10SimHw6Solution

10SimHw6Solution - IEOR E4404.001 SIMULATION Prof. Mariana...

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IEOR E4404.001 SIMULATION Prof. Mariana Olvera-Cravioto Assignment #6 Solutions 1. Here, all you have to do is use the algorithm given in class and modify it very slightly: using the same notations as the lecture notes , we need to output the value t E when J = 3 and Y > a (i.e., the time at which the capital becomes negative). To display the amount of the shortfall, we need to output Y - a . 2. (a) Please refer to part (b) and (c) for the variables and their descriptions (b) and (c) N=500; Time=zeros(1,N); Prop=zeros(1,N); for j=1:N t=0; Na1=0; %Number of arrivals in queue 1 Na2=0; %Number of arrivals in queue 2 Nd1=0; %Number of departures in queue 1 Nd2=0; %Number of departures in queue 2 n1=0; %Current number of customers in the 1st queueing system n2=0; %Current number of customers in the 2nd queueing system N=1000; U=rand; ta=((-1)/6)*log(U); %Initialize with the 1st arrival td1=10000; td2=10000; while(ta < 10000 || n1 > 0 || n2 > 0) if ta < =min(td1,td2) %An arrival happens t=ta; if n1
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10SimHw6Solution - IEOR E4404.001 SIMULATION Prof. Mariana...

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