Design and Analysis of Simulation Experiments
This is a new edition of Kleijnen’s advanced expository book on statistical methods for the Design and Analysis of Simulation Experiments (DASE). Altogether, this new edition has approximately 50% new material not in the original book. Mo
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Jack P.C. Kleijnen
Design and Analysis of Simulation Experiments Second Edition
International Series in Operations Research & Management Science Volume 230
Series Editor Camille C. Price Stephen F. Austin State University, TX, USA Associate Series Editor Joe Zhu Worcester Polytechnic Institute, MA, USA Founding Series Editor Frederick S. Hillier Stanford University, CA, USA
More information about this series at http://www.springer.com/series/6161
Jack P.C. Kleijnen
Design and Analysis of Simulation Experiments Second Edition
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Jack P.C. Kleijnen Department of Management Tilburg University Tilburg, The Netherlands
ISSN 0884-8289 ISSN 2214-7934 (electronic) International Series in Operations Research & Management Science ISBN 978-3-319-18086-1 ISBN 978-3-319-18087-8 (eBook) DOI 10.1007/978-3-319-18087-8 Library of Congress Control Number: 2015937759 Springer Cham Heidelberg New York Dordrecht London © Springer International Publishing Switzerland 2008, 2015 This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. The publisher, the authors and the editors are safe to assume that the advice and information in this book are believed to be true and accurate at the date of publication. Neither the publisher nor the authors or the editors give a warranty, express or implied, with respect to the material contained herein or for any errors or omissions that may have been made. Printed on acid-free paper Springer International Publishing AG Switzerland is part of Springer Science+Business Media (www.springer.com)
I dedicate this book to my wife, Wilma
Preface
This book is the second version of Design and Analysis of Simulation Experiments, originally published in 2008. Compared with the first edition, I have made many changes; I think that only a few sentences remain unchanged. Altogether, the new version has approximately 50% more pages than the original version. I have also changed the organization of the book; i.e., I have changed the order of the various chapters. More specifically, I have moved the chapter called “Screening Designs” from the end of the first edition, so in the second edition this chapter immediately follows the two chapters on classic designs (because both screening designs and classic designs assume polynomial regression metamodels). I have also reversed the order of the two chapters called “Simulation Optimizat
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