Jack Kleijnen

2024

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).

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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).

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137 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).

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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).

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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).

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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).

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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).

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241 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).

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815 Downloads (Pure)

2018

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).

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439 Downloads (Pure)

2017

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).

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1111 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).

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1335 Downloads (Pure)

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).

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715 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).

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520 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).

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375 Downloads (Pure)

2015

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).

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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).

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617 Downloads (Pure)

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).

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1825 Downloads (Pure)

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).

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588 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).

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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).

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728 Downloads (Pure)

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).

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622 Downloads (Pure)

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).

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786 Downloads (Pure)

Response Surface Methodology

Kleijnen, J. P. C., 2014, Tilburg: Operations research, 26 p. (CentER Discussion Paper; vol. 2014-013).

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1597 Downloads (Pure)

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).

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699 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).

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575 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).

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37 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).

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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).

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955 Downloads (Pure)

2012

Convex and Monotonic Bootstrapped Kriging

Kleijnen, J. P. C., Mehdad, E. & van Beers, W. C. M., 2012, Tilburg: Information Management, 26 p. (CentER Discussion Paper; vol. 2012-066).

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365 Downloads (Pure)

Factor Screening for Simulation with Multiple Responses: Sequential Bifurcation

Shi, W., Kleijnen, J. P. C. & Liu, Z., 2012, Tilburg: Information Management, 37 p. (CentER Discussion Paper; vol. 2012-032).

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Kriging in Multi-response Simulation, including a Monte Carlo Laboratory (Replaced by 2014-012)

Kleijnen, J. P. C. & Mehdad, E., 2012, Tilburg: Operations research, 34 p. (CentER Discussion Paper; vol. 2012-039).

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748 Downloads (Pure)

2011

Expected Improvement in Efficient Global Optimization Through Bootstrapped Kriging - Replaces CentER DP 2010-62

Kleijnen, J. P. C., van Beers, W. C. M. & van Nieuwenhuyse, I., 2011, Tilburg: Information Management, (CentER Discussion Paper; vol. 2011-015).

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Simulation Optimization via Bootstrapped Kriging: Tutorial (Replaced by CentER DP 2013-064)

Kleijnen, J. P. C., 2011, Tilburg: Information Management, (CentER Discussion Paper; vol. 2011-064).

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2010

Ethical Issues in Engineering Models: Personal Reflections

Kleijnen, J. P. C., 2010, Tilburg: Operations research, 17 p. (CentER Discussion Paper; vol. 2010-09).

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Expected Improvement in Efficient Global Optimization Through Bootstrapped Kriging - Replaced by CentER DP 2011-015

Kleijnen, J. P. C., van Beers, W. C. M. & van Nieuwenhuyse, I., 2010, Tilburg: Operations research, 17 p. (CentER Discussion Paper; vol. 2010-62).

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Variance Reduction Techniques in Monte Carlo Methods

Kleijnen, J. P. C., Ridder, A. A. N. & Rubinstein, R. Y., 2010, Tilburg: Information Management, 18 p. (CentER Discussion Paper; vol. 2010-117).

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805 Downloads (Pure)

2009

Methodology for Determining the Acceptability of Given Designs in Uncertain Environments

Kleijnen, J. P. C., Pierreval, H. & Zhang, J., 2009, Tilburg: Operations research, 25 p. (CentER Discussion Paper; vol. 2009-3).

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450 Downloads (Pure)

Monotonicity-Preserving Bootstrapped Kriging Metamodels for Expensive Simulations

Kleijnen, J. P. C. & van Beers, W. C. M., 2009, Tilburg: Operations research, 26 p. (CentER Discussion Paper; vol. 2009-75).

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353 Downloads (Pure)

Robust Optimization in Simulation: Taguchi and Krige Combined

Dellino, G., Kleijnen, J. P. C. & Meloni, C., 2009, Tilburg: Operations research, 29 p. (CentER Discussion Paper; vol. 2009-82).

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579 Downloads (Pure)

Sensitivity Analysis of Simulation Models

Kleijnen, J. P. C., 2009, Tilburg: Operations research, 15 p. (CentER Discussion Paper; vol. 2009-11).

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2008

Constrained Optimization in Simulation: A Novel Approach

Kleijnen, J. P. C., van Beers, W. C. M. & van Nieuwenhuyse, I., 2008, Tilburg: Operations research, 28 p. (CentER Discussion Paper; vol. 2008-95).

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Design of Experiments: An Overview

Kleijnen, J. P. C., 2008, Tilburg: Operations research, 21 p. (CentER Discussion Paper; vol. 2008-70).

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Robust Optimization in Simulation: Taguchi and Response Surface Methodology

Dellino, G., Kleijnen, J. P. C. & Meloni, C., 2008, Tilburg: Operations research, 41 p. (CentER Discussion Paper; vol. 2008-69).

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487 Downloads (Pure)

2007

Kriging Metamodeling in Simulation: A Review

Kleijnen, J. P. C., 2007, Tilburg: Operations research, 16 p. (CentER Discussion Paper; vol. 2007-13).

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Screening Experiments for Simulation: A Review

Kleijnen, J. P. C., 2007, Tilburg: Operations research, 17 p. (CentER Discussion Paper; vol. 2007-21).

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Sealed-Bid Auction of Dutch Mussels: Statistical Analysis

Kleijnen, J. P. C. & van Schaik, F. D. J., 2007, Tilburg: Operations research, 22 p. (CentER Discussion Paper; vol. 2007-83).

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Simulation Experiments in Practice: Statistical Design and Regression Analysis

Kleijnen, J. P. C., 2007, Tilburg: Operations research, 22 p. (CentER Discussion Paper; vol. 2007-09).

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Simulation Experiments in Practice: Statistical Design and Regression Analysis

Kleijnen, J. P. C., 2007, Tilburg: Operations research, 24 p. (CentER Discussion Paper; vol. 2007-30).

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Statistical Testing of Optimality Conditions in Multiresponse Simulation-based Optimization (Revision of 2005-81)

Bettonvil, B. W. M., Del Castillo, E. & Kleijnen, J. P. C., 2007, Tilburg: Operations research, 31 p. (CentER Discussion Paper; vol. 2007-45).

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490 Downloads (Pure)

2006

Generalized Response Surface Methodology: A New Metaheuristic

Kleijnen, J. P. C., 2006, Tilburg: Operations research, 20 p. (CentER Discussion Paper; vol. 2006-77).

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Jack Kleijnen

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