Conference Paper

Designing simulation experiments with controllable and uncontrollable factors.

DOI: 10.1109/WSC.2008.4736413 Conference: Proceedings of the 2008 Winter Simulation Conference, Global Gateway to Discovery, WSC 2008, InterContinental Hotel, Miami, Florida, USA, December 7-10, 2008
Source: DBLP

ABSTRACT In this study we propose a new method for designing com- puter experiments inspired by the split plot designs used in physical experimentation. The basic layout is that each set of controllable factor settings corresponds to a whole plot for which a number of subplots, each corresponding to one combination of settings of the uncontrollable fac- tors, is employed. The caveat is a desire that the subplots within each whole plot cover the design space uniformly. A further desire is that in the combined design, where all experimental runs are considered at once, the uniformity of the design space coverage should be guaranteed. Our proposed method allows for a large number of uncontrol- lable and controllable settings to be run in a limited number of runs while uniformly covering the design space for the uncontrollable factors.

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    ABSTRACT: Optimization of simulated systems is the goal of many methods, but most methods assume known environments. In this paper we present a methodology that does account for uncertain environments. Our methodology uses Taguchi's view of the uncertain world, but replaces his statistical techniques by either Response Surface Methodology or Kriging metamodeling. We illustrate the resulting methodology through the well-known Economic Order Quantity (EOQ) model.
    Proceedings of the 2009 Winter Simulation Conference, WSC 2009, Hilton Austin Hotel, Austin, TX, USA, December 13-16, 2009; 01/2009

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Christian Dehlendorff