Problemas de filas: aplicação da simulação de Monte Carlo.

Abstract

The main objective of this study is to establish the basis for developing the methodology for solving queuing problems using the Monte Carlo simulation technique. In fact, we developed the simulation system for the M / M / l queue model. The applicability of the simulation technique to queuing problems is discussed, comparing the results with those obtained analytically. The discussion also involves several problems associated with the application of probability theory and statistics, and the theory of stochastic processes. These include the randomness of the numbers generated in the simulation and the steady state of the simulated process. Although in this paper we have studied the M / M / l queue problem, the methodology can be extended to more complex queue problems.