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Sensitivity analysis and related analysis : A survey of statistical techniques

Kleijnen, Jack P.C. - Tilburg University, School of Economics and Management - 1995

, (ii) uncertainty or risk analysis, (iii) screening, (iv) validation, and (v) optimization. The main question is: when …

Persistent link: https://www.econbiz.de/10011087071

Design of Experiments : An Overview

Kleijnen, Jack P.C. - Tilburg University, Center for Economic Research - 2008

simulation. DOE may have two goals: sensitivity analysis including factor screening and optimization. This contribution starts … Bifurcation. Then it discusses Kriging including Latin Hyper cube Sampling and sequential designs. It ends with optimization … robust optimization. …

Persistent link: https://www.econbiz.de/10011090795

Optimization Versus Robustness in Simulation : A Practical Methodology, With a Production-Management Case-Study

Kleijnen, Jack P.C.; Gaury, E.G.A. - Tilburg University, Center for Economic Research - 2001

Whereas Operations Research has always paid much attention to optimization, practitioners judge the robustness of the … combination of the following four proven techniques: (1) discrete-event simulation, (2) heuristic optimization, (3) risk or …

Persistent link: https://www.econbiz.de/10011091252

Customized Pull Systems for Single-Product Flow Lines

Kleijnen, Jack P.C.; Gaury, E.G.A.; Pierreval, H. - Tilburg University, Center for Economic Research - 1998

pull control system that in principle connects each stage of that line with each preceding stage; optimization of the …

Persistent link: https://www.econbiz.de/10011091307

Simulation-Optimization via Kriging and Bootstrapping : A Survey (Revision of CentER DP 2011-064)

Kleijnen, Jack P.C. - Tilburg University, Center for Economic Research - 2013

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

Bootstrapping and Conditional Simulation in Kriging : Better Confidence Intervals and Optimization

Kleijnen, Jack P.C.; Mehdad, E. - Tilburg University, Center for Economic Research - 2013

Abstract: This paper investigates two related questions: (1) How to derive a confidence interval for the output of 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,...

Persistent link: https://www.econbiz.de/10011091634

Optimization and sensitivity analysis of computer simulation models by the score function method

Kleijnen, Jack P.C.; Rubinstein, R.Y. - Tilburg University, Center for Economic Research - 1995

Persistent link: https://www.econbiz.de/10011091727

Configuring a pull production control strategy through a generic model

Kleijnen, Jack P.C.; Gaury, E.G.A.; Pierreval, H. - Tilburg University, Center for Economic Research - 1997

Persistent link: https://www.econbiz.de/10011091733

Convex and Monotonic Bootstrapped Kriging

Kleijnen, Jack P.C.; Mehdad, E.; van Beers, W.C.M. - Tilburg University, Center for Economic Research - 2012

Abstract: Distribution-free bootstrapping of the replicated responses of a given discreteevent simulation model gives bootstrapped Kriging (Gaussian process) metamodels; we require these metamodels to be either convex or monotonic. To illustrate monotonic Kriging, we use an M/M/1 queueing...

Persistent link: https://www.econbiz.de/10011092190

Response Surface Methodology

Kleijnen, Jack P.C. - Tilburg University, Center for Economic Research - 2014

discusses robust optimization of the decision variables, while accounting for uncertainties in the environmental variables. …

Persistent link: https://www.econbiz.de/10011092681