Research output per year
Research output per year
- 1 - 50 out of 392 results
Search results
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2025
Constrained optimization in simulation: efficient global optimization and Karush-Kuhn-Tucker conditions
Kleijnen, J., Angun, E., Nieuwenhuyse, I. V. & van Beers, W., Apr 2025, In: Journal of Global Optimization. 91, 4, p. 897-922Research output: Contribution to journal › Article › Scientific › peer-review
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2024
Black-box simulation-optimization with quantile constraints: an inventory case study
Angun, E. & Kleijnen, J., Dec 2024, Proceedings of the 2024 Winter Simulation Conference. IEEE Press, 12 p.Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Scientific › peer-review
File185 Downloads (Pure) -
Efficient global optimization and the zero-gradient condition, in expensive simulation
Angun, E. & Kleijnen, J., 14 Nov 2024, Tilburg: CentER, Center for Economic Research, p. 1-26, (CentER Discussion Paper; vol. 2024-023).Research output: Working paper › Discussion paper › Other research output
File65 Downloads (Pure) -
The Cost of Risk-Aversion In Inventory Management: An (s,S) Case Study
Angun, E. & Kleijnen, J., 5 Mar 2024, Tilburg: CentER, Center for Economic Research, 21 p. (CentER Discussion Paper; vol. 2024-005).Research output: Working paper › Discussion paper › Other research output
File137 Downloads (Pure) -
2023
Constrained optimization in Random Simulation: Efficient Global Optimization and Karush-Kuhn-Tucker Conditions (Revision of CentER DP 2022-022)
Angun, E. & Kleijnen, J., 20 Apr 2023, Tilburg: CentER, Center for Economic Research, 59 p. (CentER Discussion Paper; vol. 2023-010).Research output: Working paper › Discussion paper › Other research output
File207 Downloads (Pure) -
Optimization of System Dynamics Models: a Novel Methodology
Angun, E., Kleijnen, J. & Smits, M., 12 Dec 2023, Tilburg: CentER, Center for Economic Research, 18 p. (CentER Discussion Paper; vol. 2023-031).Research output: Working paper › Discussion paper › Other research output
File135 Downloads (Pure) -
2022
Constrained Optimization in Random Simulation: Efficient Global Optimization and Karush-Kuhn-Tucker Conditions
Angun, E. & Kleijnen, J., 30 Aug 2022, Tilburg: CentER, Center for Economic Research, 46 p. (CentER Discussion Paper; vol. 2022-022).Research output: Working paper › Discussion paper › Other research output
File363 Downloads (Pure) -
Constrained Optimization in Simulation: Efficient Global Optimization and Karush-Kuhn-Tucker Conditions (revision of 2021-031)
Kleijnen, J., van Nieuwenhuyse, I. & van Beers, W. C. M., Jun 2022, Tilburg: CentER, Center for Economic Research, 59 p. (CentER Discussion Paper; vol. 2022-015).Research output: Working paper › Discussion paper › Other research output
File242 Downloads (Pure) -
Constrained Optimization in Simulation: Efficient Global Optimization and Karush-Kuhn-Tucker Conditions
Kleijnen, J., van Nieuwenhuyse, I. & van Beers, W. C. M., 18 Aug 2022, Tilburg: CentER, Center for Economic Research, 27 p. (CentER Discussion Paper; vol. 2022-020).Research output: Working paper › Discussion paper › Other research output
File218 Downloads (Pure) -
2019
Statistical Tests for Cross-Validation of Kriging Models
Kleijnen, J. & van Beers, W. C. M., 29 May 2019, Tilburg: CentER, Center for Economic Research, 42 p. (CentER Discussion Paper; vol. 2019-022).Research output: Working paper › Discussion paper › Other research output
File815 Downloads (Pure) -
2018
Efficient global optimization for black-box simulation via sequential intrinsic Kriging
Mehdad, E. & Kleijnen, J. P. C., Nov 2018, In: Journal of the Operational Research Society. 69, 11, p. 1725-1737Research output: Contribution to journal › Article › Scientific › peer-review
Open Access16 Citations (Scopus) -
Prediction for Big Data through Kriging: Small Sequential and One-Shot Designs
Kleijnen, J. P. C. & van Beers, W. C. M., 9 Jul 2018, Tilburg: CentER, Center for Economic Research, 43 p. (CentER Discussion Paper; vol. 2018-022).Research output: Working paper › Discussion paper › Other research output
File439 Downloads (Pure) -
Stochastic intrinsic Kriging for simulation metamodeling
Kleijnen, J. P. C. & Mehdad, E., May 2018, In: Applied Stocahstic Models in Business and Industry. 34, 3, p. 322-337Research output: Contribution to journal › Article › Scientific › peer-review
15 Citations (Scopus) -
2017
Comment on Park et al.’s “Robust Kriging in computer experiments”
Kleijnen, J. P. C., Jun 2017, In: Journal of the Operational Research Society. 68, 6, p. 739-740Research output: Contribution to journal › Comment/Letter to the editor › Scientific › peer-review
1 Citation (Scopus) -
Design and Analysis of simulation experiments: Tutorial
Kleijnen, J. P. C., 27 Mar 2017, Tilburg: CentER, Center for Economic Research, 25 p. (CentER Discussion Paper; vol. 2017-018).Research output: Working paper › Discussion paper › Other research output
File1112 Downloads (Pure) -
Kriging: Methods and Applications
Kleijnen, J. P. C., 21 Nov 2017, Tilburg: CentER, Center for Economic Research, 17 p. (CentER Discussion Paper; vol. 2017-047).Research output: Working paper › Discussion paper › Other research output
File1336 Downloads (Pure) -
Regression and Kriging metamodels with their experimental designs in simulation: A review
Kleijnen, J. P. C., Jan 2017, In: European Journal of Operational Research. 256, 1, p. 1-16 16 p.Research output: Contribution to journal › Literature review › peer-review
275 Citations (Scopus) -
Sequential Probability Ration Tests: Conservative and Robust
Kleijnen, J. P. C. & Shi, W., 10 Jan 2017, Tilburg: CentER, Center for Economic Research, 39 p. (CentER Discussion Paper; vol. 2017-001).Research output: Working paper › Discussion paper › Other research output
File716 Downloads (Pure) -
Simulation Optimization through Regression or Kriging Metamodels
Kleijnen, J. P. C., 16 May 2017, Tilburg: CentER, Center for Economic Research, 21 p. (CentER Discussion Paper; vol. 2017-026).Research output: Working paper › Discussion paper › Other research output
File521 Downloads (Pure) -
Testing the Assumptions of Sequential Bifurcation for Factor Screening (revision of CentER DP 2015-034)
Shi, W. & Kleijnen, J. P. C., 14 Feb 2017, Tilburg: CentER, Center for Economic Research, 27 p. (CentER Discussion Paper; vol. 2017-006).Research output: Working paper › Discussion paper › Other research output
File375 Downloads (Pure) -
2016
Estimating the variance of the predictor in stochastic Kriging
Kleijnen, J. P. C. & Mehdad, E., Aug 2016, In: Simulation Modelling Practice and Theory. 66, p. 166-173Research output: Contribution to journal › Article › Scientific › peer-review
14 Citations (Scopus) -
Robust dual-response optimization
Yanikoglu, I., den Hertog, D. & Kleijnen, J. P. C., 2016, In: IIE Transactions: Industrial Engineering Research and Development. 48, 3, p. 298-312Research output: Contribution to journal › Article › Scientific › peer-review
28 Citations (Scopus) -
2015
Classic Kriging versus Kriging with bootstrapping or conditional simulation: Classic Kriging's robust confidence intervals and optimization
Mehdad, E. & Kleijnen, J. P. C., 4 Mar 2015, In: Journal of the Operational Research Society. 66, 11, p. 1804-1814 10 p.Research output: Contribution to journal › Article › Scientific › peer-review
31 Citations (Scopus) -
Design and Analysis of Simulation Experiments
Kleijnen, J. P. C., 2015, 2nd ed. New York: Springer Verlag. 322 p. (International Series in Operations Research & Management Science; vol. 230)Research output: Book/Report › Book › Scientific
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Efficient Global Optimization for Black-Box Simulation via Sequential Intrinsic Kriging
Mehdad, E. & Kleijnen, J. P. C., 18 Aug 2015, Tilburg: Department of Econometrics and Operations Research, 18 p. (CentER Discussion Paper; vol. 2015-042).Research output: Working paper › Discussion paper › Other research output
File737 Downloads (Pure) -
Estimating the Variance of the Predictor in Stochastic Kriging
Kleijnen, J. P. C. & Mehdad, E., 18 Aug 2015, Tilburg: Operations research, 14 p. (CentER Discussion Paper; vol. 2015-041).Research output: Working paper › Discussion paper › Other research output
File618 Downloads (Pure) -
Hoe goed kunnen we de toekomst voorspellen? De toekomst bestaat (nog) niet
Kleijnen, J. P. C. & de Regt, H. C. D. G., Sept 2015, Mijn toekomst - Hoe ziet deze eruit?. Tilburg: Uitgeverij Zwijsen, p. 4-15Research output: Chapter in Book/Report/Conference proceeding › Chapter › Popular
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Metamodel-based robust simulation-optimization: An overview
Dellino, G., Meloni, C. & Kleijnen, J. P. C., 2015, Uncertainty Management in Simulation-Optimization of Complex Systems: Algorithms and Applications. Dellino, G. & Meloni, C. (eds.). Springer VS, Vol. 59. p. 27-54 (Operations Research/Computer Science Interfaces Series; vol. 59).Research output: Chapter in Book/Report/Conference proceeding › Chapter › Scientific › peer-review
16 Citations (Scopus) -
Regression and Kriging Metamodels with Their Experimental Designs in Simulation: Review
Kleijnen, J. P. C., 6 Jul 2015, Tilburg: CentER, Center for Economic Research, 34 p. (CentER Discussion Paper; vol. 2015-035).Research output: Working paper › Discussion paper › Other research output
File1826 Downloads (Pure) -
Response surface methodolgy
Kleijnen, J. P. C., 2015, Handbook of Simulation Optimization. Fu, M. C. (ed.). 1 ed. Springer Verlag New York, Vol. 216. p. 81-104 (International Series in Operations Research & Management Science; vol. 216).Research output: Chapter in Book/Report/Conference proceeding › Chapter › Scientific › peer-review
2 Citations (Scopus) -
Stochastic Intrinsic Kriging for Simulation Metamodelling
Mehdad, E. & Kleijnen, J. P. C., 22 Jul 2015, Tilburg: CentER, Center for Economic Research, 22 p. (CentER Discussion Paper; vol. 2015-038).Research output: Working paper › Discussion paper › Other research output
File588 Downloads (Pure) -
Validating the Assumptions of Sequential Bifurcation in Factor Screening
Shi, W. & Kleijnen, J. P. C., 17 Jun 2015, Tilburg: CentER, Center for Economic Research, 32 p. (CentER Discussion Paper; vol. 2015-034).Research output: Working paper › Discussion paper › Other research output
File591 Downloads (Pure) -
2014
Classic Kriging versus Kriging with Bootstrapping or Conditional Simulation: Classic Kriging's Robust Confidence Intervals and Optimization (Revised version of CentER DP 2013-038)
Mehdad, E. & Kleijnen, J. P. C., 2 Dec 2014, Tilburg: Information Management, 22 p. (CentER Discussion Paper; vol. 2014-076).Research output: Working paper › Discussion paper › Other research output
File728 Downloads (Pure) -
De robots zijn in aantocht: nemen de robots de aarde over?
Kleijnen, J. P. C. & van den Herik, H. J., Sept 2014, Mijn toekomst - Hoe ziet deze eruit?. Tilburg: Uitgeverij Zwijsen, p. 76-85Research output: Chapter in Book/Report/Conference proceeding › Chapter › Popular
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Factor screening for simulation with multiple responses: Sequential bifurcation
Shi, W., Kleijnen, J. P. C. & Liu, Z., 16 Aug 2014, In: European Journal of Operational Research. 237, 1, p. 136-147Research output: Contribution to journal › Article › Scientific › peer-review
23 Citations (Scopus) -
Global Optimization for Black-box Simulation via Sequential Intrinsic Kriging
Mehdad, E. & Kleijnen, J. P. C., 16 Oct 2014, Tilburg: Operations research, 19 p. (CentER Discussion Paper; vol. 2014-063).Research output: Working paper › Discussion paper › Other research output
File623 Downloads (Pure) -
Multivariate versus univariate Kriging metamodels for multi-response simulation models
Kleijnen, J. P. C. & Mehdad, E., 16 Jul 2014, In: European Journal of Operational Research. 236, 2, p. 573-582Research output: Contribution to journal › Article › Scientific › peer-review
61 Citations (Scopus) -
Multivariate Versus Univariate Kriging Metamodels for Multi-Response Simulation Models (Revision of 2012-039)
Kleijnen, J. P. C. & Mehdad, E., 2014, Tilburg: Operations research, 42 p. (CentER Discussion Paper; vol. 2014-012).Research output: Working paper › Discussion paper › Other research output
File786 Downloads (Pure) -
Response Surface Methodology
Kleijnen, J. P. C., 2014, Tilburg: Operations research, 26 p. (CentER Discussion Paper; vol. 2014-013).Research output: Working paper › Discussion paper › Other research output
File1597 Downloads (Pure) -
Simulation-optimization via Kriging and bootstrapping: A survey
Kleijnen, J. P. C., Nov 2014, In: Journal of Simulation. 8, 4, p. 241-250Research output: Contribution to journal › Article › Scientific › peer-review
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Stochastic Intrinsic Kriging for Simulation Metamodelling
Mehdad, E. & Kleijnen, J. P. C., 8 Sept 2014, Tilburg: Operations research, p. 1-19, 19 p. (CentER Discussion Paper; vol. 2014-054).Research output: Working paper › Discussion paper › Other research output
File699 Downloads (Pure) -
2013
Adjustable Robust Parameter Design with Unknown Distributions
Yanikoglu, I., den Hertog, D. & Kleijnen, J. P. C., 2013, Tilburg: Econometrics, 30 p. (CentER Discussion Paper; vol. 2013-022).Research output: Working paper › Discussion paper › Other research output
File575 Downloads (Pure) -
Bootstrapping and Conditional Simulation in Kriging: Better Confidence Intervals and Optimization (Replaced by CentER DP 2014-076)
Mehdad, E. & Kleijnen, J. P. C., 2013, Tilburg: Information Management, 24 p. (CentER Discussion Paper; vol. 2013-038).Research output: Working paper › Discussion paper › Other research output
37 Downloads (Pure) -
Comment: A discrete-event simulation perspective
Kleijnen, J. P. C., 2013, In: Technometrics. 55, 1, p. 21-24Research output: Contribution to journal › Article › Scientific › peer-review
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Conditional simulation for efficient global optimization
Kleijnen, J. P. C. & Mehdad, E., 2013, Proceedings of the 2013 Winter Simulation Conference (WSC 2013). Pasupathy, R., Kim, S.-H., Tolk, A., Hill, R. & Kuhl, M. E. (eds.). Washington DC: IEEE, p. 969-979Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Scientific › peer-review
File6 Citations (Scopus)495 Downloads (Pure) -
Factor Screening For Simulation With Multiple Responses: Sequential Bifurcation
Shi, W., Kleijnen, J. P. C. & Liu, Z., 2013, Tilburg: Information Management, 39 p. (CentER Discussion Paper; vol. 2013-009).Research output: Working paper › Discussion paper › Other research output
File431 Downloads (Pure) -
Monotonicity-preserving bootstrapped kriging metamodels for expensive simulations
Kleijnen, J. P. C. & van Beers, W. C. M., 2013, In: Journal of the Operational Research Society. 64, 5, p. 708-717Research output: Contribution to journal › Article › Scientific › peer-review
File23 Citations (Scopus)792 Downloads (Pure) -
Simulation-Optimization via Kriging and Bootstrapping: A Survey (Revision of CentER DP 2011-064)
Kleijnen, J. P. C., 2013, Tilburg: Information Management, 22 p. (CentER Discussion Paper; vol. 2013-064).Research output: Working paper › Discussion paper › Other research output
File955 Downloads (Pure) -
Variance reduction techniques in Monte Carlo methods
Kleijnen, J. P. C., Ridder, A. A. N. & Rubinstein, R. Y., 2013, Encyclopedia of Operations Research and Management Science, 3rd Edition. Gass, S. I. & Fu, M. C. (eds.). New York: Springer Verlag, p. 1598-1610 1250 p.Research output: Chapter in Book/Report/Conference proceeding › Chapter › Scientific › peer-review
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2012
An asymptotic test of optimality conditions in multiresponse simulation optimization
Angun, M. E. & Kleijnen, J. P. C., 2012, In: INFORMS Journal on Computing. 24, 1, p. 53-65Research output: Contribution to journal › Article › Scientific › peer-review
Open AccessFile5 Citations (Scopus)490 Downloads (Pure)