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Robust Optimization in Simulation : Taguchi and Krige Combined

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  • Dellino, G.
  • Kleijnen, Jack P.C.

    (Tilburg University, Center For Economic Research)

  • Meloni, C.

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  • Dellino, G. & Kleijnen, Jack P.C. & Meloni, C., 2009. "Robust Optimization in Simulation : Taguchi and Krige Combined," Discussion Paper 2009-82, Tilburg University, Center for Economic Research.
    • Handle: RePEc:tiu:tiucen:d919b893-db2b-4d97-a392-4a55e2ad2494
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    References listed on IDEAS

    as
    1. Kleijnen, J.P.C. & Pierreval, H. & Zhang, J., 2009. "Methodology for Determining the Acceptability of Given Designs in Uncertain Environments," Other publications TiSEM e4f96b06-a05f-4da2-b651-8, Tilburg University, School of Economics and Management.
    2. W C M van Beers & J P C Kleijnen, 2003. "Kriging for interpolation in random simulation," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 54(3), pages 255-262, March.
    3. Jack P. C. Kleijnen & Susan M. Sanchez & Thomas W. Lucas & Thomas M. Cioppa, 2005. "State-of-the-Art Review: A User’s Guide to the Brave New World of Designing Simulation Experiments," INFORMS Journal on Computing, INFORMS, vol. 17(3), pages 263-289, August.
    4. Léopold Simar & Paul W. Wilson, 1998. "Sensitivity Analysis of Efficiency Scores: How to Bootstrap in Nonparametric Frontier Models," Management Science, INFORMS, vol. 44(1), pages 49-61, January.
    5. Jack P.C. Kleijnen, 2015. "Design and Analysis of Simulation Experiments," International Series in Operations Research and Management Science, Springer, edition 2, number 978-3-319-18087-8, April.
    6. Garcia-Gonzalez, Javier & Parrilla, Ernesto & Mateo, Alicia, 2007. "Risk-averse profit-based optimal scheduling of a hydro-chain in the day-ahead electricity market," European Journal of Operational Research, Elsevier, vol. 181(3), pages 1354-1369, September.
    7. Yin, Yafeng & Madanat, Samer M. & Lu, Xiao-Yun, 2009. "Robust improvement schemes for road networks under demand uncertainty," European Journal of Operational Research, Elsevier, vol. 198(2), pages 470-479, October.
    8. Kleijnen, J.P.C., 2009. "Sensitivity Analysis of Simulation Models," Discussion Paper 2009-11, Tilburg University, Center for Economic Research.
    9. Stinstra, Erwin & den Hertog, Dick, 2008. "Robust optimization using computer experiments," European Journal of Operational Research, Elsevier, vol. 191(3), pages 816-837, December.
    10. Yu, Gang, 1997. "Robust economic order quantity models," European Journal of Operational Research, Elsevier, vol. 100(3), pages 482-493, August.
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    Cited by:

    1. Janis Janusevskis & Rodolphe Le Riche, 2013. "Simultaneous kriging-based estimation and optimization of mean response," Journal of Global Optimization, Springer, vol. 55(2), pages 313-336, February.

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