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Robust simulation-optimization using metamodels

Dellino, Gabriella and Kleijnen, Jack P.C. and Meloni, Carlo Robust simulation-optimization using metamodels. In: Winter Simulation Conference (WSC). IEEE, 540 -550. ISBN 978-1-4244-5770-0 (2009)

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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

Item Type: Book Section
Identification Number: 10.1109/WSC.2009.5429720
Uncontrolled Keywords: Kriging metamodeling; Taguchi methodology; economic order quantity model; metamodels; response surface methodology; robust simulation optimization; simulated system optimisation; statistical techniques; uncertain environments; optimisation; response surface methodology; uncertain systems;
Subjects: H Social Sciences > HA Statistics
H Social Sciences > HB Economic Theory
Q Science > QA Mathematics
Research Area: Economics and Institutional Change
Depositing User: Users 17 not found.
Date Deposited: 01 Aug 2011 13:42
Last Modified: 07 Oct 2011 08:21
URI: http://eprints.imtlucca.it/id/eprint/756

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