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Screening Experiments for Simulation: A Review

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Author Info
Kleijnen, J.P.C. (Tilburg University, Center for Economic Research)

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Abstract

This article reviews so-called screening in simulation; i.e., it examines the search for the really important factors in experiments with simulation models that have very many factors (or inputs). The article focuses on a most efficient and effec- tive screening method, namely Sequential Bifurcation. It ends with a discussion of possible topics for future research, and forty references for further study.

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Paper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 2007-21.

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Date of creation: 2007
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Handle: RePEc:dgr:kubcen:200721

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Web page: http://center.uvt.nl

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Find related papers by JEL classification:
C0 - Mathematical and Quantitative Methods - - General
C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General
C9 - Mathematical and Quantitative Methods - - Design of Experiments

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Persson, Fredrik & Olhager, Jan, 2002. "Performance simulation of supply chain designs," International Journal of Production Economics, Elsevier, vol. 77(3), pages 231-245, June. [Downloadable!] (restricted)
  2. S. M. Lewis & A. M. Dean, 2001. "Detection of interactions in experiments on large numbers of factors," Journal Of The Royal Statistical Society Series B, Royal Statistical Society, vol. 63(4), pages 633-672. [Downloadable!] (restricted)
  3. Kleijnen, J.P.C. & Beers, W.C.M. van, 2003. "Application-driven sequential designs for simulation experiments: kriging metamodeling," Discussion Paper 33, Tilburg University, Center for Economic Research. [Downloadable!]
  4. Bettonvil, Bert & Kleijnen, Jack P. C., 1997. "Searching for important factors in simulation models with many factors: Sequential bifurcation," European Journal of Operational Research, Elsevier, vol. 96(1), pages 180-194, January. [Downloadable!] (restricted)
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