Design and Analysis of Simulation Experiments

by Jack P.C. Kleijnen

Overview

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)

Product Details

ISBN-13:	9783319180861
Publisher:	Springer International Publishing
Publication date:	07/02/2015
Series:	International Series in Operations Research & Management Science , #230
Edition description:	2nd ed. 2015
Pages:	322
Product dimensions:	6.10(w) x 9.25(h) x 0.03(d)

About the Author

Jack P.C. KLEIJNEN is Emeritus Professor of “Simulation and Information Systems” at Tilburg University, where he is still an active member of both the “Department of Management” and the “Operations Research Group” of the “Center for Economic Research (CentER)” in the Tilburg School of Economics and Management. His research concerns the statistical design and analysis of experiments with simulation models, in many scientific disciplines including management science, operations research, and engineering. He was a consultant for several organizations in the USA and Europe, and served on many international editorial boards and scientific committees. He also spent several years in the USA, at universities and private companies. He received a number of national and international awards; e.g., in 2008 the Queen of the Netherlands appointed him a Knight in the “Order of the Netherlands Lion” and in 2005 the INFORMS Simulation Society awarded him the “Lifetime Professional Achievement Award” (LPAA). While being an Emeritus Professor, he wrote the second version of “Design and analysis of simulation experiments”, and in 2015 he supervised his last Ph.D. student Ehsan Mehdad.

Table of Contents

Introduction.- Classic regression metamodels and their designs.- Classic assumptions versus simulation practice.- Screening the many inputs of realistic simulation models.- Kriging metamodels and their designs.- Simulation optimization.

Editorial Reviews

Review of the 1st Edition:

"This work represents a lucid, comprehensive, authoritative, and highly informative presentation of the techniques and methodology associated with simulation experimentation. The book is ‘lucid’ because, as the word implies, it sheds light on the subject matter of simulation experimentation and optimization; it is ‘comprehensive’ because it addresses all of the essential topics in the field; it is ‘authoritative’’ because it captures the essence of the best research in the field, as evidenced by its more than 400 authoritative citations; and it is ‘‘informative’ in that it distills the most important scholarship of the last six decades into a 210-page study of the DASE field. Jack Kleijnen has once again produced a cutting-edge approach to the design and analysis of simulation experiments. His 1974–75 books were an incisive compilation of statistical methodology in simulation and introduced the term metamodeling to the lexicon of simulation experimentation. His 2008 volume Design and Analysis of Simulation Experiments promises to popularize the term DASE in the same way. Many of us who specialize in the field of simulation experimentation and optimization have avidly followed Kleijnen’s writings for almost four decades. This latest work leads the way in this endeavor, and is a vital addition to the important scholarship in the field." (William E. BILES, JASA, June 2009, Vol. 104, No. 486)

From the Publisher