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Kriging metamodels and global opimization in simulation

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  • Mehdad, E.

    (Tilburg University, School of Economics and Management)

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  • Mehdad, E., 2015. "Kriging metamodels and global opimization in simulation," Other publications TiSEM 5b5c276a-fe68-4ce9-b8a8-1, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:5b5c276a-fe68-4ce9-b8a8-1482662f8e1d
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    File URL: https://pure.uvt.nl/ws/portalfiles/portal/5783766/Ehsan_Mehdad_s_PhD_Dissertation.pdf
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    References listed on IDEAS

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    1. Ehsan Mehdad & Jack P.C. Kleijnen, 2018. "Stochastic intrinsic Kriging for simulation metamodeling," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 34(3), pages 322-337, May.
    2. Juliane Müller & Christine Shoemaker, 2014. "Influence of ensemble surrogate models and sampling strategy on the solution quality of algorithms for computationally expensive black-box global optimization problems," Journal of Global Optimization, Springer, vol. 60(2), pages 123-144, October.
    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. J. D. Opsomer & D. Ruppert & M. P. Wand & U. Holst & O. Hössjer, 1999. "Kriging with Nonparametric Variance Function Estimation," Biometrics, The International Biometric Society, vol. 55(3), pages 704-710, September.
    5. Ning Quan & Jun Yin & Szu Ng & Loo Lee, 2013. "Simulation optimization via kriging: a sequential search using expected improvement with computing budget constraints," IISE Transactions, Taylor & Francis Journals, vol. 45(7), pages 763-780.
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