IDEAS home Printed from https://ideas.repec.org/a/spr/jglopt/v34y2006i3p441-466.html
   My bibliography  Save this article

Global Optimization of Stochastic Black-Box Systems via Sequential Kriging Meta-Models

Author

Listed:
  • D. Huang
  • T. Allen
  • W. Notz
  • N. Zeng

Abstract

No abstract is available for this item.

Suggested Citation

  • D. Huang & T. Allen & W. Notz & N. Zeng, 2006. "Global Optimization of Stochastic Black-Box Systems via Sequential Kriging Meta-Models," Journal of Global Optimization, Springer, vol. 34(3), pages 441-466, March.
    • Handle: RePEc:spr:jglopt:v:34:y:2006:i:3:p:441-466
    DOI: 10.1007/s10898-005-2454-3
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s10898-005-2454-3
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1007/s10898-005-2454-3?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Neddermeijer, H.G. & Piersma, N. & van Oortmarssen, G.J. & Habbema, J.D.F. & Dekker, R., 1999. "Comparison of response surface methodology and the Nelder and Mead simplex method for optimization in microsimulation models," Econometric Institute Research Papers EI 9924-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    2. Neddermeijer, H.G. & van Oortmarssen, G.J. & Piersma, N. & Dekker, R., 2000. "A framework for response surface methodology for simulation optimization," Econometric Institute Research Papers EI 2000-14/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Kleijnen, Jack P. C. & den Hertog, Dick & Angun, Ebru, 2004. "Response surface methodology's steepest ascent and step size revisited," European Journal of Operational Research, Elsevier, vol. 159(1), pages 121-131, November.
    2. Andrei A. Prudius & Sigrún Andradóttir, 2012. "Averaging frameworks for simulation optimization with applications to simulated annealing," Naval Research Logistics (NRL), John Wiley & Sons, vol. 59(6), pages 411-429, September.
    3. Satyajith Amaran & Nikolaos V. Sahinidis & Bikram Sharda & Scott J. Bury, 2016. "Simulation optimization: a review of algorithms and applications," Annals of Operations Research, Springer, vol. 240(1), pages 351-380, May.
    4. Charles-Olivier Amédée-Manesme & Fabrice Barthélémy & Didier Maillard, 2019. "Computation of the corrected Cornish–Fisher expansion using the response surface methodology: application to VaR and CVaR," Annals of Operations Research, Springer, vol. 281(1), pages 423-453, October.
    5. Angun, M.E. & Gürkan, G. & den Hertog, D. & Kleijnen, J.P.C., 2002. "Response surface methodology revisited," Other publications TiSEM 32c35a04-3de9-4dee-a242-6, Tilburg University, School of Economics and Management.
    6. Yiduan Chen & Weinong Fu, 2015. "A Novel Hybrid-Flux Magnetic Gear and Its Performance Analysis Using the 3-D Finite Element Method," Energies, MDPI, vol. 8(5), pages 1-15, April.
    7. Angun, M.E., 2004. "Black box simulation optimization : Generalized response surface methodology," Other publications TiSEM 2548e953-54ce-44e2-8c5b-7, Tilburg University, School of Economics and Management.
    8. Kuo-Hao Chang & L. Jeff Hong & Hong Wan, 2013. "Stochastic Trust-Region Response-Surface Method (STRONG)---A New Response-Surface Framework for Simulation Optimization," INFORMS Journal on Computing, INFORMS, vol. 25(2), pages 230-243, May.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:jglopt:v:34:y:2006:i:3:p:441-466. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.