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

Optimal allocation of runs in a simulation metamodel with several independent variables.
Optimal allocation of runs in a simulation metamodel with several independent variables.
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.
design of experiments, output analysis, saturated queues
0167-6377
189-194
Lamb, John D.
68c75953-180f-40db-9cc3-96c9d31a592d
Cheng, Russell C.H.
a4296b4e-7693-4e5f-b3d5-27b617bb9d67
Lamb, John D.
68c75953-180f-40db-9cc3-96c9d31a592d
Cheng, Russell C.H.
a4296b4e-7693-4e5f-b3d5-27b617bb9d67

Lamb, John D. and Cheng, Russell C.H. (2002) Optimal allocation of runs in a simulation metamodel with several independent variables. Operations Research Letters, 30 (3), 189-194. (doi:10.1016/S0167-6377(02)00116-5).

Record type: Article

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.

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More information

Published date: 2002
Keywords: design of experiments, output analysis, saturated queues
Organisations: Operational Research

Identifiers

Local EPrints ID: 29723
URI: http://eprints.soton.ac.uk/id/eprint/29723
DOI: doi:10.1016/S0167-6377(02)00116-5
ISSN: 0167-6377
PURE UUID: 0cbd73ea-add1-4b30-959f-cc881e4b1f7a

Catalogue record

Date deposited: 12 May 2006
Last modified: 15 Mar 2024 07:34

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Contributors

Author: John D. Lamb
Author: Russell C.H. Cheng

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