Methodology for determining the acceptability of system designs in uncertain environments
TLDR
A methodology for estimating which uncertain environmental parameters are important (so managers can become pro-active) and which combinations of parameter values (scenarios) make the design unacceptable.About:
This article is published in European Journal of Operational Research.The article was published on 2011-03-01 and is currently open access. It has received 27 citations till now. The article focuses on the topics: Engineering design process & Design of experiments.read more
Figures
Table 2: Cross-validation for product 1, Part 1 (intercept plus rst seven factor e¤ects) 
Table 3: Cross-validation for product 1, Part 2 
Figure 5: Acceptable and unacceptable factor variations 
Table 4: Cross-validation for product 2, Part 1 
Table 5: Cross-validation for product 2, Part 2 (last seven factor e¤ects cross-validation, and ARE) 
Table 6: CIs for intercept and 14 factor e¤ects, computed from 100 bootstrapped quantiles, for products 1 and 2
Citations
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Journal ArticleDOI
Regression and Kriging metamodels with their experimental designs in simulation: A review
TL;DR: In this paper, the design and analysis of simulation experiments are discussed via two types of metamodel (surrogate emulator) and analysis via low-order polynomial regression and Kriging (or Gaussian process).
Journal ArticleDOI
Regression and Kriging Metamodels with Their Experimental Designs in Simulation: Review
TL;DR: This article reviews the design and analysis of simulation experiments and focuses on analysis via two types of metamodel, namely, low-order polynomial regression, and Kriging (or Gaussian process).
Journal ArticleDOI
An exploratory approach for adaptive policymaking by using multi-objective robust optimization
TL;DR: The proposed multi-objective robust simulation optimization approach can be efficiently used for developing policy suggestions and for improving decision support for policymakers and is possible to apply in dynamically complex and deeply uncertain systems such as public health, financial systems, transportation, and housing.
Journal ArticleDOI
A Tutorial on Latin Hypercube Design of Experiments
TL;DR: This paper provides a tutorial on Latin hypercube design of experiments, highlighting potential reasons of its widespread use and going all the way to the pitfalls of the indiscriminate use of Latin hyper cube designs.
Journal ArticleDOI
Conditional Monte Carlo Estimation of Quantile Sensitivities
TL;DR: This article used conditional Monte Carlo to derive a consistent quantile sensitivity estimator that improves upon these convergence rates and requires no batching or binning, and illustrate the new estimator using a simple but realistic portfolio credit risk example, for which the previous work is inapplicable.
References
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Book
Theory of modeling and simulation
TL;DR: In this paper, the authors present a rigorous mathematical foundation for modeling and simulation and provide a comprehensive framework for integrating the various simulation approaches employed in practice, including cellular automata, chaotic systems, hierarchical block diagrams, and Petri nets.
Book
Simulation with Arena
TL;DR: In this article, the authors introduce the subject of simulation using examples from Arena and are designed for the introductory simulation course offered in industrial engineering and business departments Simulation with Arena is the only book to cover the Arena product and it is accompanied by an Arena CD.
Journal ArticleDOI
A Framework for Validation of Computer Models.
Maria J. Bayarri,James O. Berger,Rui Paulo,J Sacks,John A. Cafeo,James C. Cavendish,Chin-Hsu Lin,Jian Tu +7 more
TL;DR: A framework that enables computer model evaluation oriented toward answering the question: Does the computer model adequately represent reality?