Optimal design of experiments with simulation models of nearly saturated queues
Cheng, R.C.H., Kleijnen, J.P.C. and Melas, V.B. (2000) Optimal design of experiments with simulation models of nearly saturated queues. Journal of Statistical Planning and Inference, 85, (1-2), 19-26. (doi:10.1016/S0378-3758(99)00061-0).
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Description/Abstract
The paper develops an approach to the optimal design of experiments with simulation models of nearly saturated queues, suggested in Cheng and Kleijnen (Oper. Res. v.47, 1999). This approach is based on the introduction of a regression model of the input-output behaviour of the underlying simulation model. In this way the problem is reduced to a special regression experimental design problem. An analytical solution is found under assumptions for the regression function and the behaviour of the output variance. In paricular D-optimal designs are considered and the solution given for this case.
| Item Type: | Article |
|---|---|
| ISSNs: | 0378-3758 (print) |
| Related URLs: | |
| Keywords: | simulation, queueing systems, metamodel, regression analysis, optimal experimental design |
| Subjects: | H Social Sciences > HD Industries. Land use. Labor > HD28 Management. Industrial Management Q Science > QA Mathematics |
| Divisions: | University Structure - Pre August 2011 > School of Mathematics > Operational Research |
| Item ID: | 29715 |
| Date Deposited: | 20 Jul 2006 |
| Last Modified: | 01 Jun 2011 16:32 |
| Contributors: | Cheng, R.C.H. (Author) Kleijnen, J.P.C. (Author) Melas, V.B. (Author) |
| Date: | 2000 |
| Status: | Published |
| Contact Email Address: | viatcheslav.melas@pobox.spbu.ru |
| URI: | http://eprints.soton.ac.uk/id/eprint/29715 |
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