In this chapter we present Kriging also known as a Gaussian process (GP) model which is a mathematical interpolation method. To select the input combinations to be simulated, we use Latin hypercube sampling (LHS); we allow uniform and non-uniform distributions of the simulation inputs. Besides...

Factor screening searches for the really important inputs (factors) among the many inputs that are changed in a realistic simulation experiment. Sequential bifurcation (SB) is a sequential method that changes groups of inputs simultaneously. SB is the most efficient and effective method if the...

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.

Short-term performance of a production management system for make-to-stock factories may be quantified through the service rate per shift, long-term performance through the average monthly work in process (WIP). This may yield, for example, that WIP is minimized, while the probability of the...

This paper gives a survey on how to validate simulation models through the application of mathematical statistics. The type of statistical test actually applied, depends on the availability of data on the real system: (i) no data, (ii) only output data, and (iii) both input and output data. In...

Generalized Response Surface Methodology (GRSM) is a novel general-purpose metaheuristic based on Box and Wilson. Response Surface Methodology (RSM). Both GRSM and RSM estimate local gradients to search for the optimal solution. These gradients use local first-order polynomials.GRSM, however,...