Expected improvement in efficient global optimization through bootstrapped kriging
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References listed on IDEAS
- Markus Abt, 1999. "Estimating the Prediction Mean Squared Error in Gaussian Stochastic Processes with Exponential Correlation Structure," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 26(4), pages 563-578.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Kleijnen, Jack P.C. & Mehdad, E., 2013. "Conditional simulation for efficient global optimization," Other publications TiSEM 52e4860d-9887-4a63-b19a-7, Tilburg University, School of Economics and Management.
- Mehdad, E. & Kleijnen, Jack P.C., 2014. "Classic Kriging versus Kriging with Bootstrapping or Conditional Simulation : Classic Kriging's Robust Confidence Intervals and Optimization (Revised version of CentER DP 2013-038)," Discussion Paper 2014-076, Tilburg University, Center for Economic Research.
- Kleijnen, Jack P.C., 2013. "Simulation-Optimization via Kriging and Bootstrapping : A Survey (Revision of CentER DP 2011-064)," Discussion Paper 2013-064, Tilburg University, Center for Economic Research.
- Morales-Enciso, Sergio & Branke, Juergen, 2015. "Tracking global optima in dynamic environments with efficient global optimization," European Journal of Operational Research, Elsevier, vol. 242(3), pages 744-755.
- Jalali, Hamed & Van Nieuwenhuyse, Inneke & Picheny, Victor, 2017. "Comparison of Kriging-based algorithms for simulation optimization with heterogeneous noise," European Journal of Operational Research, Elsevier, vol. 261(1), pages 279-301.
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KeywordsSimulation; Optimization; Kriging; Bootstrap;
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