4T400: Stochastic Models of Manufacturing Systems
Spring 2015

Meetings:	Lectures on Tuesday from 8.45 to 10.30 Location: Gemini-Zuid 3A.10 BZ on Thursday from 15.45 to 17.30 Location: Gemini-Zuid 3A.13
Announcement:	The class on May 12 is cancelled
Instructors:	Ivo Adan
	office:	Gemini-Zuid 0.125
	telephone:	247 2932
	e-mail:	iadan@tue.nl
	Stijn Fleuren
	e-mail:	s.t.g.fleuren@tue.nl
	Jori Selen
	e-mail:	j.selen@tue.nl
Text:	Lecture notes
	Preface Basic concepts from probability theory Queueing models and some fundamental relations Markov chains and Markov processes The M/M/1 system The M/M/1 system with priorities The M/M/1 system with subcontracting A system with production-to-stock The M/G/1 system The M/G/1 priority system The M/G/1 system with setup times Queueing systems with general interarrival times Multi-machine systems Machine-repairmen problem Production lines Open job-shop systems Closed production networks
Additional material:	Lecture notes, slides and references
	Chapter 3 of Stochastic Performance Modeling Lecture notes on Queueing Theory Slides of Probability Models of 4AB00 Slides of Manufacturing Models of 4AB00 Lecture notes of 4AB00 Documentation of Chi 3 R Project for Statistical Computing
Examination:	Weekly take home assignments Send to Stijn Fleuren Results of exercises so far
	Probability models 1, Due 28-04-2015, Answers Probability models 2, Due 06-05-2015, Answers Further probability models and simulation, Due 19-5-2015, Answers Single machine models, Due 26-5-2015, Answers More single machine models, Due 2-6-2015, Answers Priorities and job shops, Due 9-6-2015, Answers Production lines and job shops, Due 16-6-2015, Answers Production lines and job shops, Due 7-7-2015, Answers
	Final take home assignment, Due 1-9-2015

Course outline from week to week

1. Introduction and basic concepts of probability
2. Probability problems and simulation
   Chi source files:
   • Birthday problem
   • Almost birthday problem
   • Coin tossing: counting of points
   • Coin tossing: fraction of time leading
   • Coin tossing: heads in a row
   • Scratch and win
   • Boarding pass problem
   • Monty Hall dilemma
   • Fluid buffer model
3. More simulation and the single machine model
   Chi source files:
   • Discrete simulation of single machine model
   • Event-scheduling of single machine model
   • Process-interaction of single machine model
   • Independent replications of single machine model
4. Single and multi machine models Chi source files:
   • Central limit theorem
5. Single machine models with priorities, flow lines and Jackson networks
6. Job shop models
7. Closed network (CONWIP) models
   Chi source files:
   • Simulation model of robotic dairy barn

References

• John A. Buzacott, J. George Shanthikumar:
  Stochastic Models of Manufacturing Systems, Prentice Hall, 1993.
• Wallace J. Hopp, Mark L. Spearman:
  Factory Physics, McGraw-Hill, 2008.
• Sheldon M. Ross:
  Probability Models, 8th edition, Academic Press, 2003.
• Henk Tijms:
  Understanding Probability, 3rd edition, Cambridge University Press, 2012.