이변량 성과척도를 가지는 시뮬레이션 결과 분석을 위한 BMORE 도표의 활용

Abstract

ABSTRACT

Bivariate measure of risk and error(BMORE) plot is originally designed to depict bivariate output data and related statistics obtained from a stochastic simulation such as sample mean, median, outliers, and a boundary of a certain percentile of simulation data. When compared to the static numbers, the plot has a big advantage in visualization that enables scholars and practitioners to understand the potential variability and risk in the simulation data. In this study, beyond just the construction of the plot to depict the variability of a certain system, we add a chance constraint to the plot and apply it for decision making such as checking the feasibility of systems, comparing performances of the systems on statistical background, and also analyzing the sensitivity of the problem parameters. In order to demonstrate an application of the plot, we employ an inventory management problem as an example. However, the techniques and algorithms suggested in this paper can be applied to any other problems comparing systems on bivariate performance measures with simulation/experiment results.