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Design and Analysis of Simulation Experiments

  • Jack P.C. Kleijnen

Part of the International Series in Operations Research & Management Science book series (ISOR, volume 230)

Table of contents

  1. Front Matter
    Pages i-xv
  2. Jack P. C. Kleijnen
    Pages 1-21
  3. Jack P. C. Kleijnen
    Pages 23-81
  4. Jack P. C. Kleijnen
    Pages 83-133
  5. Jack P. C. Kleijnen
    Pages 179-239
  6. Jack P. C. Kleijnen
    Pages 241-300
  7. Back Matter
    Pages 301-322

About this book

Introduction

This is a new edition of Kleijnen’s advanced expository book on statistical methods for the Design and Analysis of Simulation Experiments (DASE).  Altogether, this new edition has approximately 50% new material not in the original book.  More specifically, the author has made significant changes to the book’s organization, including placing the chapter on Screening Designs immediately after the chapters on Classic Designs, and reversing the order of the chapters on Simulation Optimization and Kriging Metamodels.  The latter two chapters reflect how active the research has been in these areas.

The validation section has been moved into the chapter on Classic Assumptions versus Simulation Practice, and the chapter on Screening now has  a section on selecting the number of replications in sequential bifurcation through Wald’s sequential probability ration test, as well as a section on sequential bifurcation for multiple types of simulation responses.  Whereas all references in the original edition were placed at the end of the book, in this edition references are placed at the end of each chapter. 

From Reviews of the First Edition:

“Jack Kleijnen has once again produced a cutting-edge approach to the design and analysis of simulation experiments.”  (William E. BILES, JASA, June 2009, Vol. 104, No. 486)

Keywords

Deterministic Simulation Discrete-Event Simulation Kriging Metamodels Polynomial Metamodels Simulation Experiments Simulation Optimization

Authors and affiliations

  • Jack P.C. Kleijnen
    • 1
  1. 1.Department of ManagementTilburg UniversityTilburgThe Netherlands

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-319-18087-8
  • Copyright Information Springer International Publishing Switzerland 2015
  • Publisher Name Springer, Cham
  • eBook Packages Business and Economics
  • Print ISBN 978-3-319-18086-1
  • Online ISBN 978-3-319-18087-8
  • Series Print ISSN 0884-8289
  • Series Online ISSN 2214-7934
  • Buy this book on publisher's site