Abstract: To analyze the input/output behavior of simulation models with multiple responses, we may apply either univariate or multivariate Kriging (Gaussian Process) models. Univariate Kriging may use a popular MATLAB Kriging toolbox called \DACE'. Multivariate Kriging faces a major problem:...

This paper shows which statistical techniques can be used to validate simulation models, depending on which real-life data are available. Concerning this availability three situations are distinguished (i) no data, (ii) only output data, and (iii) both input and output data. In case (i) - no...

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) metamodels. The analysis of these metamodels may use...

This introductory tutorial gives a survey on the use of statistical designs for what if-or sensitivity analysis in simulation.This analysis uses regression analysis to approximate the input/output transformation that is implied by the simulation model; the resulting regression model is also...

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,...

This paper studies simulation-based optimization with multiple outputs. It assumes that the simulation model has one random objective function and must satisfy given constraints on the other random outputs. It presents a statistical procedure for test- ing whether a specific input combination...

Many simulation practitioners can get more from their analyses by using the statistical theory on design of experiments (DOE) developed specifically for exploring computer models.In this paper, we discuss a toolkit of designs for simulationists with limited DOE expertise who want to select a...