Optimal allocation of runs in a simulation metamodel with several independent variables

John Douglas Lamb, C. Russell, H. Cheng

Research output: Contribution to journalArticle

7 Citations (Scopus)

Abstract

Cheng and Kleijnen (Oper. Res. 47(5) (1999) 762) propose a very general regression metamodel for modelling the output of a queuing system. Its main limitations are that the regression function is based on a polynomial and that it can use only one independent variable. These limitations are removed here. We derive an explicit formula for the optimal way of assigning simulation runs to the different design points. (C) 2002 Elsevier Science B.V. All rights reserved.

Original languageEnglish
Pages (from-to)189-194
Number of pages5
JournalOperations Research Letters
Volume30
Issue number3
DOIs
Publication statusPublished - 2002

Keywords

  • design of experiments
  • output analysis
  • saturated queues

Cite this