Methodology for Determining the Acceptability of Given Designs in Uncertain Environments

Jack P.C. Kleijnen, H. Pierreval and J. Zhang
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J. Zhang: Tilburg University, Center for Economic Research

No 2009-3, Discussion Paper from Tilburg University, Center for Economic Research

Abstract: Managers wish to verify that a particular engineering design meets their require- ments. This design's future environment will differ from the environment assumed during the design. Therefore it is crucial to determine which variations in the envi- ronment may make this design unacceptable. The proposed methodology estimates which uncertain environmental parameters are important (so managers can become pro-active) and which parameter combinations (scenarios) make the design unac- ceptable. The methodology combines simulation, bootstrapping, and metamodeling. The methodology is illustrated through a simulated manufacturing system, includ- ing fourteen uncertain parameters of the input distributions for the various arrival and service times. These parameters are investigated through sixteen scenarios, selected through a two-level fractional-factorial design. The resulting simulation In- put/Output (I/O) data are analyzed through a first-order polynomial metamodel and bootstrapping. A second experiment gives some outputs that are indeed un- acceptable. Polynomials fitted to the I/O data estimate the border line (frontier) between acceptable and unacceptable environments.

JEL-codes: C0 C1 C9 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-upt
Date: 2009

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Persistent link: http://EconPapers.repec.org/RePEc:dgr:kubcen:20093

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