Simulation Designs for the Estimation of Quadratic Response Surface Gradients in the Presence of Model Misspecification
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DOI: 10.1287/mnsc.41.2.244
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Cited by:
- Kleijnen, Jack P. C. & den Hertog, Dick & Angun, Ebru, 2004.
"Response surface methodology's steepest ascent and step size revisited,"
European Journal of Operational Research, Elsevier, vol. 159(1), pages 121-131, November.
- Kleijnen, J.P.C. & den Hertog, D. & Angun, M.E., 2002. "Response Surface Methodology's Steepest Ascent and Step Size Revisited," Discussion Paper 2002-64, Tilburg University, Center for Economic Research.
- Kleijnen, J.P.C. & den Hertog, D. & Angun, M.E., 2002. "Response Surface Methodology's Steepest Ascent and Step Size Revisited," Other publications TiSEM 44a5bc64-49e5-47f5-abe7-3, Tilburg University, School of Economics and Management.
- R. C. M. Brekelmans & L. T. Driessen & H. J. M. Hamers & D. den. Hertog, 2005.
"Gradient Estimation Schemes for Noisy Functions,"
Journal of Optimization Theory and Applications, Springer, vol. 126(3), pages 529-551, September.
- Brekelmans, R.C.M. & Driessen, L. & Hamers, H.J.M. & den Hertog, D., 2003. "Gradient Estimation Schemes for Noisy Functions," Discussion Paper 2003-12, Tilburg University, Center for Economic Research.
- Brekelmans, R.C.M. & Driessen, L. & Hamers, H.J.M. & den Hertog, D., 2003. "Gradient Estimation Schemes for Noisy Functions," Other publications TiSEM 4aa4fd63-80d9-4989-89a8-0, Tilburg University, School of Economics and Management.
- Arsham H., 1998. "Techniques for Monte Carlo Optimizing," Monte Carlo Methods and Applications, De Gruyter, vol. 4(3), pages 181-230, December.
- Angun, M.E., 2004. "Black box simulation optimization : Generalized response surface methodology," Other publications TiSEM 2548e953-54ce-44e2-8c5b-7, Tilburg University, School of Economics and Management.
- Batmaz, Inci & Tunali, Semra, 2003. "Small response surface designs for metamodel estimation," European Journal of Operational Research, Elsevier, vol. 145(2), pages 455-470, March.
- Safizadeh, M. Hossein, 2002. "Minimizing the bias and variance of the gradient estimate in RSM simulation studies," European Journal of Operational Research, Elsevier, vol. 136(1), pages 121-135, January.
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Keywords
second-order experimental designs; variance reduction techniques; response surface methodology; mean squared error;All these keywords.
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