This article considers the selection of experimental designs for the estimation of second-order response surface metamodels in a simulation environment. Rather than construct designs based on the premise that the postulated model exactly represents the simulated response, as is the case in...

Common random numbers (CRN) is a widely-used technique for reducing variance in comparing stochastic systems through simulation. Its popularity derives from its intuitive appeal and ease of implementation. However, though CRN has been observed to work well with a broad range of models, the class...

Utilizing a cyclic queue system, this paper investigates the effect of variance on a multi-item production facility. The variance of setup time, service rate and arrival rate is shown to have a powerful and sometimes paradoxical influence. Reduction in setup time, for example, is usually...

New point and interval estimators for quantiles that employ a control variate are introduced. The properties of these estimators do not depend on the usual assumption of joint normality between the random variable of interest and the control. Illustrative examples for queueing and stochastic...

This paper provides a unified development of the method of control variates for simulation experiments in which the objective is estimation of a multiresponse metamodel---that is, a linear model for an output vector of simulation performance measures expressed in terms of an input vector of...

To analyze simulation runs which use the same random numbers, the blocking concept of experimental design is not needed. Instead, this paper applies a linear regression model with a nondiagonal covariance matrix. This covariance matrix does not need to have a specific pattern such as constant...