. As a novel metamodel we introduce intrinsic Kriging, for either deterministic or random simulation. For deterministic … simulation we study the famous `efficient global optimization' (EGO) method, substituting intrinsic Kriging for universal Kriging …. For random simulation we investigate a state-of-the-art two-stage algorithm accounting for heteroscedastic variances of …

This article uses a sequentialized experimental design to select simulation input com- binations for global … input/output data of the simulation model (computer code). This design and analysis adapt the clas- sic "expected …

a realistic simulation experiment. Sequential bifurcation (SB) is a sequential method that changes groups of inputs …-order polynomials are adequate approximations of the input/output functions implied by the simulation model; (ii) the signs of all first … either (heredity property). This paper examines SB for random simulation with multiple responses (outputs), called …

Abstract: To analyze the input/output behavior of simulation models with multiple responses, we may apply either …

This paper proposes a novel method to select an experimental design for interpolation in random simulation, especially … discrete event simulation.(Though the paper focuses on Kriging, this design approach may also apply to other types of … metamodels such as linear regression models.)Assuming that simulation requires much computer time, it is important to select a …

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 …

. We formulate this intrinsic Kriging as a metamodel in deterministic and random simulation models. For random simulation …

/output function of the simulation model. Kriging also estimates the variances of the predictions of outputs for input combinations not … conditional<br/>simulation. …

This article illustrates simulation optimization through an (s, S) inventory management system.In this system, the goal … some random simulation responses, namely the service or fill rate, and for some deterministic simulation inputs, namely the …

following questions: (i) How realistic are these classic assumptions in simulation practice?(ii) How can these assumptions be … tested? (iii) If assumptions are violated, can the simulation's I/O data be transformed such that the assumptions hold …