?url_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rft.relation=http%3A%2F%2Feprints.imtlucca.it%2F1446%2F&rft.title=Metamodel+variability+in+robust+simulation-optimization%3A+a+bootstrap+analysis&rft.creator=Dellino%2C+Gabriella&rft.creator=Meloni%2C+Carlo&rft.subject=HB+Economic+Theory&rft.subject=QA+Mathematics&rft.subject=QA75+Electronic+computers.+Computer+science&rft.description=Metamodels+are+often+used+in+simulation-optimization+for+the+design+and+management+of+complex+systems+enabling+the+integration+of+discipline-dependent+analysis+into+the%0D%0Aoverall+decision+process.+These+metamodels+yield+insight+into+the+relationship+between+responses+and+decision+variables%2C+providing+fast+analysis+tools+in+place+of+the+more+expensive+computer+simulations.+The+combined+use+of+stochastic+simulation+experiments+and+metamodels+introduces+a+source+of+uncertainty+in+the+decision+process+that+we+refer+to+as+metamodel+variability.+To+quantify+this+variability%2C+we+combine+validation+and+bootstrapping+techniques.+The+rationale+behind+the+method+relies+on+the+fact+that%2C+after+the+validation+process%2C+the+relative+validation+errors+are+small+indicating+that+the+metamodels+give+an+adequate+approximation%2C+and+bootstrapping+these+errors+allows+to+quantify+the+metamodels'+variability+in+an+acceptable+way.+The+method+has+the+advantage+to+be+general+and+can+be+used+with+different+kind+of+metamodels+and+validation+techniques.+The+resulting+methodology+is+illustrated+through+some+examples+using+regression+and+Kriging+metamodels.&rft.date=2012-06&rft.type=Working+Paper&rft.type=NonPeerReviewed&rft.format=application%2Fpdf&rft.language=en&rft.identifier=http%3A%2F%2Feprints.imtlucca.it%2F1446%2F1%2FMATCOM-D-12-00310.pdf&rft.identifier=++Dellino%2C+Gabriella+and+Meloni%2C+Carlo++Metamodel+variability+in+robust+simulation-optimization%3A+a+bootstrap+analysis.++Working+Paper++%23+%2F2012++++++++(Submitted)+++