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Methodology for Determining the Acceptability of Given Designs in Uncertain Environments

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

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Abstract

Managers wish to verify that a particular engineering design meets their require- ments. This design's future environment will differ from the environment assumed during the design. Therefore it is crucial to determine which variations in the envi- ronment may make this design unacceptable. The proposed methodology estimates which uncertain environmental parameters are important (so managers can become pro-active) and which parameter combinations (scenarios) make the design unac- ceptable. The methodology combines simulation, bootstrapping, and metamodeling. The methodology is illustrated through a simulated manufacturing system, includ- ing fourteen uncertain parameters of the input distributions for the various arrival and service times. These parameters are investigated through sixteen scenarios, selected through a two-level fractional-factorial design. The resulting simulation In- put/Output (I/O) data are analyzed through a first-order polynomial metamodel and bootstrapping. A second experiment gives some outputs that are indeed un- acceptable. Polynomials fitted to the I/O data estimate the border line (frontier) between acceptable and unacceptable environments.

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Publisher Info
Paper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 2009-3.

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Date of creation: 2009
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Handle: RePEc:dgr:kubcen:20093

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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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This page was last updated on 2009-11-25.

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