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Statistical Testing of Optimality Conditions in Multiresponse Simulation-based Optimization (Revision of 2005-81)

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  • Bettonvil, B.W.M.

    (Tilburg University, School of Economics and Management)

  • Del Castillo, E.
  • Kleijnen, J.P.C.

    (Tilburg University, School of Economics and Management)

Abstract

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Suggested Citation

  • Bettonvil, B.W.M. & Del Castillo, E. & Kleijnen, J.P.C., 2007. "Statistical Testing of Optimality Conditions in Multiresponse Simulation-based Optimization (Revision of 2005-81)," Other publications TiSEM 3e563d88-0029-47f6-a66b-e, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:3e563d88-0029-47f6-a66b-ed001f03a5fb
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    References listed on IDEAS

    as
    1. Kleijnen, Jack P.C., 2009. "Kriging metamodeling in simulation: A review," European Journal of Operational Research, Elsevier, vol. 192(3), pages 707-716, February.
    2. Martin, Michael A., 2007. "Bootstrap hypothesis testing for some common statistical problems: A critical evaluation of size and power properties," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 6321-6342, August.
    3. Sridhar Bashyam & Michael C. Fu, 1998. "Optimization of (s, S) Inventory Systems with Random Lead Times and a Service Level Constraint," Management Science, INFORMS, vol. 44(12-Part-2), pages 243-256, December.
    4. Kleijnen, Jack P. C. & van Beers, Wim C. M., 2005. "Robustness of Kriging when interpolating in random simulation with heterogeneous variances: Some experiments," European Journal of Operational Research, Elsevier, vol. 165(3), pages 826-834, September.
    5. Kao, Chiang & Chen, Shih-Pin, 2006. "A stochastic quasi-Newton method for simulation response optimization," European Journal of Operational Research, Elsevier, vol. 173(1), pages 30-46, August.
    6. Itir Karaesmen & Garrett van Ryzin, 2004. "Overbooking with Substitutable Inventory Classes," Operations Research, INFORMS, vol. 52(1), pages 83-104, February.
    7. Acácio M. De O. Porta Nova & James R. Wilson, 1989. "Estimation of Multiresponse Simulation Metamodels Using Control Variates," Management Science, INFORMS, vol. 35(11), pages 1316-1333, November.
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