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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), pp. 19-26. (doi:10.1016/S0378-3758(99)00061-0).

Record type: Article


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


Local EPrints ID: 29715
ISSN: 0378-3758
PURE UUID: 264bf296-e265-432e-b386-91ac3d2af335

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Date deposited: 20 Jul 2006
Last modified: 17 Jul 2017 15:57

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Author: R.C.H. Cheng
Author: J.P.C. Kleijnen
Author: V.B. Melas

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