Design and Analysis of Simulation Experiments

1. Auflage. Softcover version of original hardcover Auflage 2008
ISBN: 978-1-4419-4415-3
Verlag: Springer US

Buch, Englisch, Band 111, 220 Seiten, Previously published in hardcover, Format (B × H): 155 mm x 235 mm, Gewicht: 371 g

Reihe: International Series in Operations Research & Management Science

Simulation is a widely used methodology in all the Applied Science disciplines. It provides a flexible, powerful and intuitive tool for investigating how to design a process or system, and how to maximize its efficiency. Simulation's effectiveness depends greatly on how well the simulation experiments are designed and analyzed. Design and Analysis of Simulation Experiments will focus on this crucial phase in the overall process of applying simulation. The book will include the best of both classic and modern methods of simulation experimentation, and as a result, it will provide a state-of-the-art treatment of the topic. This book will be the standard reference book on the topic for both researchers and sophisticated practitioners in the area, and it will be used as a textbook in courses or seminars focusing on this topic.

Zielgruppe

Research

Autoren/Hrsg.

Kleijnen, Jack P. C.

Fachgebiete

• Wirtschaftswissenschaften Volkswirtschaftslehre Volkswirtschaftslehre Allgemein Wirtschaftstheorie, Wirtschaftsphilosophie
• Mathematik | Informatik Mathematik Operations Research
• Interdisziplinäres Wissenschaften Wissenschaften: Forschung und Information Entscheidungstheorie, Sozialwahltheorie
• Wirtschaftswissenschaften Betriebswirtschaft Management Entscheidungsfindung
• Interdisziplinäres Wissenschaften Wissenschaften: Forschung und Information Kybernetik, Systemtheorie, Komplexe Systeme
• Wirtschaftswissenschaften Betriebswirtschaft Wirtschaftsmathematik und -statistik
• Wirtschaftswissenschaften Volkswirtschaftslehre Volkswirtschaftslehre Allgemein Wirtschaftsstatistik, Demographie
• Wirtschaftswissenschaften Betriebswirtschaft Unternehmensforschung
• Mathematik | Informatik Mathematik Mathematik Interdisziplinär Systemtheorie

Inhaltsverzeichnis

Preface.- Introduction.- Black Box Metamodels.- Low-Order Polynomial Regression.- Metamodels and Designs: A Single Factor.- Low-Order Polynomial Models and Designs: Multiple Factors.- Low-Order Polynomial Models and Screening Designs: Hundreds of Factors.- Kriging Metamodels.- Latin Hypercube Sampling (LHS) and other Space-Filling Designs.- Cross-Validation of Metamodels.- Conclusions and Further Research.

Über Autor(innen)

Jack Kleijnen is well known internationally for being a leading researcher in simulation for more than 30 years. He is the author of highly cited books in the area of statistical techniques in simulation that were published between 1974 and 1992. He is an excellent writer and researcher, and hence, ideally suited to write this important book for the field. 

On 25 February 2008 Her Majesty Beatrix, Queen of the Netherlands, appointed Jack Kleijnen a Knight in the Order of the Netherlands Lion.