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Design and Analysis of Simulation Experiments

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Cited by:

  1. Hawre Jalal & Bryan Dowd & François Sainfort & Karen M. Kuntz, 2013. "Linear Regression Metamodeling as a Tool to Summarize and Present Simulation Model Results," Medical Decision Making, , vol. 33(7), pages 880-890, October.
  2. Rennen, G. & Husslage, B.G.M. & van Dam, E.R. & den Hertog, D., 2009. "Nested Maximin Latin Hypercube Designs," Discussion Paper 2009-06, Tilburg University, Center for Economic Research.
  3. Martin, Rebecca & Lazakis, Iraklis & Barbouchi, Sami & Johanning, Lars, 2016. "Sensitivity analysis of offshore wind farm operation and maintenance cost and availability," Renewable Energy, Elsevier, vol. 85(C), pages 1226-1236.
  4. Hachicha, Wafik & Ammeri, Ahmed & Masmoudi, Faouzi & Chachoub, Habib, 2010. "A comprehensive literature classification of simulation optimisation methods," MPRA Paper 27652, University Library of Munich, Germany.
  5. Kuo-Hao Chang & L. Jeff Hong & Hong Wan, 2013. "Stochastic Trust-Region Response-Surface Method (STRONG)---A New Response-Surface Framework for Simulation Optimization," INFORMS Journal on Computing, INFORMS, vol. 25(2), pages 230-243, May.
  6. Kleijnen, Jack P.C. & van Beers, W.C.M. & van Nieuwenhuyse, I., 2011. "Expected Improvement in Efficient Global Optimization Through Bootstrapped Kriging - Replaces CentER DP 2010-62," Other publications TiSEM d3b15c46-27c4-493e-8c53-9, Tilburg University, School of Economics and Management.
  7. Ehsan Mehdad & Jack P. C. Kleijnen, 2018. "Efficient global optimisation for black-box simulation via sequential intrinsic Kriging," Journal of the Operational Research Society, Taylor & Francis Journals, vol. 69(11), pages 1725-1737, November.
  8. Kushlin, Valery & Ustenko, Viktoriya, 2017. "Modern World Practice of State Support of Perspective Scientific and Innovative Programs: Evaluation of the Developed Mechanisms of State Management of Innovation Development in the Context of Time Ch," Working Papers 041718, Russian Presidential Academy of National Economy and Public Administration.
  9. Dellino, Gabriella & Kleijnen, Jack P.C. & Meloni, Carlo, 2010. "Robust optimization in simulation: Taguchi and Response Surface Methodology," International Journal of Production Economics, Elsevier, vol. 125(1), pages 52-59, May.
  10. Kleijnen, Jack P.C. & Mehdad, E., 2014. "Multivariate Versus Univariate Kriging Metamodels for Multi-Response Simulation Models (Revision of 2012-039)," Discussion Paper 2014-012, Tilburg University, Center for Economic Research.
  11. Ouyang, Linhan & Ma, Yizhong & Wang, Jianjun & Tu, Yiliu, 2017. "A new loss function for multi-response optimization with model parameter uncertainty and implementation errors," European Journal of Operational Research, Elsevier, vol. 258(2), pages 552-563.
  12. Kleijnen, Jack P.C. & Mehdad, E., 2012. "Kriging in Multi-response Simulation, including a Monte Carlo Laboratory (Replaced by 2014-012)," Other publications TiSEM cf311469-5f8c-4c1e-ad4f-6, Tilburg University, School of Economics and Management.
  13. Song, Wenjing & Han, Ke & Wang, Yiou & Friesz, Terry L. & del Castillo, Enrique, 2018. "Statistical metamodeling of dynamic network loading," Transportation Research Part B: Methodological, Elsevier, vol. 117(PB), pages 740-756.
  14. Matthieu Petelet & Bertrand Iooss & Olivier Asserin & Alexandre Loredo, 2010. "Latin hypercube sampling with inequality constraints," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 94(4), pages 325-339, December.
  15. Hawre Jalal & Fernando Alarid-Escudero, 2018. "A Gaussian Approximation Approach for Value of Information Analysis," Medical Decision Making, , vol. 38(2), pages 174-188, February.
  16. J.-J. Sinou & L. Nechak & S. Besset, 2018. "Kriging Metamodeling in Rotordynamics: Application for Predicting Critical Speeds and Vibrations of a Flexible Rotor," Complexity, Hindawi, vol. 2018, pages 1-26, March.
  17. Shi, Wen & Kleijnen, Jack P.C. & Liu, Zhixue, 2014. "Factor screening for simulation with multiple responses: Sequential bifurcation," European Journal of Operational Research, Elsevier, vol. 237(1), pages 136-147.
  18. Wen Shi & Xi Chen & Jennifer Shang, 2019. "An Efficient Morris Method-Based Framework for Simulation Factor Screening," INFORMS Journal on Computing, INFORMS, vol. 31(4), pages 745-770, October.
  19. Kleijnen, Jack P.C., 2011. "Ethical issues in engineering models : An operations researcher's reflections," Other publications TiSEM 88caba9e-1d78-47d7-9a0b-b, Tilburg University, School of Economics and Management.
  20. Mustafa Hekimoğlu & Yaman Barlas & Luis Luna-Reyes, 2016. "Sensitivity analysis for models with multiple behavior modes: a method based on behavior pattern measures," System Dynamics Review, System Dynamics Society, vol. 32(3-4), pages 332-362, July.
  21. Doole, Graeme J. & Romera, Alvaro J., 2014. "Cost-effective regulation of nonpoint emissions from pastoral agriculture: a stochastic analysis," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 58(3), July.
  22. Tim Voigt & Martin Kohlhase & Oliver Nelles, 2021. "Incremental DoE and Modeling Methodology with Gaussian Process Regression: An Industrially Applicable Approach to Incorporate Expert Knowledge," Mathematics, MDPI, vol. 9(19), pages 1-26, October.
  23. Kleijnen, Jack P.C., 2013. "Simulation-Optimization via Kriging and Bootstrapping : A Survey (Revision of CentER DP 2011-064)," Other publications TiSEM 6ac4e049-ad86-447f-aeec-a, Tilburg University, School of Economics and Management.
  24. Poropudas, Jirka & Virtanen, Kai, 2011. "Simulation metamodeling with dynamic Bayesian networks," European Journal of Operational Research, Elsevier, vol. 214(3), pages 644-655, November.
  25. Tommaso Ciarli, 2012. "Structural Interactions and Long Run Growth. An Application of Experimental Design to Agent Based Models," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(5), pages 295-345.
  26. Upham, Paul & Virkamäki, Venla & Kivimaa, Paula & Hildén, Mikael & Wadud, Zia, 2015. "Socio-technical transition governance and public opinion: The case of passenger transport in Finland," Journal of Transport Geography, Elsevier, vol. 46(C), pages 210-219.
  27. Campos, Ana Cláudia & Mendes, Julio & Valle, Patrícia Oom do & Scott, Noel, 2017. "Co-creating animal-based tourist experiences: Attention, involvement and memorability," Tourism Management, Elsevier, vol. 63(C), pages 100-114.
  28. Tian, Wei & Song, Jitian & Li, Zhanyong & de Wilde, Pieter, 2014. "Bootstrap techniques for sensitivity analysis and model selection in building thermal performance analysis," Applied Energy, Elsevier, vol. 135(C), pages 320-328.
  29. Rennen, G. & Husslage, B.G.M. & van Dam, E.R. & den Hertog, D., 2009. "Nested Maximin Latin Hypercube Designs," Other publications TiSEM 1c504ec0-f357-42d2-9c92-9, Tilburg University, School of Economics and Management.
  30. Yanikoglu, I. & den Hertog, D. & Kleijnen, Jack P.C., 2013. "Adjustable Robust Parameter Design with Unknown Distributions," Other publications TiSEM 47fec228-1ffe-4803-8e97-5, Tilburg University, School of Economics and Management.
  31. Sander Hoog, 2019. "Surrogate Modelling in (and of) Agent-Based Models: A Prospectus," Computational Economics, Springer;Society for Computational Economics, vol. 53(3), pages 1245-1263, March.
  32. Kleijnen, J.P.C. & van Beers, W.C.M., 2018. "Prediction for Big Data through Kriging : Small Sequential and One-Shot Designs," Other publications TiSEM b0504930-f518-44f7-908c-6, Tilburg University, School of Economics and Management.
  33. Kleijnen, Jack P.C., 2009. "Kriging metamodeling in simulation: A review," European Journal of Operational Research, Elsevier, vol. 192(3), pages 707-716, February.
  34. Iris Lorscheid & Bernd-Oliver Heine & Matthias Meyer, 2012. "Opening the ‘black box’ of simulations: increased transparency and effective communication through the systematic design of experiments," Computational and Mathematical Organization Theory, Springer, vol. 18(1), pages 22-62, March.
  35. Shi, Wen & Kleijnen, J.P.C., 2017. "Testing the Assumptions of Sequential Bifurcation for Factor Screening (revision of CentER DP 2015-034)," Discussion Paper 2017-006, Tilburg University, Center for Economic Research.
  36. Kleijnen, J.P.C. & Mehdad, Ehsan, 2015. "Estimating the Variance of the Predictor in Stochastic Kriging," Other publications TiSEM dbbd2fa2-eccf-4f71-be9b-c, Tilburg University, School of Economics and Management.
  37. Zhang, Wei & (Ato) Xu, Wangtu, 2017. "Simulation-based robust optimization for the schedule of single-direction bus transit route: The design of experiment," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 106(C), pages 203-230.
  38. Kleijnen, Jack P.C. & van Schaik, Frans D.J., 2011. "Sealed-bid auction of Netherlands mussels: Statistical analysis," International Journal of Production Economics, Elsevier, vol. 132(1), pages 154-161, July.
  39. Ray, Douglas & Ramirez-Marquez, Jose, 2020. "A framework for probabilistic model-based engineering and data synthesis," Reliability Engineering and System Safety, Elsevier, vol. 193(C).
  40. Penkuhn, Mathias & Tsatsaronis, George, 2020. "Systematic evaluation of efficiency improvement options for sCO2 Brayton cycles," Energy, Elsevier, vol. 210(C).
  41. Kleijnen, Jack P.C. & Pierreval, Henri & Zhang, Jin, 2011. "Methodology for determining the acceptability of system designs in uncertain environments," European Journal of Operational Research, Elsevier, vol. 209(2), pages 176-183, March.
  42. Wen Shi & Xi Chen, 2018. "Efficient budget allocation strategies for elementary effects method in stochastic simulation," Naval Research Logistics (NRL), John Wiley & Sons, vol. 65(3), pages 218-241, April.
  43. Kleijnen, Jack P.C., 2017. "Regression and Kriging metamodels with their experimental designs in simulation: A review," European Journal of Operational Research, Elsevier, vol. 256(1), pages 1-16.
  44. Shi, Wen & Liu, Zhixue & Shang, Jennifer & Cui, Yujia, 2013. "Multi-criteria robust design of a JIT-based cross-docking distribution center for an auto parts supply chain," European Journal of Operational Research, Elsevier, vol. 229(3), pages 695-706.
  45. Bettonvil, Bert & del Castillo, Enrique & Kleijnen, Jack P.C., 2009. "Statistical testing of optimality conditions in multiresponse simulation-based optimization," European Journal of Operational Research, Elsevier, vol. 199(2), pages 448-458, December.
  46. Matthias Meyer & Cathérine Grisar & Felix Kuhnert, 2011. "The impact of biases on simulation-based risk aggregation: modeling cognitive influences on risk assessment," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 22(1), pages 79-105, September.
  47. Lamboni, M. & Iooss, B. & Popelin, A.-L. & Gamboa, F., 2013. "Derivative-based global sensitivity measures: General links with Sobol’ indices and numerical tests," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 87(C), pages 45-54.
  48. 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.
  49. Alfieri, Arianna & Matta, Andrea, 2012. "Mathematical programming formulations for approximate simulation of multistage production systems," European Journal of Operational Research, Elsevier, vol. 219(3), pages 773-783.
  50. Kleijnen, Jack P.C. & Pierreval, H. & Zhang, J., 2009. "When is the design of a manufacturing system acceptable in the presence of uncertainty?," Other publications TiSEM 58fba7c4-8fd2-44d4-8ec3-f, Tilburg University, School of Economics and Management.
  51. Dominguez, Roberto & Cannella, Salvatore & Barbosa-Póvoa, Ana P. & Framinan, Jose M., 2018. "Information sharing in supply chains with heterogeneous retailers," Omega, Elsevier, vol. 79(C), pages 116-132.
  52. Jin, Ding & Hedtrich, Johannes & Henning, Christian H. C. A., 2018. "Applying meta-modeling for extended CGE-modeling: Sampling techniques and potential application," Working Papers of Agricultural Policy WP2018-03, University of Kiel, Department of Agricultural Economics, Chair of Agricultural Policy.
  53. Shi, W. & Kleijnen, J.P.C., 2015. "Validating the Assumptions of Sequential Bifurcation in Factor Screening," Discussion Paper 2015-034, Tilburg University, Center for Economic Research.
  54. Michael Ludkovski, 2015. "Kriging Metamodels and Experimental Design for Bermudan Option Pricing," Papers 1509.02179, arXiv.org, revised Oct 2016.
  55. İhsan Yanıkoğlu & Erinç Albey & Serkan Okçuoğlu, 2022. "Robust Parameter Design and Optimization for Quality Engineering," SN Operations Research Forum, Springer, vol. 3(1), pages 1-36, March.
  56. Rommel Regis & Christine Shoemaker, 2013. "A quasi-multistart framework for global optimization of expensive functions using response surface models," Journal of Global Optimization, Springer, vol. 56(4), pages 1719-1753, August.
  57. Arianna Alfieri & Andrea Matta & Giulia Pedrielli, 2015. "Mathematical programming models for joint simulation–optimization applied to closed queueing networks," Annals of Operations Research, Springer, vol. 231(1), pages 105-127, August.
  58. Kleijnen, J.P.C., 2008. "Design of Experiments : An Overview," Discussion Paper 2008-70, Tilburg University, Center for Economic Research.
  59. Baquela, Enrique Gabriel & Olivera, Ana Carolina, 2019. "A novel hybrid multi-objective metamodel-based evolutionary optimization algorithm," Operations Research Perspectives, Elsevier, vol. 6(C).
  60. Kleijnen, Jack P.C. & Mehdad, E., 2013. "Conditional simulation for efficient global optimization," Other publications TiSEM 52e4860d-9887-4a63-b19a-7, Tilburg University, School of Economics and Management.
  61. Kleijnen, Jack P.C. & Ridder, A.A.N. & Rubinstein, R.Y., 2010. "Variance Reduction Techniques in Monte Carlo Methods," Other publications TiSEM 87680d1a-53c1-4107-ada4-7, Tilburg University, School of Economics and Management.
  62. J P C Kleijnen & W C M van Beers, 2013. "Monotonicity-preserving bootstrapped Kriging metamodels for expensive simulations," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 64(5), pages 708-717, May.
  63. Morin, Michael & Gaudreault, Jonathan & Brotherton, Edith & Paradis, Frédérik & Rolland, Amélie & Wery, Jean & Laviolette, François, 2020. "Machine learning-based models of sawmills for better wood allocation planning," International Journal of Production Economics, Elsevier, vol. 222(C).
  64. Ilan Halachmi & Yitzhak Simon & Noam Mozes, 2014. "Simulation of the shift from marine netcages to inland recirculating aquaculture systems," Annals of Operations Research, Springer, vol. 219(1), pages 85-99, August.
  65. Iooss, Bertrand & Le Gratiet, Loïc, 2019. "Uncertainty and sensitivity analysis of functional risk curves based on Gaussian processes," Reliability Engineering and System Safety, Elsevier, vol. 187(C), pages 58-66.
  66. Graziano Coller & Marco Schiavon & Marco Ragazzi, 2021. "Environmental and economic sustainability in public contexts: the impact of hand-drying options on waste management, carbon emissions and operating costs," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 23(8), pages 11279-11296, August.
  67. 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.
  68. Kleijnen, Jack P.C. & Mehdad, E. & van Beers, W.C.M., 2012. "Convex and monotonic bootstrapped kriging," Other publications TiSEM 972e079d-0209-45bf-b25e-a, Tilburg University, School of Economics and Management.
  69. Mehdad, E. & Kleijnen, Jack P.C., 2014. "Classic Kriging versus Kriging with Bootstrapping or Conditional Simulation : Classic Kriging's Robust Confidence Intervals and Optimization (Revised version of CentER DP 2013-038)," Other publications TiSEM 4915047b-afe4-4fc7-8a1c-4, Tilburg University, School of Economics and Management.
  70. Fernando Alarid-Escudero & Richard F. MacLehose & Yadira Peralta & Karen M. Kuntz & Eva A. Enns, 2018. "Nonidentifiability in Model Calibration and Implications for Medical Decision Making," Medical Decision Making, , vol. 38(7), pages 810-821, October.
  71. Brian L. Morgan & Harrison C. Schramm & Jerry R. Smith, Jr. & Thomas W. Lucas & Mary L. McDonald & Paul J. Sánchez & Susan M. Sanchez & Stephen C. Upton, 2018. "Improving U.S. Navy Campaign Analyses with Big Data," Interfaces, INFORMS, vol. 48(2), pages 130-146, April.
  72. Auder, Benjamin & De Crecy, Agnès & Iooss, Bertrand & Marquès, Michel, 2012. "Screening and metamodeling of computer experiments with functional outputs. Application to thermal–hydraulic computations," Reliability Engineering and System Safety, Elsevier, vol. 107(C), pages 122-131.
  73. Shi, Wen & Chen, Xi, 2019. "Controlled Morris method: A new factor screening approach empowered by a distribution-free sequential multiple testing procedure," Reliability Engineering and System Safety, Elsevier, vol. 189(C), pages 299-314.
  74. Cannella, Salvatore & Dominguez, Roberto & Ponte, Borja & Framinan, Jose M., 2018. "Capacity restrictions and supply chain performance: Modelling and analysing load-dependent lead times," International Journal of Production Economics, Elsevier, vol. 204(C), pages 264-277.
  75. Kai Heussen & Cornelius Steinbrink & Ibrahim F. Abdulhadi & Van Hoa Nguyen & Merkebu Z. Degefa & Julia Merino & Tue V. Jensen & Hao Guo & Oliver Gehrke & Daniel Esteban Morales Bondy & Davood Babazade, 2019. "ERIGrid Holistic Test Description for Validating Cyber-Physical Energy Systems," Energies, MDPI, vol. 12(14), pages 1-31, July.
  76. Xi Chen & Kyoung-Kuk Kim, 2016. "Efficient VaR and CVaR Measurement via Stochastic Kriging," INFORMS Journal on Computing, INFORMS, vol. 28(4), pages 629-644, November.
  77. 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.
  78. Miranda, Rafael de Carvalho & Montevechi, José Arnaldo Barra & da Silva, Aneirson Francisco & Marins, Fernando Augusto Silva, 2017. "Increasing the efficiency in integer simulation optimization: Reducing the search space through data envelopment analysis and orthogonal arrays," European Journal of Operational Research, Elsevier, vol. 262(2), pages 673-681.
  79. Angun, M.E. & Kleijnen, Jack P.C., 2012. "An asymptotic test of optimality conditions in multiresponse simulation optimization," Other publications TiSEM a69dfa59-b0e1-45bd-8cd6-a, Tilburg University, School of Economics and Management.
  80. Deviatkin, Ivan & Kozlova, Mariia & Yeomans, Julian Scott, 2021. "Simulation decomposition for environmental sustainability: Enhanced decision-making in carbon footprint analysis," Socio-Economic Planning Sciences, Elsevier, vol. 75(C).
  81. János D. Pintér, 2018. "How difficult is nonlinear optimization? A practical solver tuning approach, with illustrative results," Annals of Operations Research, Springer, vol. 265(1), pages 119-141, June.
  82. Imry Rosenbaum & Jeremy Staum, 2017. "Multilevel Monte Carlo Metamodeling," Operations Research, INFORMS, vol. 65(4), pages 1062-1077, August.
  83. Bozağaç, Doruk & Batmaz, İnci & Oğuztüzün, Halit, 2016. "Dynamic simulation metamodeling using MARS: A case of radar simulation," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 124(C), pages 69-86.
  84. Shi Pu & Alfredo Garcia, 2018. "A Flocking-Based Approach for Distributed Stochastic Optimization," Operations Research, INFORMS, vol. 66(1), pages 267-281, January.
  85. Frank J. Kampas & János D. Pintér & Ignacio Castillo, 2020. "Packing ovals in optimized regular polygons," Journal of Global Optimization, Springer, vol. 77(1), pages 175-196, May.
  86. Plischke, Elmar & Borgonovo, Emanuele & Smith, Curtis L., 2013. "Global sensitivity measures from given data," European Journal of Operational Research, Elsevier, vol. 226(3), pages 536-550.
  87. Michael C. Fu & Huashuai Qu, 2014. "Regression Models Augmented with Direct Stochastic Gradient Estimators," INFORMS Journal on Computing, INFORMS, vol. 26(3), pages 484-499, August.
  88. Kleijnen, Jack P.C. & Mehdad, Ehsan, 2014. "Multivariate versus univariate Kriging metamodels for multi-response simulation models," European Journal of Operational Research, Elsevier, vol. 236(2), pages 573-582.
  89. Erickson, Collin B. & Ankenman, Bruce E. & Sanchez, Susan M., 2018. "Comparison of Gaussian process modeling software," European Journal of Operational Research, Elsevier, vol. 266(1), pages 179-192.
  90. Satyajith Amaran & Nikolaos V. Sahinidis & Bikram Sharda & Scott J. Bury, 2016. "Simulation optimization: a review of algorithms and applications," Annals of Operations Research, Springer, vol. 240(1), pages 351-380, May.
  91. James Risk & Michael Ludkovski, 2015. "Statistical Emulators for Pricing and Hedging Longevity Risk Products," Papers 1508.00310, arXiv.org, revised Sep 2015.
  92. Jack P. C. Kleijnen, 2017. "Comment on Park et al.’s “Robust Kriging in computer experiments”," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 68(6), pages 739-740, June.
  93. Kleijnen, Jack P.C. & Beers, Wim van & Nieuwenhuyse, Inneke van, 2010. "Constrained optimization in expensive simulation: Novel approach," European Journal of Operational Research, Elsevier, vol. 202(1), pages 164-174, April.
  94. Chen, Xi & Zhou, Qiang, 2017. "Sequential design strategies for mean response surface metamodeling via stochastic kriging with adaptive exploration and exploitation," European Journal of Operational Research, Elsevier, vol. 262(2), pages 575-585.
  95. Cannella, Salvatore & Dominguez, Roberto & Framinan, Jose M., 2017. "Inventory record inaccuracy – The impact of structural complexity and lead time variability," Omega, Elsevier, vol. 68(C), pages 123-138.
  96. Shi, Wen & Leng, Kaijun & Van Nieuwenhuyse, Inneke & Liu, Yucui & Chen, Xiaohong, 2020. "Vehicle recalls performance in an emerging market: Evidence from the comparison between China and U.S," Transportation Research Part A: Policy and Practice, Elsevier, vol. 132(C), pages 290-307.
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