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

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

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  • 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
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    References listed on IDEAS

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    1. 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.
    2. 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.
    Full references (including those not matched with items on IDEAS)

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