Uncertainty Management in Simulation-Optimization of Complex Systems

1. Front Matter

   Pages i-xviii

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2. Advanced Tutorials

   1. Front Matter

      Pages 1-1

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   2. Supporting Time-Critical Decision Making with Real Time Simulations

      • Russell C. H. Cheng

      Pages 3-26

   3. Metamodel-Based Robust Simulation-Optimization: An Overview

      • Gabriella Dellino, Jack P. C. Kleijnen, Carlo Meloni

      Pages 27-54

   4. Simulation-Based Modelling of a Stochastic Equilibrium

      • Leonidas Sakalauskas

      Pages 55-75

3. Uncertainty Management Approaches

   1. Front Matter

      Pages 77-77

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   2. Uncertainty Management Using Sequential Parameter Optimization

      • Thomas Bartz-Beielstein, Christian Jung, Martin Zaefferer

      Pages 79-99

   3. A Review on Global Sensitivity Analysis Methods

      • Bertrand Iooss, Paul Lemaître

      Pages 101-122

   4. Connections Among Optimization Models with Uncertainties, ABC and RBV

      • Saverio Giuliani, Carlo Meloni

      Pages 123-149

   5. Addressing Uncertainty in Complex Systems. The Case of Bio-Based Products Derived from Urban Bio-Waste Valorisation

      • Piergiuseppe Morone, Valentina Elena Tartiu

      Pages 151-169

4. Methods and Applications

   1. Front Matter

      Pages 171-171

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   2. Global Optimization of Simulation Based Complex Systems

      • Giampaolo Liuzzi, Stefano Lucidi, Veronica Piccialli

      Pages 173-202

   3. Personnel Scheduling in Queues with Time-varying Arrival Rates: Applications of Simulation-Optimization

      • Mieke Defraeye, Inneke Van Nieuwenhuyse

      Pages 203-223

   4. Stochastic Dual Dynamic Programming Solution of a Short-Term Disaster Management Problem

      • Ebru Angün

      Pages 225-250

   5. Optimal Stock Allocation in Single Echelon Inventory Systems Subject to a Service Constraint

      • Annalisa Cesaro, Dario Pacciarelli

      Pages 251-271

​This book aims at illustrating strategies to account for uncertainty in complex systems described by computer simulations. When optimizing the performances of these systems, accounting or neglecting uncertainty may lead to completely different results; therefore, uncertainty management is a major issues in simulation-optimization. Because of its wide field of applications, simulation-optimization issues have been addressed by different communities with different methods, and from slightly different perspectives. Alternative approaches have been developed, also depending on the application context, without any well-established method clearly outperforming the others. This editorial project brings together — as chapter contributors — researchers from different (though interrelated) areas; namely, statistical methods, experimental design, stochastic programming, global optimization, metamodeling, and design and analysis of computer simulation experiments. Editors’ goal is to take advantage of such a multidisciplinary environment, to offer to the readers a much deeper understanding of the commonalities and differences of the various approaches to simulation-based optimization, especially in uncertain environments. Editors aim to offer a bibliographic reference on the topic, enabling interested readers to learn about the state-of-the-art in this research area, also accounting for potential real-world applications to improve also the state-of-the-practice. Besides researchers and scientists of the field, the primary audience for the proposed book includes PhD students, academic teachers, as well as practitioners and professionals. Each of these categories of potential readers present adequate channels for marketing actions, e.g. scientific, academic or professional societies, internet-based communities,  and authors or buyers of related publications.​

• Bootstrapping
• Kriging
• Metamodeling
• Simulation optimization
• Stochastic
• Uncertainty

• Istituto per le Applicazioni del Calcolo “Mauro Picone”, Consiglio Nazionale delle Ricerche, Bari, Italy

  Gabriella Dellino

• Dipartimento di Ingegneria Elettrica e dell’Informazione, Politecnico di Bari, Bari, Italy

  Carlo Meloni

Gabriella Dellino graduated in Computer Science Engineering at the Polytechnic of Bari, in 2005. In 2009 she earned her Ph.D. in Applied Mathematics from the University of Bari. During the Ph.D. she was a visiting fellow at the CentER – Tilburg School of Economics and Management (The Netherlands). Then she joined the research group of Decision and Management Methods of the University of Siena, while in 2011 she became assistant professor in Management Science at IMT Institute for Advanced Studies (Lucca). Currently, she works at the Istituto per le Applicazioni del Calcolo “Mauro Picone” of the National Research Council of Italy.

Throughout these years she has been involved in several national and international research projects funded by academic organizations and private companies, including the recent cooperation in the FP7 STAR*AgroEnergy research project, led by University of Foggia.

Her research mostly focuses on designing mathematical models and computer simulation models for complex systems investigation, with a specific focus on metamodeling approaches and uncertainty management, the final aim being the development of a Decision Support System, supporting managers and stakeholders from the relevant domain(s) in their decision-making processes. Applications of the designed methodological frameworks spread from engineering to management, economics and health care. This research activity resulted in several publications on international journals and books.

Carlo Meloni is an Assistant Professor of Systems Engineering and Optimization at the Politecnico di Bari (Italy). His main research and professional interests concern the theory and the applications of optimization, simulation and other OR/MS methodologies.

He took part in research projects promoted by the MIUR (Italian Ministry of Education, University and Research), academy, research centers, companies and organizations from both for-profit andnonprofit sectors. His works have been presented in several international conferences and published on different international journals and volumes. Carlo Meloni is member of the Italian Society of Operations Research (AIRO), INFORMS (The Institute for Operations Research and the Management Sciences), and IMACS (International Association for Mathematics and Computers in Simulation). He is also active in different EURO (The Association of European Operational Research Societies) working groups.

Currently, he is a researcher affiliated with INDAM (Istituto Nazionale di Alta Matematica “F. Severi”, Italy) and CNR-IAC (Istituto per le Applicazioni del Calcolo “M. Picone”, Italy).

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