Simulation Optimization through Regression or Kriging Metamodels

Jack Kleijnen ()

No 2017-026, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: Cross-validation; Robust optimization; Regression analysis; Kriging; Guassian Process; response surface methodology (RSM); efficient global optimization (EGO); Taguchi; Boottrap; common rondom numbers (CRN); Ltin hypercube sampling (LHS); Karush-Kuhn-Tucker (KKT) (search for similar items in EconPapers)
Date: 2017
New Economics Papers: this item is included in nep-cmp and nep-ore
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Working Paper: Simulation Optimization through Regression or Kriging Metamodels (2017)
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