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概率隨機數(shù)范圍隨機數(shù)可能值概率累計概率隨機數(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、模擬計算采購單價單位存儲成本每次訂貨成本 單位缺貨成本 期初庫存150.02250.1600方方案案訂訂貨貨點點200200訂訂

2、貨貨批批量量500500時間隨機數(shù)需求量庫存量訂貨批量隨機數(shù)提前期到貨量060011414845200002601552970000361451525007730460155000005841600000066315534500050078316018550021086215553000050096215537500001033150225000011591557050068201244150000001315148352000500149717018250019201537150320000168416037200050017591552170000經(jīng)濟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4、年度庫存量模擬5、訂貨批量模擬訂貨批量存儲成本缺貨成本訂

21、貨成本相關(guān)總成本1253.82848.523254427.32400847.681009.628004657.284501055.9261427004369.925001243.26790.323504383.564003503002502001501005000100200300400500600700時 間庫 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 間庫 存 量10009008007006005004003002001000010002000300040005000訂貨批量成 本存儲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:在訂貨點為200時訂貨，訂貨批量為600時最經(jīng)濟。6、訂貨點模擬存儲成本缺貨成本訂貨成本相關(guān)總成本訂貨點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,訂貨點為180時最經(jīng)濟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:訂貨點為190，訂貨批量為600時最經(jīng)濟。此時總成本為4151.36300250200150100500010002000300040005000訂貨點成 本存儲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10009008007006005004003002001000010002000300040005000訂貨批量成 本存儲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隨機數(shù)可能值01112763924控制值訂貨次數(shù)訂貨及購置費用存儲費用缺貨次數(shù) 缺貨量 缺貨費用訂貨費用相關(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 間庫 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 間庫 存 量10009008007006005004003002001000010002000300040005000訂貨批量成 本存儲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 本存儲成本缺貨成本訂貨成本總成本300250200150100500010002000300040005000訂貨點成 本存儲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4003503002502001501005000100200300400500600700時 間庫 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 間庫 存 量