IDEAS home Printed from https://ideas.repec.org/p/tiu/tiutis/a6910d11-f9bc-4246-b1a7-2acf330acba8.html
   My bibliography  Save this paper

A User's Guide to the Brave New World of Designing Simulation Experiments

Author

Listed:
  • Kleijnen, J.P.C.

    (Tilburg University, School of Economics and Management)

  • Sanchez, S.M.
  • Lucas, T.W.
  • Cioppa, T.M.

Abstract

No abstract is available for this item.

Suggested Citation

  • Kleijnen, J.P.C. & Sanchez, S.M. & Lucas, T.W. & Cioppa, T.M., 2003. "A User's Guide to the Brave New World of Designing Simulation Experiments," Other publications TiSEM a6910d11-f9bc-4246-b1a7-2, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:a6910d11-f9bc-4246-b1a7-2acf330acba8
    as

    Download full text from publisher

    File URL: https://repository.tilburguniversity.edu/bitstreams/2bbd2694-f547-426d-968b-9e2c3c7c3fa7/download
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Michael C. Fu, 2002. "Feature Article: Optimization for simulation: Theory vs. Practice," INFORMS Journal on Computing, INFORMS, vol. 14(3), pages 192-215, August.
    2. Kleijnen, J.P.C. & Vonk Noordegraaf, A. & Nielen, M., 2001. "Sensitivity Analysis of Censored Output Through Polynomial, Logistic and Tobit Regression Meta-Models : Theory and Case Study," Other publications TiSEM 59f18375-cda1-4f21-afff-b, Tilburg University, School of Economics and Management.
    3. Kleijnen, J. P. C. & van den Burg, A. J. & van der Ham, R. Th., 1979. "Generalization of simulation results practicality of statistical methods," European Journal of Operational Research, Elsevier, vol. 3(1), pages 50-64, January.
    4. David Goldsman & Seong-Hee Kim & William S. Marshall & Barry L. Nelson, 2002. "Ranking and Selection for Steady-State Simulation: Procedures and Perspectives," INFORMS Journal on Computing, INFORMS, vol. 14(1), pages 2-19, February.
    5. Kleijnen, J.P.C. & Vonk Noordegraaf, A. & Nielen, M., 2001. "Sensitivity analysis of censored output through polynomial, logistic and tobit models : Theory and case study," Other publications TiSEM cfadba14-1f44-491a-9824-0, Tilburg University, School of Economics and Management.
    6. Kleijnen, J.P.C. & Sargent, R., 1997. "A Methodology for Fitting and Validating Metamodels in Simulation," Other publications TiSEM b8c2217c-f02c-4786-b704-7, Tilburg University, School of Economics and Management.
    7. Russell C. H. Cheng & Jack P. C. Kleijnen, 1999. "Improved Design of Queueing Simulation Experiments with Highly Heteroscedastic Responses," Operations Research, INFORMS, vol. 47(5), pages 762-777, October.
    8. Sheldon H. Jacobson & Arnold H. Buss & Lee W. Schruben, 1991. "Driving Frequency Selection for Frequency Domain Simulation Experiments," Operations Research, INFORMS, vol. 39(6), pages 917-924, December.
    9. Cabrera-Rios, Mauricio & Mount-Campbell, Clark A. & Irani, Shahrukh A., 2002. "An approach to the design of a manufacturing cell under economic considerations," International Journal of Production Economics, Elsevier, vol. 78(3), pages 223-237, August.
    10. Kleijnen, J.P.C., 1995. "Statistical validation of simulation models : A case study," Discussion Paper 1995-42, Tilburg University, Center for Economic Research.
    11. 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.
    12. Natalie M. Steiger & James R. Wilson, 2001. "Convergence Properties of the Batch Means Method for Simulation Output Analysis," INFORMS Journal on Computing, INFORMS, vol. 13(4), pages 277-293, November.
    13. Douglas J. Morrice & Indranil R. Bardhan, 1995. "A Weighted Least Squares Approach to Computer Simulation Factor Screening," Operations Research, INFORMS, vol. 43(5), pages 792-806, October.
    14. Kleijnen, Jack P. C., 1995. "Statistical validation of simulation models," European Journal of Operational Research, Elsevier, vol. 87(1), pages 21-34, November.
    15. Joan M. Donohue & Ernest C. Houck & Raymond H. Myers, 1993. "Simulation Designs and Correlation Induction for Reducing Second-Order Bias in First-Order Response Surfaces," Operations Research, INFORMS, vol. 41(5), pages 880-902, October.
    16. Barry L. Nelson & David Goldsman, 2001. "Comparisons with a Standard in Simulation Experiments," Management Science, INFORMS, vol. 47(3), pages 449-463, March.
    17. 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.
    18. 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.
    19. Stephen E. Chick & Koichiro Inoue, 2001. "New Procedures to Select the Best Simulated System Using Common Random Numbers," Management Science, INFORMS, vol. 47(8), pages 1133-1149, August.
    20. Kleijnen, J.P.C. & Pala, O., 1999. "Maximizing the simulation output : A competition," Other publications TiSEM 49a80a4b-2a60-48a9-a969-e, Tilburg University, School of Economics and Management.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Jakob Grazzini & Matteo G. Richiardi & Lisa Sella, 2013. "Analysis of Agent-based Models," LABORatorio R. Revelli Working Papers Series 135, LABORatorio R. Revelli, Centre for Employment Studies.
    2. Happe, Kathrin, 2005. "Agent-Based Modelling and Sensitivity Analysis by Experimental Design and Metamodelling: An Application to Modelling Regional Structural Change," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark 24464, European Association of Agricultural Economists.
    3. Van Huylenbroeck, Guido & Lauwers, Ludwig H. & Fernagut, Bruno, 2006. "New Developments in Agricultural Policy Modelling and Consequences for Managing the Policy Analysis Systems," 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia 25256, International Association of Agricultural Economists.
    4. Grazzini,Jakob & Richiardi, Matteo & Sella, Lisa, 2013. "Is there a Double-Negative Effect? Gender and Ethnic Wage Differentials," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201352, University of Turin.
    5. Delli Gatti,Domenico & Fagiolo,Giorgio & Gallegati,Mauro & Richiardi,Matteo & Russo,Alberto (ed.), 2018. "Agent-Based Models in Economics," Cambridge Books, Cambridge University Press, number 9781108400046, January.
    6. Maksudul Alam & Xinwei Deng & Casandra Philipson & Josep Bassaganya-Riera & Keith Bisset & Adria Carbo & Stephen Eubank & Raquel Hontecillas & Stefan Hoops & Yongguo Mei & Vida Abedi & Madhav Marathe, 2015. "Sensitivity Analysis of an ENteric Immunity SImulator (ENISI)-Based Model of Immune Responses to Helicobacter pylori Infection," PLOS ONE, Public Library of Science, vol. 10(9), pages 1-25, September.
    7. Happe, Kathrin & Kellermann, Konrad & Balmann, Alfons, 2006. "Agent-based analysis of agricultural policies: An illustration of the agricultural policy simulator AgriPoliS, its adaptation and behavior," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 11(1).

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Kleijnen, J.P.C. & Sanchez, S.M. & Lucas, T.W. & Cioppa, T.M., 2003. "A User's Guide to the Brave New World of Designing Simulation Experiments," Other publications TiSEM a6910d11-f9bc-4246-b1a7-2, Tilburg University, School of Economics and Management.
    2. 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.
    3. Batmaz, Inci & Tunali, Semra, 2003. "Small response surface designs for metamodel estimation," European Journal of Operational Research, Elsevier, vol. 145(2), pages 455-470, March.
    4. Kleijnen, J.P.C., 1997. "Experimental Design for Sensitivity Analysis, Optimization and Validation of Simulation Models," Other publications TiSEM c0e2bc10-e550-4cf2-b649-6, Tilburg University, School of Economics and Management.
    5. Kleijnen, J.P.C., 1997. "Experimental Design for Sensitivity Analysis, Optimization and Validation of Simulation Models," Other publications TiSEM c0e2bc10-e550-4cf2-b649-6, Tilburg University, School of Economics and Management.
    6. 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.
    7. Hong Wan & Bruce E. Ankenman & Barry L. Nelson, 2006. "Controlled Sequential Bifurcation: A New Factor-Screening Method for Discrete-Event Simulation," Operations Research, INFORMS, vol. 54(4), pages 743-755, August.
    8. Kleijnen, Jack P. C., 2005. "An overview of the design and analysis of simulation experiments for sensitivity analysis," European Journal of Operational Research, Elsevier, vol. 164(2), pages 287-300, July.
    9. Xuefei Lu & Alessandro Rudi & Emanuele Borgonovo & Lorenzo Rosasco, 2020. "Faster Kriging: Facing High-Dimensional Simulators," Operations Research, INFORMS, vol. 68(1), pages 233-249, January.
    10. Shi, Wen & Shang, Jennifer & Liu, Zhixue & Zuo, Xiaolu, 2014. "Optimal design of the auto parts supply chain for JIT operations: Sequential bifurcation factor screening and multi-response surface methodology," European Journal of Operational Research, Elsevier, vol. 236(2), pages 664-676.
    11. Kleijnen, J.P.C., 2006. "Regression Models and Experimental Designs : A Tutorial for Simulation Analaysts," Other publications TiSEM 7b8ecddb-f49e-4b80-865b-a, Tilburg University, School of Economics and Management.
    12. Reis dos Santos, Pedro M. & Isabel Reis dos Santos, M., 2009. "Using subsystem linear regression metamodels in stochastic simulation," European Journal of Operational Research, Elsevier, vol. 196(3), pages 1031-1040, August.
    13. Reis dos Santos, M. Isabel & Porta Nova, Acacio M.O., 2006. "Statistical fitting and validation of non-linear simulation metamodels: A case study," European Journal of Operational Research, Elsevier, vol. 171(1), pages 53-63, May.
    14. Shen, Hua & Wan, Hong, 2009. "Controlled sequential factorial design for simulation factor screening," European Journal of Operational Research, Elsevier, vol. 198(2), pages 511-519, October.
    15. Katarzyna Growiec & Jakub Growiec & Bogumil Kaminski, 2017. "Social Network Structure and The Trade-Off Between Social Utility and Economic Performance," KAE Working Papers 2017-026, Warsaw School of Economics, Collegium of Economic Analysis.
    16. Acharki, Naoufal & Bertoncello, Antoine & Garnier, Josselin, 2023. "Robust prediction interval estimation for Gaussian processes by cross-validation method," Computational Statistics & Data Analysis, Elsevier, vol. 178(C).
    17. Giorgio Fagiolo & Mattia Guerini & Francesco Lamperti & Alessio Moneta & Andrea Roventini, 2017. "Validation of Agent-Based Models in Economics and Finance," LEM Papers Series 2017/23, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    18. H. Christopher Frey & Sumeet R. Patil, 2002. "Identification and Review of Sensitivity Analysis Methods," Risk Analysis, John Wiley & Sons, vol. 22(3), pages 553-578, June.
    19. Jürgen Branke & Stephen E. Chick & Christian Schmidt, 2007. "Selecting a Selection Procedure," Management Science, INFORMS, vol. 53(12), pages 1916-1932, December.
    20. Tunali, S. & Batmaz, I., 2003. "A metamodeling methodology involving both qualitative and quantitative input factors," European Journal of Operational Research, Elsevier, vol. 150(2), pages 437-450, October.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:tiu:tiutis:a6910d11-f9bc-4246-b1a7-2acf330acba8. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Richard Broekman (email available below). General contact details of provider: https://www.tilburguniversity.edu/about/schools/economics-and-management/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.