@techreport{2016cf9403294aa0a4ea499ebaa2cba9,
title = "Sensitivity Analysis of Simulation Models",
abstract = "This contribution presents an overview of sensitivity analysis of simulation models, including the estimation of gradients. It covers classic designs and their corresponding (meta)models; namely, resolution-III designs including fractional-factorial two-level designs for first-order polynomial metamodels, resolution-IV and resolution-V designs for metamodels augmented with two-factor interactions, and designs for second-degree polynomial metamodels including central composite designs. It also reviews factor screening for simulation models with very many factors, focusing on the so-called {"}sequential bifurcation{"} method. Furthermore, it reviews Kriging metamodels and their designs. It mentions that sensitivity analysis may also aim at the optimization of the simulated system, allowing multiple random simulation outputs.",
keywords = "simulation, sensitivity analysis, gradients, screening, Kriging, optimization, Response SurfaceMethodology, Taguchi",
author = "J.P.C. Kleijnen",
note = "Pagination: 15",
year = "2009",
language = "English",
volume = "2009-11",
series = "CentER Discussion Paper",
publisher = "Operations research",
type = "WorkingPaper",
institution = "Operations research",
}