Chapter 6 Discrete Event Simulation
The complexity of many real-world systems involves unaffordable analytical models, and consequently, such systems are commonly studied by means of simulation. Different types of simulation apply depending on the nature of the system under consideration. In the last chapter we focused on static simulation, also called Monte Carlo simulation. In this chapter we discuss discrete-event simulation (DES) which is a specific technique for modelling stochastic, dynamic and discretely evolving systems. As opposed to continuous simulation, which typically uses smoothly-evolving equational models, DES is characterized by sudden state changes at precise points of (simulated) time.
Customers arriving at a bank, products being manipulated in a supply chain, or packets traversing a network are common examples of such systems. The discrete nature of a given system arises as soon as its behavior can be described in terms of events, which is the most fundamental concept in DES. An event is an instantaneous occurrence that may change the state of the system, while, between events, all the state variables remain constant.
To implement DES in R we will take advantage of the
simmer package which provides capabilities to easily model a wide range of applications.