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Sensitivity Analysis of Simulation Models

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  • Kleijnen, J.P.C.

    (Tilburg University, School of Economics and Management)

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  • Kleijnen, J.P.C., 2009. "Sensitivity Analysis of Simulation Models," Other publications TiSEM 2016cf94-0329-4aa0-a4ea-4, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:2016cf94-0329-4aa0-a4ea-499ebaa2cba9
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    File URL: https://repository.tilburguniversity.edu/bitstreams/a3098b55-a2e9-4208-aeef-4c8307092ff3/download
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    References listed on IDEAS

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    1. den Hertog, D. & Kleijnen, J.P.C. & Siem, A.Y.D., 2004. "The Correct Kriging Variance Estimated by Bootstrapping," Other publications TiSEM 00a66547-3e9a-4ccf-8c7b-8, Tilburg University, School of Economics and Management.
    2. van Beers, W.C.M. & Kleijnen, J.P.C., 2005. "Customized Sequential Designs for Random Simulation Experiments : Kriging Metamodelling and Bootstrapping," Other publications TiSEM 893d38f9-8ca5-42ae-9737-6, Tilburg University, School of Economics and Management.
    3. van Beers, W.C.M. & Kleijnen, J.P.C., 2001. "Kriging for Interpolation in Random Simulation," Other publications TiSEM e007110c-e224-484d-92f0-c, Tilburg University, School of Economics and Management.
    4. van Beers, Wim C.M. & Kleijnen, Jack P.C., 2008. "Customized sequential designs for random simulation experiments: Kriging metamodeling and bootstrapping," European Journal of Operational Research, Elsevier, vol. 186(3), pages 1099-1113, May.
    5. 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.
    6. Gramacy, Robert B & Lee, Herbert K. H, 2008. "Bayesian Treed Gaussian Process Models With an Application to Computer Modeling," Journal of the American Statistical Association, American Statistical Association, vol. 103(483), pages 1119-1130.
    7. 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, July-Dece.
    8. 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.
    9. Velikova, M.V., 2006. "Monotone models for prediction in data mining," Other publications TiSEM d8ed8e5b-1061-4738-8ff9-a, Tilburg University, School of Economics and Management.
    10. D den Hertog & J P C Kleijnen & A Y D Siem, 2006. "The correct Kriging variance estimated by bootstrapping," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 57(4), pages 400-409, April.
    11. 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.
    12. 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.
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    Cited by:

    1. Dellino, G. & Kleijnen, Jack P.C. & Meloni, C., 2009. "Robust Optimization in Simulation : Taguchi and Krige Combined," Other publications TiSEM d919b893-db2b-4d97-a392-4, Tilburg University, School of Economics and Management.

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