A hybrid method to find cumulative distribution function of completion time of GERT networks
Subject Areas : Mathematical OptimizationS.S Hashemin 1 , S.M.T Fatemi Ghomi 2
1 - Department of Industrial Engineering, Islamic Azad University, Science and Research Branch, Tehran, Iran
2 - Department of Industrial Engineering, Amirkabir University of Technology, Tehran, Iran
Keywords: Distribution function, Completion time, GERT network, Hybrid, Gaussian quadrature formula, Conditional simulation,
Abstract :
This paper proposes a hybrid method to find cumulative distribution function (CDF) of completion time of GERT-type networks (GTN) which have no loop and have only exclusive-or nodes. Proposed method is cre-ated by combining an analytical transformation with Gaussian quadrature formula. Also the combined crude Monte Carlo simulation and combined conditional Monte Carlo simulation are developed as alternative methods of solution procedure. Then, through a comparative study made for different solution procedures, the superiority of hybrid method is indicated. Computing time and accuracy are considered as fundamental factors for comparison purposes.