Kriging in Multi-response Simulation, including a Monte Carlo Laboratory (Replaced by 2014-012)
Author
Abstract
Suggested Citation
Download full text from publisher
To our knowledge, this item is not available for download. To find whether it is available, there are three options:1. Check below whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
Other versions of this item:
- Kleijnen, Jack P.C. & Mehdad, E., 2012. "Kriging in Multi-response Simulation, including a Monte Carlo Laboratory (Replaced by 2014-012)," Other publications TiSEM cf311469-5f8c-4c1e-ad4f-6, Tilburg University, School of Economics and Management.
References listed on IDEAS
- 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.
- Kleijnen, Jack P.C. & van Beers, W.C.M. & van Nieuwenhuyse, I., 2010. "Constrained optimization in simulation : A novel approach," Other publications TiSEM b3655866-b593-4854-a4fd-5, Tilburg University, School of Economics and Management.
- Kleijnen, J.P.C. & van Beers, W.C.M. & van Nieuwenhuyse, I., 2008. "Constrained Optimization in Simulation : A Novel Approach," Other publications TiSEM e49ba0fc-853c-4a13-b564-d, Tilburg University, School of Economics and Management.
- Kleijnen, J.P.C. & Sargent, R., 1997. "A Methodology for Fitting and Validating Metamodels in Simulation," Other publications TiSEM b8c2217c-f02c-4786-b704-7, Tilburg University, School of Economics and Management.
- Kleijnen, J.P.C. & van Beers, W.C.M. & van Nieuwenhuyse, I., 2008.
"Constrained Optimization in Simulation : A Novel Approach,"
Other publications TiSEM
e49ba0fc-853c-4a13-b564-d, Tilburg University, School of Economics and Management.
- Kleijnen, Jack P.C. & van Beers, W.C.M. & van Nieuwenhuyse, I., 2010. "Constrained optimization in simulation : A novel approach," Other publications TiSEM b3655866-b593-4854-a4fd-5, Tilburg University, School of Economics and Management.
- Kleijnen, J.P.C. & van Beers, W.C.M. & van Nieuwenhuyse, I., 2008. "Constrained Optimization in Simulation : A Novel Approach," Discussion Paper 2008-95, Tilburg University, Center for Economic Research.
- Higdon, Dave & Gattiker, James & Williams, Brian & Rightley, Maria, 2008. "Computer Model Calibration Using High-Dimensional Output," Journal of the American Statistical Association, American Statistical Association, vol. 103, pages 570-583, June.
- 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, July-Dece.
- 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, April.
- van Ham, G. & Rotmans, J. & Kleijnen, J.P.C., 1992. "Techniques for sensitivity analysis of simulation models : A case study of the CO2 greenhouse effect," Other publications TiSEM 71317a03-3399-4554-83cb-4, Tilburg University, School of Economics and Management.
- Kleijnen, Jack P. C. & Sargent, Robert G., 2000.
"A methodology for fitting and validating metamodels in simulation,"
European Journal of Operational Research, Elsevier, vol. 120(1), pages 14-29, January.
- Kleijnen, J.P.C. & Sargent, R., 1997. "A Methodology for Fitting and Validating Metamodels in Simulation," Other publications TiSEM b8c2217c-f02c-4786-b704-7, Tilburg University, School of Economics and Management.
- Kleijnen, J.P.C. & Sargent, R., 1997. "A Methodology for Fitting and Validating Metamodels in Simulation," Discussion Paper 1997-116, Tilburg University, Center for Economic Research.
- 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.
- 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," Other publications TiSEM 00a66547-3e9a-4ccf-8c7b-8, Tilburg University, School of Economics and Management.
- 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.
- Gneiting, Tilmann & Kleiber, William & Schlather, Martin, 2010. "Matérn Cross-Covariance Functions for Multivariate Random Fields," Journal of the American Statistical Association, American Statistical Association, vol. 105(491), pages 1167-1177.
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. & Mehdad, Ehsan, 2014. "Multivariate versus univariate Kriging metamodels for multi-response simulation models," European Journal of Operational Research, Elsevier, vol. 236(2), pages 573-582.
- Kleijnen, Jack P.C. & Mehdad, E., 2014. "Multivariate Versus Univariate Kriging Metamodels for Multi-Response Simulation Models (Revision of 2012-039)," Other publications TiSEM 8a096696-f700-4cbe-9474-c, Tilburg University, School of Economics and Management.
- Kleijnen, Jack P.C. & Mehdad, E., 2014.
"Multivariate Versus Univariate Kriging Metamodels for Multi-Response Simulation Models (Revision of 2012-039),"
Other publications TiSEM
8a096696-f700-4cbe-9474-c, Tilburg University, School of Economics and Management.
- Kleijnen, Jack P.C. & Mehdad, E., 2014. "Multivariate Versus Univariate Kriging Metamodels for Multi-Response Simulation Models (Revision of 2012-039)," Discussion Paper 2014-012, 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, Jack P.C., 2013. "Simulation-Optimization via Kriging and Bootstrapping : A Survey (Revision of CentER DP 2011-064)," Discussion Paper 2013-064, Tilburg University, Center for Economic Research.
- Kleijnen, Jack P.C., 2013. "Simulation-Optimization via Kriging and Bootstrapping : A Survey (Revision of CentER DP 2011-064)," Other publications TiSEM 6ac4e049-ad86-447f-aeec-a, 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.
- Strang, Kenneth David, 2012. "Importance of verifying queue model assumptions before planning with simulation software," European Journal of Operational Research, Elsevier, vol. 218(2), pages 493-504.
- 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.
- 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.
- Kleijnen, Jack P.C., 2017.
"Regression and Kriging metamodels with their experimental designs in simulation: A review,"
European Journal of Operational Research, Elsevier, vol. 256(1), pages 1-16.
- Kleijnen, J.P.C., 2015. "Regression and Kriging Metamodels with Their Experimental Designs in Simulation : Review," Discussion Paper 2015-035, Tilburg University, Center for Economic Research.
- Miranda, Rafael de Carvalho & Montevechi, José Arnaldo Barra & da Silva, Aneirson Francisco & Marins, Fernando Augusto Silva, 2017. "Increasing the efficiency in integer simulation optimization: Reducing the search space through data envelopment analysis and orthogonal arrays," European Journal of Operational Research, Elsevier, vol. 262(2), pages 673-681.
- Kleijnen, J.P.C., 2015. "Regression and Kriging Metamodels with Their Experimental Designs in Simulation : Review," Other publications TiSEM c592e895-1656-43c3-8c7e-f, Tilburg University, School of Economics and Management.
- Zheng, Liang & Xue, Xinfeng & Xu, Chengcheng & Ran, Bin, 2019. "A stochastic simulation-based optimization method for equitable and efficient network-wide signal timing under uncertainties," Transportation Research Part B: Methodological, Elsevier, vol. 122(C), pages 287-308.
- Nikolaos Ploskas & Nikolaos V. Sahinidis, 2022. "Review and comparison of algorithms and software for mixed-integer derivative-free optimization," Journal of Global Optimization, Springer, vol. 82(3), pages 433-462, March.
- Osorio, Carolina, 2019. "High-dimensional offline origin-destination (OD) demand calibration for stochastic traffic simulators of large-scale road networks," Transportation Research Part B: Methodological, Elsevier, vol. 124(C), pages 18-43.
- Arreola-Risa, Antonio & Giménez-García, Víctor M. & Martínez-Parra, José Luis, 2011. "Optimizing stochastic production-inventory systems: A heuristic based on simulation and regression analysis," European Journal of Operational Research, Elsevier, vol. 213(1), pages 107-118, August.
- 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.
- Dhahri, Akrem & Gharbi, Ali & Ouhimmou, Mustapha, 2022. "Integrated production-delivery control policy for an unreliable manufacturing system and multiple retailers," International Journal of Production Economics, Elsevier, vol. 245(C).
- Kabirian, Alireza & Ólafsson, Sigurdur, 2011. "Continuous optimization via simulation using Golden Region search," European Journal of Operational Research, Elsevier, vol. 208(1), pages 19-27, January.
More about this item
Keywords
positive-definite covariance-matrix; nonseparable dependence model; Gaussian process; verification.;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:cf311469-5f8c-4c1e-ad4f-6902b04e11eb. 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.