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Kriging Models That Are Robust With Respect to Simulation Errors

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  • Siem, A.Y.D.

    (Tilburg University, School of Economics and Management)

  • den Hertog, D.

    (Tilburg University, School of Economics and Management)

Abstract

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Suggested Citation

  • Siem, A.Y.D. & den Hertog, D., 2007. "Kriging Models That Are Robust With Respect to Simulation Errors," Other publications TiSEM fe73dc8b-20d6-4f50-95eb-f, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:fe73dc8b-20d6-4f50-95eb-f96212a93c00
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    References listed on IDEAS

    as
    1. Michael C. Fu, 2002. "Feature Article: Optimization for simulation: Theory vs. Practice," INFORMS Journal on Computing, INFORMS, vol. 14(3), pages 192-215, August.
    2. Regis, Rommel G. & Shoemaker, Christine A., 2007. "Parallel radial basis function methods for the global optimization of expensive functions," European Journal of Operational Research, Elsevier, vol. 182(2), pages 514-535, October.
    3. Jack P. C. Kleijnen & Susan M. Sanchez & Thomas W. Lucas & Thomas M. Cioppa, 2005. "State-of-the-Art Review: A User’s Guide to the Brave New World of Designing Simulation Experiments," INFORMS Journal on Computing, INFORMS, vol. 17(3), pages 263-289, August.
    4. J P C Kleijnen & W C M van Beers, 2004. "Application-driven sequential designs for simulation experiments: Kriging metamodelling," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 55(8), pages 876-883, August.
    5. Edwin R. van Dam & Gijs Rennen & Bart Husslage, 2009. "Bounds for Maximin Latin Hypercube Designs," Operations Research, INFORMS, vol. 57(3), pages 595-608, June.
    6. Rommel G. Regis & Christine A. Shoemaker, 2007. "A Stochastic Radial Basis Function Method for the Global Optimization of Expensive Functions," INFORMS Journal on Computing, INFORMS, vol. 19(4), pages 497-509, November.
    7. Edwin R. van Dam & Bart Husslage & Dick den Hertog & Hans Melissen, 2007. "Maximin Latin Hypercube Designs in Two Dimensions," Operations Research, INFORMS, vol. 55(1), pages 158-169, February.
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    Cited by:

    1. Rennen, G., 2008. "Subset Selection from Large Datasets for Kriging Modeling," Other publications TiSEM 9dfe6396-1933-45c0-b4e3-5, Tilburg University, School of Economics and Management.
    2. Kleijnen, Jack P.C., 2009. "Kriging metamodeling in simulation: A review," European Journal of Operational Research, Elsevier, vol. 192(3), pages 707-716, February.
    3. Rennen, G., 2008. "Subset Selection from Large Datasets for Kriging Modeling," Discussion Paper 2008-26, Tilburg University, Center for Economic Research.
    4. Siem, A.Y.D., 2008. "Property preservation and quality measures in meta-models," Other publications TiSEM 259d3ed2-1a23-48fe-8af8-2, Tilburg University, School of Economics and Management.

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