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Experimental Designs for Computer Simulation Experiments

Author

Listed:
  • J. S. Hunter

    (Princeton University)

  • T. H. Naylor

    (Duke University)

Abstract

Experimental designs have found widespread application in the biological and physical sciences. The purpose in using these designs is not only that they are economical in terms of the number of experimental trials required, but more importantly, they provide a structure for the investigator's learning process. Experimental designs are available for (1) investigating the relationship of the response to the factors in order to determine the underlying mechanisms governing the process under study and (2) finding the combination of factor levels at which the response variable is optimized. Since a computer simulation experiment is indeed an experiment, it follows that one should give careful attention to experimental design questions prior to conducting a simulation experiment. Within the context of two simulation experiments with an inventory model, this paper discusses factorial, fractional factorial, rotatable, and response surface designs. We conclude by outlining a number of possible pitfalls and contingencies.

Suggested Citation

  • J. S. Hunter & T. H. Naylor, 1970. "Experimental Designs for Computer Simulation Experiments," Management Science, INFORMS, vol. 16(7), pages 422-434, March.
    • Handle: RePEc:inm:ormnsc:v:16:y:1970:i:7:p:422-434
    DOI: 10.1287/mnsc.16.7.422
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    Cited by:

    1. M. Hossein Safizadeh, 1990. "Optimization in simulation: Current issues and the future outlook," Naval Research Logistics (NRL), John Wiley & Sons, vol. 37(6), pages 807-825, December.
    2. Batmaz, Inci & Tunali, Semra, 2003. "Small response surface designs for metamodel estimation," European Journal of Operational Research, Elsevier, vol. 145(2), pages 455-470, March.
    3. Anderson, Jock R., 1972. "An Overview of Modelling in Agricultural Management," Review of Marketing and Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 40(03), pages 1-12, September.
    4. Throsby, C.D., 1973. "New Methodologies in Agricultural Production Economics: a Review," 1973 Conference, August 19-30, 1973, São Paulo, Brazil 181385, International Association of Agricultural Economists.
    5. Vonk Noordegraaf, Antonie & Nielen, Mirjam & Kleijnen, Jack P. C., 2003. "Sensitivity analysis by experimental design and metamodelling: Case study on simulation in national animal disease control," European Journal of Operational Research, Elsevier, vol. 146(3), pages 433-443, May.

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