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An Overview of the Design and Analysis of Simulation Experiments for Sensitivity Analysis

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  • Kleijnen, J.P.C.

    (Tilburg University, School of Economics and Management)

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  • Kleijnen, J.P.C., 2004. "An Overview of the Design and Analysis of Simulation Experiments for Sensitivity Analysis," Other publications TiSEM 8151e500-26af-4fb3-87cc-9, Tilburg University, School of Economics and Management.
  • Handle: RePEc:tiu:tiutis:8151e500-26af-4fb3-87cc-9800653de852
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    References listed on IDEAS

    as
    1. Jack P. C. Kleijnen, 1992. "Regression Metamodels for Simulation with Common Random Numbers: Comparison of Validation Tests and Confidence Intervals," Management Science, INFORMS, vol. 38(8), pages 1164-1185, August.
    2. Kleijnen, J.P.C., 2004. "Design and Analysis of Monte Carlo Experiments," Other publications TiSEM 7a12daae-c849-427e-8269-7, Tilburg University, School of Economics and Management.
    3. van Groenendaal, W.J.H., 1998. "The Economic Appraisal of Natural Gas Projects," Other publications TiSEM a0ff517c-2041-4457-adac-7, Tilburg University, School of Economics and Management.
    4. 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.
    5. Russell C. H. Cheng & Jack P. C. Kleijnen, 1999. "Improved Design of Queueing Simulation Experiments with Highly Heteroscedastic Responses," Operations Research, INFORMS, vol. 47(5), pages 762-777, October.
    6. J P C Kleijnen & M T Smits, 2003. "Performance metrics in supply chain management," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 54(5), pages 507-514, May.
    7. Kleijnen, J.P.C. & Smits, M.T., 2003. "Performance metrics in supply chain management," Other publications TiSEM 80777aed-0c9f-4ded-b0bb-f, Tilburg University, School of Economics and Management.
    8. 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.
    9. Shu Yamada & Dennis Lin, 2002. "Construction of mixed-level supersaturated design," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 56(3), pages 205-214, December.
    10. Joan M. Donohue & Ernest C. Houck & Raymond H. Myers, 1993. "Simulation Designs and Correlation Induction for Reducing Second-Order Bias in First-Order Response Surfaces," Operations Research, INFORMS, vol. 41(5), pages 880-902, October.
    11. Antoniadis, Anestis & Dinh Tuan Pham, 1998. "Wavelet regression for random or irregular design," Computational Statistics & Data Analysis, Elsevier, vol. 28(4), pages 353-369, October.
    12. Angun, M.E. & Gürkan, G. & den Hertog, D. & Kleijnen, J.P.C., 2002. "Response surface methodology revisited," Other publications TiSEM 32c35a04-3de9-4dee-a242-6, Tilburg University, School of Economics and Management.
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