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Author

  • Jack Kleijnen
2014

Simulation-optimization via Kriging and bootstrapping: A survey

Kleijnen, J. P. C., Nov 2014, In : Journal of Simulation. 8, 4, p. 241-250

Research output: Contribution to journalArticleScientificpeer-review

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. 136-147

Research output: Contribution to journalArticleScientificpeer-review

17 Citations (Scopus)
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. 53-65

Research output: Contribution to journalArticleScientificpeer-review

Open Access
File
3 Citations (Scopus)
298 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. 166-173

Research output: Contribution to journalArticleScientificpeer-review

5 Citations (Scopus)
2015

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 proceedingChapterScientificpeer-review

8 Citations (Scopus)
2011

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).

Research output: Working paperDiscussion paperOther research output

2012

Robust optimization in simulation: Taguchi and Krige combined

Dellino, G., Kleijnen, J. P. C. & Meloni, C., 2012, In : INFORMS Journal on Computing. 24, 3, p. 471-484

Research output: Contribution to journalArticleScientificpeer-review

53 Citations (Scopus)
2014

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. 573-582

Research output: Contribution to journalArticleScientificpeer-review

34 Citations (Scopus)
2016

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. 298-312

Research output: Contribution to journalArticleScientificpeer-review

16 Citations (Scopus)
2015

Hoe goed kunnen we de toekomst voorspellen? De toekomst bestaat (nog) niet

Kleijnen, J. P. C. & de Regt, H. C. D. G., Sep 2015, Mijn toekomst - Hoe ziet deze eruit?. Tilburg: Uitgeverij Zwijsen, p. 4-15

Research output: Chapter in Book/Report/Conference proceedingChapterPopular

2012

Expected improvement in efficient global optimization through bootstrapped kriging

Kleijnen, J. P. C., van Beers, W. C. M. & van Nieuwenhuyse, I., 2012, In : Journal of Global Optimization. 54, 1, p. 59-73

Research output: Contribution to journalArticleScientificpeer-review

71 Citations (Scopus)
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).

Research output: Working paperDiscussion paperOther research output

File
305 Downloads (Pure)
2015

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 paperDiscussion paperOther research output

File
404 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 paperDiscussion paperOther research output

File
354 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).

Research output: Working paperDiscussion paperOther research output

File
456 Downloads (Pure)
2011

Ethical issues in engineering models: An operations researcher's reflections

Kleijnen, J. P. C., 2011, In : Science and Engineering Ethics. 17, 3, p. 539-552

Research output: Contribution to journalArticleScientificpeer-review

File
6 Citations (Scopus)
352 Downloads (Pure)
2012

Convex and monotonic bootstrapped kriging

Kleijnen, J. P. C., Mehdad, E. & van Beers, W. C. M., 2012, Proceedings of the 2012 Winter Simulation Conference. Laroque, C., Himmelspach, J., Pasupathy, R., Rose, O. & Uhrmacher, A. M. (eds.). Berlin: Unknown Publisher, p. 543-554

Research output: Chapter in Book/Report/Conference proceedingConference contributionScientificpeer-review

File
4 Citations (Scopus)
279 Downloads (Pure)

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).

Research output: Working paperDiscussion paperOther research output

File
255 Downloads (Pure)
2013

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 paperDiscussion paperOther research output

File
297 Downloads (Pure)
2018

Efficient global optimization for black-box simulation via sequential intrinsic Kriging

Mehdad, E. & Kleijnen, J. P. C., Nov 2018, In : The Journal of the Operational Research Society. 69, 11, p. 1725-1737

Research output: Contribution to journalArticleScientificpeer-review

Open Access
4 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 : The Journal of the Operational Research Society. 66, 11, p. 1804-1814 10 p.

Research output: Contribution to journalArticleScientificpeer-review

14 Citations (Scopus)
2017

Comment on Park et al.’s “Robust Kriging in computer experiments”

Kleijnen, J. P. C., Jun 2017, In : The Journal of the Operational Research Society. 68, 6, p. 739-740

Research output: Contribution to journalComment/Letter to the editorScientificpeer-review

2012

Design and analysis of Monte Carlo experiments

Kleijnen, J. P. C., 2012, Handbook of Computational Statistics, Vol. 1. Concepts and Fundamentals, 2nd Edition. Gentle, J. E., Haerdle, W. & Mori, Y. (eds.). Heidelberg: Springer Verlag, p. 529-548 1192 p. (Springer Handbooks of Computational Statistics).

Research output: Chapter in Book/Report/Conference proceedingChapterScientificpeer-review

4 Citations (Scopus)
2015

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 proceedingChapterScientificpeer-review

1 Citation (Scopus)
2013

Comment: A discrete-event simulation perspective

Kleijnen, J. P. C., 2013, In : Technometrics. 55, 1, p. 21-24

Research output: Contribution to journalArticleScientificpeer-review

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 proceedingChapterScientificpeer-review

2012

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).

Research output: Working paperDiscussion paperOther research output

File
512 Downloads (Pure)

Ethische vragen in Operations Research

Kleijnen, J. P. C., 2012, In : STAtOR. oktober, 3-4, p. 17-19

Research output: Contribution to journalArticleProfessional

File
293 Downloads (Pure)
2013

Monotonicity-preserving bootstrapped kriging metamodels for expensive simulations

Kleijnen, J. P. C. & van Beers, W. C. M., 2013, In : The Journal of the Operational Research Society. 64, 5, p. 708-717

Research output: Contribution to journalArticleScientificpeer-review

File
15 Citations (Scopus)
503 Downloads (Pure)
2017

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 paperDiscussion paperOther research output

File
306 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).

Research output: Working paperDiscussion paperOther research output

File
219 Downloads (Pure)
2013

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 paperDiscussion paperOther research output

File
772 Downloads (Pure)
2017

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 paperDiscussion paperOther research output

File
911 Downloads (Pure)

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 paperDiscussion paperOther research output

File
654 Downloads (Pure)
2014

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 paperDiscussion paperOther research output

File
616 Downloads (Pure)

De robots zijn in aantocht: nemen de robots de aarde over?

Kleijnen, J. P. C. & van den Herik, H. J., Sep 2014, Mijn toekomst - Hoe ziet deze eruit?. Tilburg: Uitgeverij Zwijsen, p. 76-85

Research output: Chapter in Book/Report/Conference proceedingChapterPopular

2018

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. 322-337

Research output: Contribution to journalArticleScientificpeer-review

5 Citations (Scopus)
2011

Sealed-bid auction of Netherlands mussels: Statistical analysis

Kleijnen, J. P. C. & van Schaik, F. D. J., 2011, In : International Journal of Production Economics. 132, 1, p. 154-161

Research output: Contribution to journalArticleScientificpeer-review

8 Citations (Scopus)
2017

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 journalLiterature reviewScientificpeer-review

102 Citations (Scopus)
2015

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/ReportBookScientific

2013

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 paperDiscussion paperOther research output

37 Downloads (Pure)
2014

Stochastic Intrinsic Kriging for Simulation Metamodelling

Mehdad, E. & Kleijnen, J. P. C., 8 Sep 2014, Tilburg: Operations research, p. 1-19, 19 p. (CentER Discussion Paper; vol. 2014-054).

Research output: Working paperDiscussion paperOther research output

File
520 Downloads (Pure)
2012

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).

Research output: Working paperDiscussion paperOther research output

File
331 Downloads (Pure)
2014

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 paperDiscussion paperOther research output

File
437 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).

Research output: Working paperDiscussion paperOther research output

File
585 Downloads (Pure)
2011

Methodology for determining the acceptability of system designs in uncertain environments

Kleijnen, J. P. C., Pierreval, H. & Zhang, J., 2011, In : European Journal of Operational Research. 209, 2, p. 176-183

Research output: Contribution to journalArticleScientificpeer-review

File
18 Citations (Scopus)
236 Downloads (Pure)
2017

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 paperDiscussion paperOther research output

File
470 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 paperDiscussion paperOther research output

File
662 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 paperDiscussion paperOther research output

File
58 Downloads (Pure)
2015

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 paperDiscussion paperOther research output

File
1058 Downloads (Pure)