Optimal design of experiments with simulation models of nearly saturated queues
Optimal design of experiments with simulation models of nearly saturated queues
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.
simulation, queueing systems, metamodel, regression analysis, optimal experimental design
19-26
Cheng, R.C.H.
a4296b4e-7693-4e5f-b3d5-27b617bb9d67
Kleijnen, J.P.C.
d12fde39-786c-4017-8190-e7dccec71c27
Melas, V.B.
ade19d15-ba99-4afe-a5c2-555412f27d52
2000
Cheng, R.C.H.
a4296b4e-7693-4e5f-b3d5-27b617bb9d67
Kleijnen, J.P.C.
d12fde39-786c-4017-8190-e7dccec71c27
Melas, V.B.
ade19d15-ba99-4afe-a5c2-555412f27d52
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), .
(doi:10.1016/S0378-3758(99)00061-0).
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.
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Published date: 2000
Keywords:
simulation, queueing systems, metamodel, regression analysis, optimal experimental design
Organisations:
Operational Research
Identifiers
Local EPrints ID: 29715
URI: http://eprints.soton.ac.uk/id/eprint/29715
ISSN: 0378-3758
PURE UUID: 264bf296-e265-432e-b386-91ac3d2af335
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Date deposited: 20 Jul 2006
Last modified: 15 Mar 2024 07:34
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Contributors
Author:
J.P.C. Kleijnen
Author:
V.B. Melas
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