Robust simulation-optimization using metamodels
Dellino,G. Kleijnen,Jack P.C. Meloni,C.
Dellino,G.
Kleijnen,Jack P.C.
Meloni,C.
Abstract
Optimization of simulated systems is the goal of many methods, but most methods assume known environments. In this paper we present a methodology that does account for uncertain environments. Our methodology uses Taguchi's view of the uncertain world, but replaces his statistical techniques by either Response Surface Methodology or Kriging metamodeling. We illustrate the resulting methodology through the well-known Economic Order Quantity (EOQ) model.
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Date
2009
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IEEE
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Citation
Dellino, G, Kleijnen, J P C & Meloni, C 2009, Robust simulation-optimization using metamodels. in M D Rossetti, R R Hill, B Johansson, A Dunkin & R G Ingalls (eds), Proceedings of the 2009 Winter Simulation Conference. IEEE, Piscataway, NJ, pp. 540-550.