Publication:
A user's guide to the brave new world of designing simulation experiments

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Authors
Kleijnen, Jack P.C.
Cioppa, Thomas M.
Sanchez, Susan M.
Lucas, Thomas W.
Subjects
Latin Hypercube Sampling
Sequential Bifurcation
Robust Design
Metamodels
Factorial Designs
Advisors
Date of Issue
2005
Date
2005
Publisher
Language
Abstract
Many simulation practitioners can get more from their analyses by using the statistical theory on design of experiments (DOE) developed specifically for exploring computer models. In this paper, we discuss a toolkit of designs for simulationists with limited DOE expertise who want to select a design and an appropriate analysis for their computational experiments. Furthermore, we provide a research agenda listing problems in the design of simulation experiments—as opposed to real world experiments—that require more investigation. We consider three types of practical problems: (1) developing a basic understanding of a particular simulation model or system; (2) finding robust decisions or policies; and (3) comparing the merits of various decisions or policies. Our discussion emphasizes aspects that are typical for simulation, such as sequential data collection. Because the same problem type may be addressed through different design types, we discuss quality attributes of designs. Furthermore, the selection of the design type depends on the metamodel (response surface) that the analysts tentatively assume; for example, more complicated metamodels require more simulation runs. For the validation of the metamodel estimated from a specific design, we present several procedures.
Type
Description
The article of record as published may be located at http://dx.doi.org/10.1287/ijoc.1050.0136
SEED Center Paper
"(with online supplement)", included here as a 2nd bitstream.
Series/Report No
Department
Operations Research (OR)
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NPS Report Number
Sponsors
This work was supported in part by the National Research Council, the U.S. Marine Corps Combat Development Command, and the U.S. Marine Corps Warfighting Laboratory.
Funder
Format
27 p.
Citation
Kleijnen, J.P.C., S.M. Sanchez, T.W. Lucas, and T.M. Cioppa. 2005. A user's guide to the brave new world of designing simulation experiments. INFORMS Journal on Computing 17(3), 263-289 (with online supplement).
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Rights
This publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States.
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