08SimHw6sol - IEOR 4404 Simulation Prof Mariana...

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IEOR 4404 Assignment #6 Solutions Simulation 2nd November 2008 Prof. Mariana Olvera-Cravioto Page 1 of 4 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 V > a (i.e., the time at which the capital becomes negative). To display the amount of the shortfall, we need to output V - a . 2. (a) The only relevant event is the arrival of a shock. The relevant variables are the following: d total denoting total damage to the system, d individual denoting individual shock mag- nitude, interarrivalTime denoting the time between successive shocks to the system, t variable denoting time, indicator to indicate whether the system has failed or not, and FailureTime to denote the time of failure. (b) This is the MATLAB code: clear all; alpha = input(’Please input alpha ’); C = input(’Please input C ’); k = input(’Please input k ’); FailureTime = 0; SumOfFailureTimes = 0; for i = 1:k indicator = 0; t=0; d_total = 0; u=rand;
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This note was uploaded on 12/20/2010 for the course IEOR E4404 taught by Professor Marianaolvera-cravioto during the Spring '08 term at Columbia.

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08SimHw6sol - IEOR 4404 Simulation Prof Mariana...

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