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- W2151191502 abstract "Recently the stochastic kriging (SK) methodology proposed by Ankenman et al. (2010) has emerged as an effective metamodeling tool for approximating a mean response surface implied by a stochastic simulation. Although fruitful results have been achieved through bridging applications and theoretical investigations of SK, there lacks a unified account of efficient simulation experimental design strategies for applying SK metamodeling techniques. In this paper, we propose a sequential experimental design framework for applying SK to predicting performance measures of complex stochastic systems. This framework is flexible; i.e., it can incorporate a variety of design criteria. We propose several novel design criteria under the proposed framework, and compare the performance with that of classic non-sequential designs. The evaluation uses illustrative test functions and the well-known M/M/1 and the (s, S) inventory system simulation models." @default.
- W2151191502 created "2016-06-24" @default.
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- W2151191502 date "2014-12-07" @default.
- W2151191502 modified "2023-09-28" @default.
- W2151191502 title "Sequential experimental designs for stochastic kriging" @default.
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- W2151191502 doi "https://doi.org/10.5555/2693848.2694324" @default.
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