Design and Analysis of Simulation Experiments

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.

Jack P.C. KLEIJNEN is Emeritus Professor of "Simulation and Information Systems" at Tilburg University, where he is still an active member of both the "Department of Management" and the "Operations Research Group" of the "Center for Economic Research (CentER)" in the Tilburg School of Economics and Management. His research concerns the statistical design and analysis of experiments with simulation models, in many scientific disciplines including management science, operations research, and engineering. He was a consultant for several organizations in the USA and Europe, and served on many international editorial boards and scientific committees. He also spent several years in the USA, at universities and private companies. He received a number of national and international awards; e.g., in 2008 the Queen of the Netherlands appointed him a Knight in the "Order of the Netherlands Lion" and in 2005 the INFORMS Simulation Society awarded him the "Lifetime Professional Achievement Award" (LPAA). While being an Emeritus Professor, he wrote the second version of "Design and analysis of simulation experiments", and in 2015 he supervised his last Ph.D. student Ehsan Mehdad.

Review of the 1st Edition:

"This work represents a lucid, comprehensive, authoritative, and highly informative presentation of the techniques and methodology associated with simulation experimentation. The book is 'lucid' because, as the word implies, it sheds light on the subject matter of simulation experimentation and optimization; it is 'comprehensive' because it addresses all of the essential topics in the field; it is 'authoritative'' because it captures the essence of the best research in the field, as evidenced by its more than 400 authoritative citations; and it is ''informative' in that it distills the most important scholarship of the last six decades into a 210-page study of the DASE field. Jack Kleijnen has once again produced a cutting-edge approach to the design and analysis of simulation experiments. His 1974-75 books were an incisive compilation of statistical methodology in simulation and introduced the term metamodeling to the lexicon of simulation experimentation. His 2008 volume Design and Analysis of Simulation Experiments promises to popularize the term DASE in the same way. Many of us who specialize in the field of simulation experimentation and optimization have avidly followed Kleijnen's writings for almost four decades. This latest work leads the way in this endeavor, and is a vital addition to the important scholarship in the field." (William E. BILES, JASA, June 2009, Vol. 104, No. 486)