Robust simulation-optimization using metamodels

G. Dellino, Jack P.C. Kleijnen, C. Meloni

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

28 Citations (Scopus)

Abstract

Optimization of simulated systems is the goal of many methods, but most methods assume known environments. In this paper we present a methodology that does account for uncertain environments. Our methodology uses Taguchi's view of the uncertain world, but replaces his statistical techniques by either Response Surface Methodology or Kriging metamodeling. We illustrate the resulting methodology through the well-known Economic Order Quantity (EOQ) model.
Original languageEnglish
Title of host publicationProceedings of the 2009 Winter Simulation Conference
EditorsM.D. Rossetti, R.R. Hill, B. Johansson, A. Dunkin, R.G. Ingalls
Place of PublicationPiscataway, NJ
PublisherIEEE
Pages540-550
Publication statusPublished - 2009

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  • Cite this

    Dellino, G., Kleijnen, J. P. C., & Meloni, C. (2009). Robust simulation-optimization using metamodels. In M. D. Rossetti, R. R. Hill, B. Johansson, A. Dunkin, & R. G. Ingalls (Eds.), Proceedings of the 2009 Winter Simulation Conference (pp. 540-550). IEEE.