蒙特卡洛案例

1、变量分布图2、变量分布表每日需求量提前期概率累计概率随机数范围随机数可能值概率累计概率随机数范围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、模拟计算采购单价单位存储成本每次订货成本 单位缺货成本 期初库存150.02250.1600方方案案订订货货点点200200订订货货批批量量500500时间随机数需求量库存量订货批量随机数提前期到货量060011414845200002601552970000361451525007730460155000005841600000066315534500050078316018550021086215553000050096215537500001033150225000011591557050068201244150000001315148352000500149717018250019201537150320000168416037200050017591552170000经济订货量变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0.081861155625005120193315000000205015035000050021681551955006020222815045000023314540000050024661552450000257115590500302026401500000027221483520005002873155197500342029381504700003028150397000500312514824900003215148101500672033214000000341714835200050035951651875009103615148539000500379817036900003831150219000039314574500803040214000000412614800000422014835200050043481502020000444415052500974045851600000046181480000047871600000048331503500005004975155195500810506215554000050051501503900000522140250000053641559550043205410145000005565155345000500567415519050028205719148420000581914839400050059491502440000603415094500974061941650000062131480000063251480000064471503500005006560155195500572066651554000006787160380000500685415522500006970155705005320707915500000715315534500050072751551905007120732815040000074711553850005007554155230000076131488250015207736150000007883160340000500799717017050021208081452500008171453800005008227148232000083321508250054208445150000008588160340000500861314819250072208714148440000881614839600050089251482480000902915098500242091181480000092201483520005009383160192500823094811603200009556155000009621148352000500973115020200009838150525003320992514800000100014036000050010172155205000010241456050077301039717000000104401500000010511145355000500106914521000001075915555500202010830150000001094145355000500110381502050000111871604550064201125015000000113961653350005001147415518050011201158316020000011688160360000500117411502100000118911605050097401198716000000120471500000012192165000001227715534500050012352155190500182012456155350000125281503850005001265615523000001276815575500964012883160000001293915000000130481500000013135150350000500132314520500001337815550500512013481450000013569155345000500136771551905003120137251484200001387415538700050013967155232000014071458750082301411314800000142314500000143261483520005001446015519750041201457915542000014663155387000500147761552320000148311508250044201493915000000150981703300005001513015018050046201529516515000015350150365000500154531552100000155891605050082301568416000000157791550000015821148352000500159491502020000160941653750011016182160377000500162421502270000163551557250078301643215000000165821600000016626148352000500167271482040000168981703450001016936150384000500170511502340000171201488650071017257155431000500173581552760000174301501265007930175971700000017689160000001774145355000500178861601955009640179381504500001808616000000181961650000018261453550005001834145210000018443150605009840185561550000018619148000001871814800000188521553450005001898616018550024201901814837000019111403970005001924715024700001933115097500162019474155000001953315035000050019671155195500934019791160350000198814500000199351500000020028150350000500201461502005004520202291505000002038416039000050020433150240000020570155855001520206491500000020769155345000500208901601855001102099717051500050021087160355000021189160195500934021286160350000213921650000021418148000002158145355000500216661552005007930217414555000021846150000002197145355000500220181482070000221931654250070202225815500000223491503500005002245145205000022542150555007420226921650000022767155345000500228171481975009102293915054700050023045150397000023124148249000023267155945006220233141480000023491453550005002356215520050030202368316040000023754155385000500238731552300000239101458550093402404415000000241151480000024287160000002433145355000500244441502050000245271485750021202469216500000247401503500005002487215519550038202491814847000025070155392000500251561552370000252981706750081302534815000000254621550000025585160340000500256751551855005720257571553000002580140390000500259361502400000260551558550033202610140000002626115534500050026369155190500622026448150400000265991703700005002662140230000026753155755006520268921650000026965155345000500270291501955009102717315554000050027221148392000027316148244000027465155895008102752014844100050027617148293000027788160133500132027859155000002797715534500050028022148197500152028195165320000282314538700050028374155232000028464155775008730285161480000028626148000002873315035000050028822148202000028987160425002520290491500000029142150350000500292014021000002939817040500402029432150000002956815534500050029623148197500702029775155420000298631553870005002999316522200003006215567500182030179155000003025515534500050030399170175500803030422148270000305521550000030624148352000500307701551975001820308111455200003096415539700050031081452520000311381501025004320312571550000031376155345000500314301501955006620315501504500003167715539000050031799170220000031892165555003120319421500000032016148352000500321881601925002420322901603200003232140392000500324201482440000325681558950051203267715500000327171483520005003283415020200003299316537500101033043150387000500331881602270000332991705750077303331014500000334471500000033525148352000500336801551975007103375145552000500338631553970000339671552420000340791558750081303413115000000342531550000034353155345000500344801551905003120345014050000034619148402000500347714525700003483915010750056203498015500000350881603400005003511714819250077303522214844000035391160000003545145355000500355501502050000356891604550067203570140000003589516533500050035937150185500472036025148370000合计4、年度库存量模拟5、订货批量模拟订货批量存储成本缺货成本订货成本相关总成本1253.82848.523254427.32400847.681009.628004657.284501055.9261427004369.925001243.26790.323504383.564003503002502001501005000100200300400500600700时 间库 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时 间库 存 量10009008007006005004003002001000010002000300040005000订货批量成 本存储成本缺货成本订货成本总成本5501323.06802.421254250.466001519.22606.620504175.826501842.12511.219254278.327001751.36796.616754222.967502098.28495.716504243.988002314.38451.515754340.888502279634.114254338.109002599.8373.114254397.90结论:在订货点为200时订货，订货批量为600时最经济。6、订货点模拟存储成本缺货成本订货成本相关总成本订货点1253.82848.523254427.32150979.581359.220754413.781601052.41158.821754386.201701025.761247.321254398.061801108.221052.122254385.321901237.04803.423504390.442001302.02680.324004382.322101320.14688.724004408.842201376.62532.524754384.122301420.18483.425254428.582401385.06532.824754392.862501525.68442.825254493.48结论:在订货批量为500时,订货点为180时最经济7、双变量模拟4427.324004505005506006507001504675.844453.984373.304217.864196.824247.224226.661604669.124410.184376.504275.284166.244221.944237.901704652.284425.264392.364257.264193.564212.984247.401804656.324426.444349.724245.744195.184234.904182.861904678.924399.824347.824295.244166.304202.484224.142004664.244404.444374.864251.344153.644256.824226.722104633.984368.604379.464259.564176.764286.484197.522204695.104382.424405.664255.084151.584274.344193.822304706.024386.544432.884257.684165.664363.644282.802405456.004466.524479.204309.984178.164343.624359.422505462.804394.504437.444377.804151.364246.544412.24结论:订货点为190，订货批量为600时最经济。此时总成本为4151.36300250200150100500010002000300040005000订货点成 本存储成本缺货成本订货成本总成本55005300510049004700450043004100390037003500400 450 500 550 600 650 700 750 800 850 900150170190210230250相关总成本订货批量订货点10009008007006005004003002001000010002000300040005000订货批量成 本存储成本缺货成本订货成本总成本4004505005506006507001504662.524427.584355.064254.54199.3241924214.661604621.184422.54386.324291.684148.664232.64220.361704649.124408.54358.124287.84176.184223.484220.0418046534395.864383.324275.624185.64223.664239.581904648.34357.824382.164194.624109.284241.684229.722004639.464432.384407.764358.54140.164268.784248.742104666.424361.624373.564277.844210.44247.74240.542204612.984379.624359.24228.584124.84259.444224.542305399.364416.44406.624263.24135.34315.64239.32405424.34404.74439.384349.324137.584284.124277.362505477.524427.624398.84447.14126.164309.584360.855005300510049004700450043004100390037003500400 450 500 550 600 650 700 750 800 850 900150170190210230250相关总成本订货批量订货点随机数可能值01112763924控制值订货次数订货及购置费用存储费用缺货次数 缺货量 缺货费用订货费用相关总成本0009.0400009.040005.9400005.946175253.040002528.040000130.300.300001160160160006.900006.98175253.70002528.700010.6000010.60007.500007.50004.500004.513175251.40002526.400001808080007.0400007.0416175253.640002528.640000.6400000.640007.4400007.440004.3400004.34经济订货量变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0.0820175251.240002526.2400001888.808.800070000723175253.90002528.90000.900000.90008000080004.900004.927175251.80002526.800001606060007.0400007.0430175253.940002528.940000.9400000.940007.9400007.940004.9800004.9834175252.020002527.0200001393.903.90007.0400007.0436175253.740002528.7400010.78000010.780007.3800007.380004.3800004.3842175251.480002526.4800001666.606.60000114814.8014.80007.0400007.040004.0400004.0448175251.040002526.040000110810.8010.80000114814.8014.8000011601601600070000750175253.90002528.900010.8000010.80007.800007.800050000555175251.90002526.900001505050006.900006.958175253.80002528.80000.8400000.840007.8800007.880004.8800004.8864175251.880002526.8800001717.107.10000114814.8014.80000114814.8014.800070000767175253.90002528.90000.800000.80007.600007.60004.500004.571175251.40002526.400001858.508.50006.900006.974175253.80002528.80000.800000.80007.700007.70004.600004.678175251.640002526.6400001686.806.80006.800006.881175253.40002528.40000.500000.50007.600007.60004.6400004.6485175251.640002526.6400001686.806.80006.800006.888175253.840002528.840000.8800000.880007.9200007.920004.9600004.9692175251.960002526.9600001505050007.0400007.0496175253.840002528.840000.6400000.640000112312.3012.30007.0400007.040004.0400004.04100175251.040002526.0400001969.609.60007.200007.20004.100004.1105175251.20002526.2000011101101100001150150150007.100007.10004.200004.2109175251.10002526.100001959.509.50007.100007.10004.100004.1113175250.90002525.90000110510.5010.50006.700006.7116175253.60002528.60000.400000.40007.200007.20004.200004.21221752510002526000011101101100001150150150000116516.5016.50006.900006.9125175253.80002528.80000.700000.70007.700007.70004.600004.6131175251.50002526.500001858.508.5000011501501500001150150150007000070004.100004.1135175251000252600001959.509.50006.900006.9138175253.80002528.80000.8400000.840007.7400007.740004.6400004.64143175251.740002526.7400001616.106.10000114514.5014.50007.0400007.04146175253.940002528.940000.8400000.840007.7400007.740004.6400004.64150175251.640002526.6400001686.806.80006.600006.6153175253.60002528.60000.300000.30007.300007.30004.200004.2158175251000252600001110110110000115515.5015.50007.0400007.040004.0400004.04161175250.740002525.740007.5400007.540004.5400004.54166175251.440002526.4400001787.807.800001160160160007.0400007.040004.0800004.08169175250.680002525.680007.6800007.680004.6800004.68172175251.720002526.720008.6200008.620005.5200005.52177175252.520002527.5200001444.404.400001160160160007.100007.1182175253.90002528.90000.900000.90000111511.5011.50000116516.5016.50007.100007.10004.200004.2188175251.20002526.200001959.509.50000114814.8014.80000114814.8014.80006.900006.9191175253.70002528.70000.7400000.740007.9400007.940004.9400004.94195175251.940002526.9400001585.805.8000700007200175253.90002528.90000.700000.70000111011011000011501501500070000720317525400025290001000010007.800007.80004.800004.8207175251.70002526.700001656.506.50006.900006.9209175253.70002528.700010.3000010.30007.100007.1215175253.90002528.90000.700000.700001130130130000114814.8014.80007.100007.121917525400025290001.100001.100001959.509.50007.100007.10004.1400004.14223175250.840002525.840000111311.3011.30007000070004.100004.1227175251.10002526.100001110110110006.900006.9229175253.940002528.9400010.94000010.940007.9400007.940004.9800004.98234175251.880002526.8800001545.405.40007.100007.123717525400025290000.800000.80007.700007.70004.600004.6243175251.70002526.700001656.506.50000114814.8014.800001160160160007.100007.10004.100004.1247175251.140002526.140000110810.8010.8000700007250175253.90002528.90000.9400000.940007.8400007.840004.7400004.74255175251.340002526.3400001838.308.30000115515.5015.50006.800006.8258175253.70002528.70000.600000.60007.800007.80004.800004.8262175251.70002526.700001555.505.50006.900006.9265175253.80002528.80000.800000.80007.400007.40004.600004.6269175251.50002526.500001909090006.900006.9271175253.90002528.900010.8000010.80007.8400007.840004.8800004.88275175251.780002526.780008.8200008.820005.8600005.86279175252.660002527.6600001222.202.20006.900006.9282175253.940002528.940000.6400000.640007.7400007.740004.6400004.64287175251.540002526.5400001717.107.10000114814.8014.80007000070004.0400004.04291175250.840002525.840000110810.8010.80007000070004.200004.2295175250.80002525.800001110110110006.900006.9298175253.940002528.940000.8400000.840007.7400007.740004.4400004.44302175251.340002526.3400001888.808.80006.900006.9306175253.50002528.50000.5400000.540000112812.8012.80007.0400007.04309175253.940002528.940001.0400001.040007.9400007.940005.0400005.04313175252.040002527.0400001535.305.30006.900006.9316175253.90002528.90000.900000.90007.800007.80004.400004.4320175251.10002526.100001959.509.50007.0400007.04323175253.840002528.840000.6400000.640007.8400007.840004.8800004.88327175251.780002526.7800001666.606.60007.0400007.040004.0400004.04330175250.740002525.740007.7400007.740004.5400004.54335175251.140002526.1400001888.808.800001150150150007.0400007.04337175253.940002528.9400011.04000011.040007.9400007.940004.8400004.84343175251.740002526.7400001636.306.30000115515.5015.50006.900006.9346175253.80002528.80001000010008.0400008.040005.1400005.14350175252.140002527.1400001484.804.80006.800006.8354175253.840002528.840000.8800000.880000111611.6011.60007.100007.10004.100004.1358175250.90002525.900001959.509.50006.700006.7361175253.70002528.70000.7400000.741253.82848.523254427.324003503002502001501005000100200300400500600700时 间库 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时 间库 存 量10009008007006005004003002001000010002000300040005000订货批量成 本存储成本缺货成本订货成本总成本7508008509004254.484292.604354.044455.464255.164282.664380.624420.564217.124344.724352.204438.124199.244318.264385.544438.604180.964406.724353.924343.164159.284293.104345.604419.544235.184373.644380.704419.844215.624415.264430.784388.704206.344452.784440.064458.704174.364393.824425.264465.104232.264492.504510.264424.7610009008007006005004003002001000010002000300040005000订货批量成 本存储成本缺货成本订货成本总成本300250200150100500010002000300040005000订货点成 本存储成本缺货成本订货成本总成本55005300510049004700450043004100390037003500400 450 500 550 600 650 700 750 800 850 900150170190210230250相关总成本订货批量订货点7508008509004214.444309.444364.764413.74194.984311.924375.84384.444246.74298.844348.124411.464202.964296.844348.084433.624215.224329.444386.34393.644185.54435.8843694437.64238.784353.824338.544458.964315.44362.74418.944470.844221.164346.964430.184374.784183.4644224445.884425.544215.224500.024623.444438.6655005300510049004700450043004100390037003500400 450 500 550 600 650 700 750 800 850 900150170190210230250相关总成本订货批量订货点4003503002502001501005000100200300400500600700时 间库 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时 间库 存 量