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Experimental Design for Sensitivity Analysis, Optimization and Validation of Simulation Models

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  • Kleijnen, J.P.C.

    (Tilburg University, Center For Economic Research)

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  • Kleijnen, J.P.C., 1997. "Experimental Design for Sensitivity Analysis, Optimization and Validation of Simulation Models," Discussion Paper 1997-52, Tilburg University, Center for Economic Research.
    • Handle: RePEc:tiu:tiucen:c0e2bc10-e550-4cf2-b649-6452dfea1ffe
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    1. Kleijnen, J.P.C., 1995. "Sensitivity analysis and optimization of system dynamics models : Regression analysis and statistical design of experiments," Other publications TiSEM 87ee6ee0-592c-4204-ac50-6, Tilburg University, School of Economics and Management.
    2. Kleijnen, Jack P. C., 1995. "Verification and validation of simulation models," European Journal of Operational Research, Elsevier, vol. 82(1), pages 145-162, April.
    3. Kleijnen, J.P.C. & van Groenendaal, W.J.H., 1992. "Two-stage versus sequential sample-size determination in regression analysis of simulation experiments," Other publications TiSEM cac61c9f-0967-4f5a-aab1-9, Tilburg University, School of Economics and Management.
    4. Christine A. Fossett & Dale Harrison & Harry Weintrob & Saul I. Gass, 1991. "An Assessment Procedure for Simulation Models: A Case Study," Operations Research, INFORMS, vol. 39(5), pages 710-723, October.
    5. Michael Pinedo & Ronald W. Wolff, 1982. "A Comparison Between Tandem Queues with Dependent and Independent Service Times," Operations Research, INFORMS, vol. 30(3), pages 464-479, June.
    6. Jack P. C. Kleijnen, 1975. "A Comment on Blanning's “Metamodel for Sensitivity Analysis: The Regression Metamodel in Simulation”," Interfaces, INFORMS, vol. 5(3), pages 21-23, May.
    7. Jack P. C. Kleijnen, 1992. "Regression Metamodels for Simulation with Common Random Numbers: Comparison of Validation Tests and Confidence Intervals," Management Science, INFORMS, vol. 38(8), pages 1164-1185, August.
    8. Kleijnen, Jack P. C. & Sargent, Robert G., 2000. "A methodology for fitting and validating metamodels in simulation," European Journal of Operational Research, Elsevier, vol. 120(1), pages 14-29, January.
    9. Kleijnen, Jack P. C. & Standridge, Charles R., 1988. "Experimental design and regression analysis in simulation: An FMS case study," European Journal of Operational Research, Elsevier, vol. 33(3), pages 257-261, February.
    10. van Ham, G. & Rotmans, J. & Kleijnen, J.P.C., 1992. "Techniques for sensitivity analysis of simulation models : A case study of the CO2 greenhouse effect," Other publications TiSEM 71317a03-3399-4554-83cb-4, Tilburg University, School of Economics and Management.
    11. Sherif, Yosef S. & Boice, Bruce A., 1994. "Optimization by pattern search," European Journal of Operational Research, Elsevier, vol. 78(3), pages 277-303, November.
    12. Kleijnen, J.P.C., 1995. "Statistical validation of simulation models : A case study," Discussion Paper 1995-42, Tilburg University, Center for Economic Research.
    13. F. L. Gunther & R. W. Wolff, 1980. "The Almost Regenerative Method for Stochastic System Simulations," Operations Research, INFORMS, vol. 28(2), pages 375-386, April.
    14. M. Hossein Safizadeh & Robert Signorile, 1994. "Optimization of Simulation via Quasi-Newton Methods," INFORMS Journal on Computing, INFORMS, vol. 6(4), pages 398-408, November.
    15. Peter W. Glynn & Donald L. Iglehart, 1989. "Importance Sampling for Stochastic Simulations," Management Science, INFORMS, vol. 35(11), pages 1367-1392, November.
    16. Kleijnen, J.P.C. & Bettonvil, B.W.M., 1997. "Searching for important factors in simulation models with many factors : Sequential bifurcation," Other publications TiSEM be826993-22f9-4cb3-89df-3, Tilburg University, School of Economics and Management.
    17. 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.
    18. Saltelli, A. & Andres, T. H. & Homma, T., 1995. "Sensitivity analysis of model output. Performance of the iterated fractional factorial design method," Computational Statistics & Data Analysis, Elsevier, vol. 20(4), pages 387-407, October.
    19. Jack P. C. Kleijnen, 1975. "Antithetic Variates, Common Random Numbers and Optimal Computer Time Allocation in Simulation," Management Science, INFORMS, vol. 21(10), pages 1176-1185, June.
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    Cited by:

    1. Neddermeijer, H.G. & Piersma, N. & van Oortmarssen, G.J. & Habbema, J.D.F. & Dekker, R., 1999. "Comparison of response surface methodology and the Nelder and Mead simplex method for optimization in microsimulation models," Econometric Institute Research Papers EI 9924-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

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