Simulation Optimization through Regression or Kriging Metamodels
Jack P. C. Kleijnen · RePEc: Research Papers in Economics · 2017
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)