Optimal allocation of runs in a simulation metamodel with several independent variables

John Douglas Lamb; C. Russell; H. Cheng

doi:10.1016/S0167-6377(02)00116-5

Optimal allocation of runs in a simulation metamodel with several independent variables

John Douglas Lamb, C. Russell, H. Cheng

Business Management

Research output: Contribution to journal › Article › peer-review

7 Citations (Scopus)

Abstract

Cheng and Kleijnen (Oper. Res. 47(5) (1999) 762) propose a very general regression metamodel for modelling the output of a queuing system. Its main limitations are that the regression function is based on a polynomial and that it can use only one independent variable. These limitations are removed here. We derive an explicit formula for the optimal way of assigning simulation runs to the different design points. (C) 2002 Elsevier Science B.V. All rights reserved.

Original language	English
Pages (from-to)	189-194
Number of pages	5
Journal	Operations Research Letters
Volume	30
Issue number	3
DOIs	https://doi.org/10.1016/S0167-6377(02)00116-5
Publication status	Published - 2002

Keywords

design of experiments
output analysis
saturated queues

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10.1016/S0167-6377(02)00116-5

Cite this

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abstract = "Cheng and Kleijnen (Oper. Res. 47(5) (1999) 762) propose a very general regression metamodel for modelling the output of a queuing system. Its main limitations are that the regression function is based on a polynomial and that it can use only one independent variable. These limitations are removed here. We derive an explicit formula for the optimal way of assigning simulation runs to the different design points. (C) 2002 Elsevier Science B.V. All rights reserved.",

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AB - Cheng and Kleijnen (Oper. Res. 47(5) (1999) 762) propose a very general regression metamodel for modelling the output of a queuing system. Its main limitations are that the regression function is based on a polynomial and that it can use only one independent variable. These limitations are removed here. We derive an explicit formula for the optimal way of assigning simulation runs to the different design points. (C) 2002 Elsevier Science B.V. All rights reserved.

KW - design of experiments

KW - output analysis

KW - saturated queues

U2 - 10.1016/S0167-6377(02)00116-5

DO - 10.1016/S0167-6377(02)00116-5

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SP - 189

EP - 194

JO - Operations Research Letters

JF - Operations Research Letters

IS - 3

ER -

Optimal allocation of runs in a simulation metamodel with several independent variables

Abstract

Keywords

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