204695.104382.424405.664255.084151.584274.344193.822304706.024

26、386.544432.884257.684165.664363.644282.802405456.004466.524479.204309.984178.164343.624359.422505462.804394.504437.444377.804151.364246.544412.24結(jié)論:訂貨點(diǎn)為190，訂貨批量為600時(shí)最經(jīng)濟(jì)。此時(shí)總成本為4151.36300250200150100500010002000300040005000訂貨點(diǎn)成 本存儲(chǔ)成本缺貨成本訂貨成本總成本55005300510049004700450043004100390037003500400 450 500 55

27、0 600 650 700 750 800 850 900150170190210230250相關(guān)總成本訂貨批量訂貨點(diǎn)10009008007006005004003002001000010002000300040005000訂貨批量成 本存儲(chǔ)成本缺貨成本訂貨成本總成本4004505005506006507001504662.524427.584355.064254.54199.3241924214.661604621.184422.54386.324291.684148.664232.64220.361704649.124408.54358.124287.84176.184223.484220

28、.0418046534395.864383.324275.624185.64223.664239.581904648.34357.824382.164194.624109.284241.684229.722004639.464432.384407.764358.54140.164268.784248.742104666.424361.624373.564277.844210.44247.74240.542204612.984379.624359.24228.584124.84259.444224.542305399.364416.44406.624263.24135.34315.64239.3

29、2405424.34404.74439.384349.324137.584284.124277.362505477.524427.624398.84447.14126.164309.584360.855005300510049004700450043004100390037003500400 450 500 550 600 650 700 750 800 850 900150170190210230250相關(guān)總成本訂貨批量訂貨點(diǎn)隨機(jī)數(shù)可能值01112763924控制值訂貨次數(shù)訂貨及購(gòu)置費(fèi)用存儲(chǔ)費(fèi)用缺貨次數(shù) 缺貨量 缺貨費(fèi)用訂貨費(fèi)用相關(guān)總成本0009.0400009.040005.9400005

30、.946175253.040002528.040000130.300.300001160160160006.900006.98175253.70002528.700010.6000010.60007.500007.50004.500004.513175251.40002526.400001808080007.0400007.0416175253.640002528.640000.6400000.640007.4400007.440004.3400004.34經(jīng)濟(jì)訂貨量變量分布每日需求量提前期可能值140/概率0.03可能值155/概率0.29可能值145/概率0.09可能值160/概率0.11

31、可能值148/概率0.16可能值165/概率0.05可能值150/概率0.24可能值170/概率0.03可能值1/概率0.11可能值2/概率0.65可能值3/概率0.16可能值4/概率0.0820175251.240002526.2400001888.808.800070000723175253.90002528.90000.900000.90008000080004.900004.927175251.80002526.800001606060007.0400007.0430175253.940002528.940000.9400000.940007.9400007.940004.980000

32、4.9834175252.020002527.0200001393.903.90007.0400007.0436175253.740002528.7400010.78000010.780007.3800007.380004.3800004.3842175251.480002526.4800001666.606.60000114814.8014.80007.0400007.040004.0400004.0448175251.040002526.040000110810.8010.80000114814.8014.8000011601601600070000750175253.90002528.9

33、00010.8000010.80007.800007.800050000555175251.90002526.900001505050006.900006.958175253.80002528.80000.8400000.840007.8800007.880004.8800004.8864175251.880002526.8800001717.107.10000114814.8014.80000114814.8014.800070000767175253.90002528.90000.800000.80007.600007.60004.500004.571175251.40002526.400

34、001858.508.50006.900006.974175253.80002528.80000.800000.80007.700007.70004.600004.678175251.640002526.6400001686.806.80006.800006.881175253.40002528.40000.500000.50007.600007.60004.6400004.6485175251.640002526.6400001686.806.80006.800006.888175253.840002528.840000.8800000.880007.9200007.920004.96000

35、04.9692175251.960002526.9600001505050007.0400007.0496175253.840002528.840000.6400000.640000112312.3012.30007.0400007.040004.0400004.04100175251.040002526.0400001969.609.60007.200007.20004.100004.1105175251.20002526.2000011101101100001150150150007.100007.10004.200004.2109175251.10002526.100001959.509

36、.50007.100007.10004.100004.1113175250.90002525.90000110510.5010.50006.700006.7116175253.60002528.60000.400000.40007.200007.20004.200004.21221752510002526000011101101100001150150150000116516.5016.50006.900006.9125175253.80002528.80000.700000.70007.700007.70004.600004.6131175251.50002526.500001858.508

37、.5000011501501500001150150150007000070004.100004.1135175251000252600001959.509.50006.900006.9138175253.80002528.80000.8400000.840007.7400007.740004.6400004.64143175251.740002526.7400001616.106.10000114514.5014.50007.0400007.04146175253.940002528.940000.8400000.840007.7400007.740004.6400004.641501752

38、51.640002526.6400001686.806.80006.600006.6153175253.60002528.60000.300000.30007.300007.30004.200004.2158175251000252600001110110110000115515.5015.50007.0400007.040004.0400004.04161175250.740002525.740007.5400007.540004.5400004.54166175251.440002526.4400001787.807.800001160160160007.0400007.040004.08

39、00004.08169175250.680002525.680007.6800007.680004.6800004.68172175251.720002526.720008.6200008.620005.5200005.52177175252.520002527.5200001444.404.400001160160160007.100007.1182175253.90002528.90000.900000.90000111511.5011.50000116516.5016.50007.100007.10004.200004.2188175251.20002526.200001959.509.

40、50000114814.8014.80000114814.8014.80006.900006.9191175253.70002528.70000.7400000.740007.9400007.940004.9400004.94195175251.940002526.9400001585.805.8000700007200175253.90002528.90000.700000.70000111011011000011501501500070000720317525400025290001000010007.800007.80004.800004.8207175251.70002526.7000

41、01656.506.50006.900006.9209175253.70002528.700010.3000010.30007.100007.1215175253.90002528.90000.700000.700001130130130000114814.8014.80007.100007.121917525400025290001.100001.100001959.509.50007.100007.10004.1400004.14223175250.840002525.840000111311.3011.30007000070004.100004.1227175251.10002526.1

42、00001110110110006.900006.9229175253.940002528.9400010.94000010.940007.9400007.940004.9800004.98234175251.880002526.8800001545.405.40007.100007.123717525400025290000.800000.80007.700007.70004.600004.6243175251.70002526.700001656.506.50000114814.8014.800001160160160007.100007.10004.100004.1247175251.1

43、40002526.140000110810.8010.8000700007250175253.90002528.90000.9400000.940007.8400007.840004.7400004.74255175251.340002526.3400001838.308.30000115515.5015.50006.800006.8258175253.70002528.70000.600000.60007.800007.80004.800004.8262175251.70002526.700001555.505.50006.900006.9265175253.80002528.80000.8

44、00000.80007.400007.40004.600004.6269175251.50002526.500001909090006.900006.9271175253.90002528.900010.8000010.80007.8400007.840004.8800004.88275175251.780002526.780008.8200008.820005.8600005.86279175252.660002527.6600001222.202.20006.900006.9282175253.940002528.940000.6400000.640007.7400007.740004.6

45、400004.64287175251.540002526.5400001717.107.10000114814.8014.80007000070004.0400004.04291175250.840002525.840000110810.8010.80007000070004.200004.2295175250.80002525.800001110110110006.900006.9298175253.940002528.940000.8400000.840007.7400007.740004.4400004.44302175251.340002526.3400001888.808.80006

46、.900006.9306175253.50002528.50000.5400000.540000112812.8012.80007.0400007.04309175253.940002528.940001.0400001.040007.9400007.940005.0400005.04313175252.040002527.0400001535.305.30006.900006.9316175253.90002528.90000.900000.90007.800007.80004.400004.4320175251.10002526.100001959.509.50007.0400007.04

47、323175253.840002528.840000.6400000.640007.8400007.840004.8800004.88327175251.780002526.7800001666.606.60007.0400007.040004.0400004.04330175250.740002525.740007.7400007.740004.5400004.54335175251.140002526.1400001888.808.800001150150150007.0400007.04337175253.940002528.9400011.04000011.040007.9400007

48、.940004.8400004.84343175251.740002526.7400001636.306.30000115515.5015.50006.900006.9346175253.80002528.80001000010008.0400008.040005.1400005.14350175252.140002527.1400001484.804.80006.800006.8354175253.840002528.840000.8800000.880000111611.6011.60007.100007.10004.100004.1358175250.90002525.900001959

49、.509.50006.700006.7361175253.70002528.70000.7400000.741253.82848.523254427.324003503002502001501005000100200300400500600700時(shí) 間庫(kù) 存 量0714212835424956 637077849198 105 112 119 126 133 140 147 154 161 168 175 182 189 196 203 210 217 224 231 238 245 252 259 266 273 280 287 294 301 308 315 322 329 336 343

50、 350 3570100200300400500600700時(shí) 間庫(kù) 存 量10009008007006005004003002001000010002000300040005000訂貨批量成 本存儲(chǔ)成本缺貨成本訂貨成本總成本7508008509004254.484292.604354.044455.464255.164282.664380.624420.564217.124344.724352.204438.124199.244318.264385.544438.604180.964406.724353.924343.164159.284293.104345.604419.544235.18

51、4373.644380.704419.844215.624415.264430.784388.704206.344452.784440.064458.704174.364393.824425.264465.104232.264492.504510.264424.7610009008007006005004003002001000010002000300040005000訂貨批量成 本存儲(chǔ)成本缺貨成本訂貨成本總成本300250200150100500010002000300040005000訂貨點(diǎn)成 本存儲(chǔ)成本缺貨成本訂貨成本總成本55005300510049004700450043004100

52、390037003500400 450 500 550 600 650 700 750 800 850 900150170190210230250相關(guān)總成本訂貨批量訂貨點(diǎn)7508008509004214.444309.444364.764413.74194.984311.924375.84384.444246.74298.844348.124411.464202.964296.844348.084433.624215.224329.444386.34393.644185.54435.8843694437.64238.784353.824338.544458.964315.44362.74418

53、.944470.844221.164346.964430.184374.784183.4644224445.884425.544215.224500.024623.444438.6655005300510049004700450043004100390037003500400 450 500 550 600 650 700 750 800 850 900150170190210230250相關(guān)總成本訂貨批量訂貨點(diǎn)4003503002502001501005000100200300400500600700時(shí) 間庫(kù) 存 量0714212835424956 637077849198 105 112 119 126 133 140 147 154 161 168 175 182 189 196 203 210 217 224 231 238 245 252 259 266 273 280 287 294 301 308 315 322 329 336 343 350 3570100200300400500600700時(shí) 間庫(kù) 存 量