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Stochastic Intrinsic Kriging for Simulation Metamodelling

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  • Mehdad, E.

    (Tilburg University, School of Economics and Management)

  • Kleijnen, Jack P.C.

    (Tilburg University, School of Economics and Management)

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  • Mehdad, E. & Kleijnen, Jack P.C., 2014. "Stochastic Intrinsic Kriging for Simulation Metamodelling," Other publications TiSEM 9ab2e856-d971-475d-a842-d, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:9ab2e856-d971-475d-a842-de073d7b13b3
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    References listed on IDEAS

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    1. 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.
    2. Bruce Ankenman & Barry L. Nelson & Jeremy Staum, 2010. "Stochastic Kriging for Simulation Metamodeling," Operations Research, INFORMS, vol. 58(2), pages 371-382, April.
    3. Ward Whitt, 1989. "Planning Queueing Simulations," Management Science, INFORMS, vol. 35(11), pages 1341-1366, November.
    4. Hong Wan & Bruce E. Ankenman & Barry L. Nelson, 2010. "Improving the Efficiency and Efficacy of Controlled Sequential Bifurcation for Simulation Factor Screening," INFORMS Journal on Computing, INFORMS, vol. 22(3), pages 482-492, August.
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    Cited by:

    1. Mehdad, E. & Kleijnen, Jack P.C., 2014. "Global Optimization for Black-box Simulation via Sequential Intrinsic Kriging," Other publications TiSEM 8fa8d96f-a086-4c4b-88ab-9, Tilburg University, School of Economics and Management.
    2. Mehdad, E. & Kleijnen, Jack P.C., 2014. "Global Optimization for Black-box Simulation via Sequential Intrinsic Kriging," Other publications TiSEM 8fa8d96f-a086-4c4b-88ab-9, Tilburg University, School of Economics and Management.
    3. 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.

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