Sensitivity Analysis of Simulation Models
Author
Abstract
Suggested Citation
Download full text from publisher
Other versions of this item:
- Kleijnen, J.P.C., 2009. "Sensitivity Analysis of Simulation Models," Other publications TiSEM 2016cf94-0329-4aa0-a4ea-4, Tilburg University, School of Economics and Management.
References listed on IDEAS
- D den Hertog & J P C Kleijnen & A Y D Siem, 2006.
"The correct Kriging variance estimated by bootstrapping,"
Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 57(4), pages 400-409, April.
- den Hertog, D. & Kleijnen, J.P.C. & Siem, A.Y.D., 2004. "The Correct Kriging Variance Estimated by Bootstrapping," Discussion Paper 2004-46, Tilburg University, Center for Economic Research.
- den Hertog, D. & Kleijnen, J.P.C. & Siem, A.Y.D., 2004. "The Correct Kriging Variance Estimated by Bootstrapping," Other publications TiSEM 00a66547-3e9a-4ccf-8c7b-8, Tilburg University, School of Economics and Management.
- van Beers, Wim C.M. & Kleijnen, Jack P.C., 2008.
"Customized sequential designs for random simulation experiments: Kriging metamodeling and bootstrapping,"
European Journal of Operational Research, Elsevier, vol. 186(3), pages 1099-1113, May.
- van Beers, W.C.M. & Kleijnen, J.P.C., 2004. "Customized Sequential Designs for Random Simulation Experiments : Kriging Metamodelling and Bootstrapping," Other publications TiSEM 372530d0-3a48-43c5-a91a-4, Tilburg University, School of Economics and Management.
- van Beers, W.C.M. & Kleijnen, J.P.C., 2005. "Customized Sequential Designs for Random Simulation Experiments : Kriging Metamodelling and Bootstrapping," Other publications TiSEM 893d38f9-8ca5-42ae-9737-6, Tilburg University, School of Economics and Management.
- van Beers, W.C.M. & Kleijnen, J.P.C., 2004. "Customized Sequential Designs for Random Simulation Experiments : Kriging Metamodelling and Bootstrapping," Discussion Paper 2004-63, Tilburg University, Center for Economic Research.
- van Beers, W.C.M. & Kleijnen, J.P.C., 2005. "Customized Sequential Designs for Random Simulation Experiments : Kriging Metamodelling and Bootstrapping," Discussion Paper 2005-55, Tilburg University, Center for Economic Research.
- W C M van Beers & J P C Kleijnen, 2003.
"Kriging for interpolation in random simulation,"
Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 54(3), pages 255-262, March.
- van Beers, W.C.M. & Kleijnen, J.P.C., 2001. "Kriging for Interpolation in Random Simulation," Discussion Paper 2001-74, Tilburg University, Center for Economic Research.
- van Beers, W.C.M. & Kleijnen, J.P.C., 2001. "Kriging for Interpolation in Random Simulation," Other publications TiSEM e007110c-e224-484d-92f0-c, Tilburg University, School of Economics and Management.
- Jack P. C. Kleijnen & Susan M. Sanchez & Thomas W. Lucas & Thomas M. Cioppa, 2005. "State-of-the-Art Review: A User’s Guide to the Brave New World of Designing Simulation Experiments," INFORMS Journal on Computing, INFORMS, vol. 17(3), pages 263-289, August.
- Gramacy, Robert B & Lee, Herbert K. H, 2008. "Bayesian Treed Gaussian Process Models With an Application to Computer Modeling," Journal of the American Statistical Association, American Statistical Association, vol. 103(483), pages 1119-1130.
- Jack P.C. Kleijnen, 2015.
"Design and Analysis of Simulation Experiments,"
International Series in Operations Research and Management Science,
Springer,
edition 2, number 978-3-319-18087-8.
- Jack P.C. Kleijnen, 2008. "Design and Analysis of Simulation Experiments," International Series in Operations Research and Management Science, Springer, number 978-0-387-71813-2, July-Dece.
- Velikova, M.V., 2006. "Monotone models for prediction in data mining," Other publications TiSEM d8ed8e5b-1061-4738-8ff9-a, Tilburg University, School of Economics and Management.
- Kleijnen, J.P.C. & Bettonvil, B.W.M., 1997. "Searching for important factors in simulation models with many factors : Sequential bifurcation," Other publications TiSEM be826993-22f9-4cb3-89df-3, Tilburg University, School of Economics and Management.
- Bettonvil, Bert & Kleijnen, Jack P. C., 1997. "Searching for important factors in simulation models with many factors: Sequential bifurcation," European Journal of Operational Research, Elsevier, vol. 96(1), pages 180-194, January.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Dellino, G. & Kleijnen, Jack P.C. & Meloni, C., 2009.
"Robust Optimization in Simulation : Taguchi and Krige Combined,"
Other publications TiSEM
d919b893-db2b-4d97-a392-4, Tilburg University, School of Economics and Management.
- Dellino, G. & Kleijnen, Jack P.C. & Meloni, C., 2009. "Robust Optimization in Simulation : Taguchi and Krige Combined," Discussion Paper 2009-82, Tilburg University, Center for Economic Research.
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.- Kleijnen, Jack P.C., 2009.
"Kriging metamodeling in simulation: A review,"
European Journal of Operational Research, Elsevier, vol. 192(3), pages 707-716, February.
- Kleijnen, J.P.C., 2007. "Kriging Metamodeling in Simulation : A Review," Discussion Paper 2007-13, Tilburg University, Center for Economic Research.
- Kleijnen, J.P.C., 2007. "Kriging Metamodeling in Simulation : A Review," Other publications TiSEM 29d6926e-c381-4b58-ae58-8, Tilburg University, School of Economics and Management.
- Shi, Wen & Kleijnen, Jack P.C. & Liu, Zhixue, 2014.
"Factor screening for simulation with multiple responses: Sequential bifurcation,"
European Journal of Operational Research, Elsevier, vol. 237(1), pages 136-147.
- Shi, W. & Kleijnen, Jack P.C. & Liu, Zhixue, 2012. "Factor Screening for Simulation with Multiple Responses : Sequential Bifurcation," Other publications TiSEM 631ee82e-aff7-468c-838a-9, Tilburg University, School of Economics and Management.
- Shi, W. & Kleijnen, Jack P.C. & Liu, Zhixue, 2013. "Factor Screening For Simulation With Multiple Responses : Sequential Bifurcation," Discussion Paper 2013-009, Tilburg University, Center for Economic Research.
- Shi, W. & Kleijnen, Jack P.C. & Liu, Zhixue, 2013. "Factor Screening For Simulation With Multiple Responses : Sequential Bifurcation," Other publications TiSEM 02d31acf-b6be-4c0f-beb7-5, Tilburg University, School of Economics and Management.
- Shi, W. & Kleijnen, Jack P.C. & Liu, Zhixue, 2012. "Factor Screening for Simulation with Multiple Responses : Sequential Bifurcation," Discussion Paper 2012-032, Tilburg University, Center for Economic Research.
- Shi, Wen & Shang, Jennifer & Liu, Zhixue & Zuo, Xiaolu, 2014. "Optimal design of the auto parts supply chain for JIT operations: Sequential bifurcation factor screening and multi-response surface methodology," European Journal of Operational Research, Elsevier, vol. 236(2), pages 664-676.
- Plischke, Elmar & Borgonovo, Emanuele & Smith, Curtis L., 2013. "Global sensitivity measures from given data," European Journal of Operational Research, Elsevier, vol. 226(3), pages 536-550.
- Shi, Wen & Chen, Xi, 2019. "Controlled Morris method: A new factor screening approach empowered by a distribution-free sequential multiple testing procedure," Reliability Engineering and System Safety, Elsevier, vol. 189(C), pages 299-314.
- Jack P. C. Kleijnen & Susan M. Sanchez & Thomas W. Lucas & Thomas M. Cioppa, 2005. "State-of-the-Art Review: A User’s Guide to the Brave New World of Designing Simulation Experiments," INFORMS Journal on Computing, INFORMS, vol. 17(3), pages 263-289, August.
- van Beers, Wim C.M. & Kleijnen, Jack P.C., 2008.
"Customized sequential designs for random simulation experiments: Kriging metamodeling and bootstrapping,"
European Journal of Operational Research, Elsevier, vol. 186(3), pages 1099-1113, May.
- van Beers, W.C.M. & Kleijnen, J.P.C., 2004. "Customized Sequential Designs for Random Simulation Experiments : Kriging Metamodelling and Bootstrapping," Other publications TiSEM 372530d0-3a48-43c5-a91a-4, Tilburg University, School of Economics and Management.
- van Beers, W.C.M. & Kleijnen, J.P.C., 2004. "Customized Sequential Designs for Random Simulation Experiments : Kriging Metamodelling and Bootstrapping," Discussion Paper 2004-63, Tilburg University, Center for Economic Research.
- van Beers, W.C.M. & Kleijnen, J.P.C., 2005. "Customized Sequential Designs for Random Simulation Experiments : Kriging Metamodelling and Bootstrapping," Discussion Paper 2005-55, Tilburg University, Center for Economic Research.
- van Beers, W.C.M. & Kleijnen, J.P.C., 2005. "Customized Sequential Designs for Random Simulation Experiments : Kriging Metamodelling and Bootstrapping," Other publications TiSEM 893d38f9-8ca5-42ae-9737-6, Tilburg University, School of Economics and Management.
- Hernandez, Andres F. & Grover, Martha A., 2013. "Error estimation properties of Gaussian process models in stochastic simulations," European Journal of Operational Research, Elsevier, vol. 228(1), pages 131-140.
- Shi, W. & Kleijnen, J.P.C., 2015.
"Validating the Assumptions of Sequential Bifurcation in Factor Screening,"
Discussion Paper
2015-034, Tilburg University, Center for Economic Research.
- Shi, W. & Kleijnen, J.P.C., 2015. "Validating the Assumptions of Sequential Bifurcation in Factor Screening," Other publications TiSEM 20917855-af54-4d4d-a54b-6, Tilburg University, School of Economics and Management.
- Shi, Wen & Kleijnen, J.P.C., 2017.
"Testing the Assumptions of Sequential Bifurcation for Factor Screening (revision of CentER DP 2015-034),"
Discussion Paper
2017-006, Tilburg University, Center for Economic Research.
- Shi, Wen & Kleijnen, J.P.C., 2017. "Testing the Assumptions of Sequential Bifurcation for Factor Screening (revision of CentER DP 2015-034)," Other publications TiSEM 763fd6f8-b618-4b06-a284-5, Tilburg University, School of Economics and Management.
- Xuefei Lu & Alessandro Rudi & Emanuele Borgonovo & Lorenzo Rosasco, 2020. "Faster Kriging: Facing High-Dimensional Simulators," Operations Research, INFORMS, vol. 68(1), pages 233-249, January.
- Kleijnen, Jack P.C. & Beers, Wim van & Nieuwenhuyse, Inneke van, 2010. "Constrained optimization in expensive simulation: Novel approach," European Journal of Operational Research, Elsevier, vol. 202(1), pages 164-174, April.
- Dellino, G. & Kleijnen, Jack P.C. & Meloni, C., 2009.
"Robust Optimization in Simulation : Taguchi and Krige Combined,"
Other publications TiSEM
d919b893-db2b-4d97-a392-4, Tilburg University, School of Economics and Management.
- Dellino, G. & Kleijnen, Jack P.C. & Meloni, C., 2009. "Robust Optimization in Simulation : Taguchi and Krige Combined," Discussion Paper 2009-82, Tilburg University, Center for Economic Research.
- Wen Shi & Xi Chen, 2018. "Efficient budget allocation strategies for elementary effects method in stochastic simulation," Naval Research Logistics (NRL), John Wiley & Sons, vol. 65(3), pages 218-241, April.
- Wen Shi & Xi Chen & Jennifer Shang, 2019. "An Efficient Morris Method-Based Framework for Simulation Factor Screening," INFORMS Journal on Computing, INFORMS, vol. 31(4), pages 745-770, October.
- Dellino, Gabriella & Kleijnen, Jack P.C. & Meloni, Carlo, 2010.
"Robust optimization in simulation: Taguchi and Response Surface Methodology,"
International Journal of Production Economics, Elsevier, vol. 125(1), pages 52-59, May.
- Dellino, G. & Kleijnen, J.P.C. & Meloni, C., 2008. "Robust Optimization in Simulation : Taguchi and Response Surface Methodology," Discussion Paper 2008-69, Tilburg University, Center for Economic Research.
- Dellino, G. & Kleijnen, J.P.C. & Meloni, C., 2008. "Robust Optimization in Simulation : Taguchi and Response Surface Methodology," Other publications TiSEM c4740efb-1374-491b-9e0c-a, Tilburg University, School of Economics and Management.
- Dellino, G. & Kleijnen, Jack P.C. & Meloni, C., 2010. "Robust optimization in simulation : Taguchi and Response Surface Methodology," Other publications TiSEM 6a101dae-10b0-40af-815f-0, Tilburg University, School of Economics and Management.
- Van Groenendaal, Willem J. H. & Kleijnen, Jack P. C., 2002.
"Deterministic versus stochastic sensitivity analysis in investment problems: An environmental case study,"
European Journal of Operational Research, Elsevier, vol. 141(1), pages 8-20, August.
- van Groenendaal, W.J.H. & Kleijnen, J.P.C., 2001. "Deterministic versus Stochastic Sensitivity Analysis in Investment Problems : An Environmental Case Study," Discussion Paper 2001-46, Tilburg University, Center for Economic Research.
- van Groenendaal, W.J.H. & Kleijnen, J.P.C., 2001. "Deterministic versus Stochastic Sensitivity Analysis in Investment Problems : An Environmental Case Study," Other publications TiSEM ac367e60-1307-47e9-a27c-4, Tilburg University, School of Economics and Management.
- Kleijnen, J.P.C. & Sanchez, S.M. & Lucas, T.W. & Cioppa, T.M., 2003.
"A User's Guide to the Brave New World of Designing Simulation Experiments,"
Discussion Paper
2003-1, Tilburg University, Center for Economic Research.
- Kleijnen, J.P.C. & Sanchez, S.M. & Lucas, T.W. & Cioppa, T.M., 2003. "A User's Guide to the Brave New World of Designing Simulation Experiments," Other publications TiSEM a6910d11-f9bc-4246-b1a7-2, Tilburg University, School of Economics and Management.
- Kleijnen, Jack P.C. & van Beers, W.C.M. & van Nieuwenhuyse, I., 2011.
"Expected Improvement in Efficient Global Optimization Through Bootstrapped Kriging - Replaces CentER DP 2010-62,"
Discussion Paper
2011-015, Tilburg University, Center for Economic Research.
- Kleijnen, Jack P.C. & van Beers, W.C.M. & van Nieuwenhuyse, I., 2011. "Expected Improvement in Efficient Global Optimization Through Bootstrapped Kriging - Replaces CentER DP 2010-62," Other publications TiSEM d3b15c46-27c4-493e-8c53-9, Tilburg University, School of Economics and Management.
- Kleijnen, J.P.C., 2008.
"Design of Experiments : An Overview,"
Discussion Paper
2008-70, Tilburg University, Center for Economic Research.
- Kleijnen, J.P.C., 2008. "Design of Experiments : An Overview," Other publications TiSEM e05cfa13-127a-48c9-a5b6-7, Tilburg University, School of Economics and Management.
More about this item
Keywords
simulation; sensitivity analysis; gradients; screening; Kriging; optimization; Response SurfaceMethodology; Taguchi;All these keywords.
Statistics
Access and download statisticsCorrections
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:tiu:tiucen:2016cf94-0329-4aa0-a4ea-499ebaa2cba9. 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: Richard Broekman (email available below). General contact details of provider: http://center.uvt.nl .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.