?url_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rft.relation=http%3A%2F%2Feprints.imtlucca.it%2F761%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.+These+metamodels+yield+insight+into+the+relationship+between+responses+and+decision+variables%2C+providing+fast+analysis+tools+instead+of+the+more+expensive+computer+simulations.+Moreover%2C+these+metamodels+enable+the+integration+of+discipline-dependent+analysis+into+the+overall+decision%0D%0Aprocess.+The+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+use+bootstrapping.+More+speci%EF%BF%BDcally%2C+we+combine+cross-validation+and+bootstrapping+to+simulate+the+metamodel+construction+process+in+stochastic+environments.+The+resulting+methodology%0D%0Ais+illustrated+through+the+well-known+Economic+Order+Quantity+(EOQ)+model+using+Kriging+and+regression+metamodels.+The+relative+validation+errors+are+small%2C+so+they+suggest+that+the+metamodels+give+an+adequate++approximation%2C+and+bootstrapping+these+errors+allows+us+to+quantify+the+metamodels'+variability+in+an+acceptable+way.&rft.date=2011&rft.type=Working+Paper&rft.type=NonPeerReviewed&rft.identifier=++Dellino%2C+Gabriella+and+Meloni%2C+Carlo++Metamodel+variability+in+robust+simulation-optimization%3A+a+bootstrap+analysis.++Technical+Report+++++++(Unpublished)+++&rft.relation=http%3A%2F%2Fwww.dii.unisi.it%2Fpriv%2Fpapers%2Fpapers_doc%2F49.pdf