Inventory.java

package tutorial;
 
import umontreal.ssj.rng.*;
import umontreal.ssj.randvar.*;
import umontreal.ssj.probdist.PoissonDist;
import umontreal.ssj.stat.Tally;
import umontreal.ssj.util.*;
 
public class Inventory {
 
   double lambda; // Mean demand size for a day.
   double c; // Sale price per item.
   double h; // Inventory cost per item per day.
   double K; // Fixed ordering cost per order.
   double k; // Marginal ordering cost per item.
   double p; // Probability that an order arrives.
 
   RandomVariateGenInt genDemand;
   RandomStream streamDemand = new MRG32k3a();
   RandomStream streamOrder = new MRG32k3a();
   Tally statProfit = new Tally("stats on profit");
 
   public Inventory(double lambda, double c, double h, double K, double k, double p) {
      this.lambda = lambda;
      this.c = c;
      this.h = h;
      this.K = K;
      this.k = k;
      this.p = p;
      genDemand = new PoissonGen(streamDemand, new PoissonDist(lambda));
   }
 
   // Simulates the system for m days, with the (s,S) policy,
   // and returns the average profit per day.
   public double simulate(int m, int s, int S) {
      int Xj = S; // Stock in the morning.
      int Yj; // Stock in the evening.
      double profit = 0.0; // Cumulated profit.
      for (int j = 0; j < m; j++) {
         Yj = Xj - genDemand.nextInt(); // Subtract demand for the day.
         if (Yj < 0)
            Yj = 0; // Lost demand.
         profit += c * (Xj - Yj) - h * Yj;
         if ((Yj < s) && (streamOrder.nextDouble() < p)) {
            // We have a successful order.
            profit -= K + k * (S - Yj);
            Xj = S;
         } else
            Xj = Yj;
      }
      return profit / m;
   }
 
   // Performs n independent simulation runs of the system for m days,
   // with the (s,S) policy, and returns a report with a 90% confidence
   // interval on the expected average profit per day.
   public void simulateRuns(int n, int m, int s, int S) {
      for (int i = 0; i < n; i++)
         statProfit.add(simulate(m, s, S));
   }
 
   public static void main(String[] args) {
      Inventory system = new Inventory(100.0, 2.0, 0.1, 10.0, 1.0, 0.95);
      Chrono timer = new Chrono();
      system.simulateRuns(500, 2000, 80, 200);
      system.statProfit.setConfidenceIntervalStudent();
      System.out.println(system.statProfit.report(0.9, 3));
      System.out.println("Total CPU time: " + timer.format() + "\n");
   }
}