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Convex and Monotonic Bootstrapped Kriging

Author

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  • Kleijnen, Jack P.C.

    (Tilburg University, Center For Economic Research)

  • Mehdad, E.

    (Tilburg University, Center For Economic Research)

  • van Beers, W.C.M.

    (Tilburg University, Center For Economic Research)

Abstract

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Suggested Citation

  • Kleijnen, Jack P.C. & Mehdad, E. & van Beers, W.C.M., 2012. "Convex and Monotonic Bootstrapped Kriging," Discussion Paper 2012-066, Tilburg University, Center for Economic Research.
    • Handle: RePEc:tiu:tiucen:d1114eff-4ceb-4d67-9ab6-a746b7d016b8
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    References listed on IDEAS

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    1. Bruce Ankenman & Barry L. Nelson & Jeremy Staum, 2010. "Stochastic Kriging for Simulation Metamodeling," Operations Research, INFORMS, vol. 58(2), pages 371-382, April.
    2. 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, December.
    3. Roustant, Olivier & Ginsbourger, David & Deville, Yves, 2012. "DiceKriging, DiceOptim: Two R Packages for the Analysis of Computer Experiments by Kriging-Based Metamodeling and Optimization," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 51(i01).
    4. Izzet Sahin, 1982. "On the Objective Function Behavior in ( s , S ) Inventory Models," Operations Research, INFORMS, vol. 30(4), pages 709-724, August.
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    Cited by:

    1. 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.

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