Den Hertog, Dick; Siem, A.Y.D. - Tilburg University, Center for Economic Research - 2007
-consuming simulations. These simulations often contain simulation-model errors in the output variables. In the construction of meta …-models, these errors are often ignored. Simulation-model errors may be magnified by the meta-model. Therefore, in this paper, we … study the construction of Kriging models that are robust with respect to simulation-model errors. We introduce a robustness …