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simulation. DOE may have two goals: sensitivity analysis including factor screening and optimization. This contribution starts … simulation models. This contribution discusses the different types of DOE for these three domains, but focusses on random … Bifurcation. Then it discusses Kriging including Latin Hyper cube Sampling and sequential designs. It ends with optimization …
Persistent link: https://www.econbiz.de/10011090795
Textbooks on Design Of Experiments invariably start by explaining why one-factor-at-a -time (OAT) is an inferior method. Here we will show that in a model with all interactions a variant of OAT is extremely efficient, provided that we only have non-negative parameters and that there are only a...
Persistent link: https://www.econbiz.de/10011090833
combination of the following four proven techniques: (1) discrete-event simulation, (2) heuristic optimization, (3) risk or …Whereas Operations Research has always paid much attention to optimization, practitioners judge the robustness of the …
Persistent link: https://www.econbiz.de/10011091252
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Abstract: This article surveys optimization of simulated systems. The simulation may be either deterministic or random …. The survey reflects the author’s extensive experience with simulation-optimization through Kriging (or Gaussian process …-free bootstrapping (or resampling) for random simulation. The survey covers: (1) Simulation-optimization through "efficient global …
Persistent link: https://www.econbiz.de/10011091591
combination of simulation inputs not yet simulated? (2) How to select the next combination to be simulated when searching for the … optimal combination? To answer these questions, the paper uses parametric bootstrapped Kriging and "conditional simulation …
Persistent link: https://www.econbiz.de/10011091634
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discusses robust optimization of the decision variables, while accounting for uncertainties in the environmental variables. …
Persistent link: https://www.econbiz.de/10011092681