Similar Search Results

Robust Optimization in Simulation : Taguchi and Krige Combined

Kleijnen, Jack P.C.; Dellino, G.; Meloni, C. - Tilburg University, Center for Economic Research - 2009

Optimization of simulated systems is the goal of many methods, but most methods as- sume known environments. We, however, develop a `robust' methodology that accounts for uncertain environments. Our methodology uses Taguchi's view of the uncertain world, but replaces his statistical techniques...

Persistent link: https://www.econbiz.de/10011091537

Firm Size and Short-Term Dynamics in Aggregate Entry and Exit

Manjon, M.C. - Tilburg University, Center for Economic Research - 2004

Much of the research on industry dynamics focuses on the interdependence between the sectorial rates of entry and exit.This paper argues that the size of firms and the reaction-adjustment period are important conditions missed in this literature.I illustrate the effects of this omission using...

Persistent link: https://www.econbiz.de/10011091540

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 …) metamodels. The analysis of these metamodels may use parametric bootstrapping for deterministic simulation or distribution …

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

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

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

A User's Guide to the Brave New World of Designing Simulation Experiments

Kleijnen, Jack P.C.; Sanchez, S.M.; Lucas, T.W.; … - Tilburg University, Center for Economic Research - 2003

Many simulation practitioners can get more from their analyses by using the statistical theory on design of experiments ….Furthermore, we provide a research agenda listing problems in the design of simulation experiments -as opposed to real world … of a particular simulation model or system; (2) finding robust decisions or policies; and (3) comparing the merits of …

Persistent link: https://www.econbiz.de/10011091852

Empirical Study : Order Sharing Between Transportation Companies may Result in Cost Reductions Between 5 to 15 Percent

Cruijssen, F.C.A.M.; Salomon, M. - Tilburg University, Center for Economic Research - 2004

and a simulation study.The simulation study shows that due to order sharing transportation costs may decrease by 5 to 15 …

Persistent link: https://www.econbiz.de/10011092136

Stochastic Intrinsic Kriging for Simulation Metamodelling

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

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

Persistent link: https://www.econbiz.de/10011092372

Sample-path solutions for simulation optimization problems and stochastic variational inequalities

Gürkan, G.; Ozge, A.Y.; Robinson, S.M. - Tilburg University, Center for Economic Research - 1997

Persistent link: https://www.econbiz.de/10011092396