This paper describes two experiments exploring the potential of the Kriging methodology for constrained simulation optimization. Both experiments study an (s, S) inventory system ...
William E. Biles, Jack P. C. Kleijnen, Wim C. M. V...
We extend the basic theory of kriging, as applied to the design and analysis of deterministic computer experiments, to the stochastic simulation setting. Our goal is to provide fl...
: Kriging-based exploration strategies often rely on a single Ordinary Kriging model which parametric covariance kernel is selected a priori or on the basis of an initial data set....
AbstrAct A comprehensive overview of numerical methodologies currently available for analyzing and building understanding of complex processes is presented. Both equation-free and ...
The sequential parameter optimization (spot) package for R (R Development Core Team, 2008) is a toolbox for tuning and understanding simulation and optimization algorithms. Model-...