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Design and Analysis of Simulation Experiments

  • Book
  • © 2008

Overview

  • Jack Kleijnen is considered one of the world’s top authorities on simulation and its uses in a variety of problem-solving domains. Professor Kleijnen has worked in the fields of operations research, management science, industrial engineering, mathematical statistics, economics, nuclear engineering, computer science, and information systems. He has a thorough and wide-ranging understanding of problems in these areas and how to use simulation tools to help solve them
  • The leading textbooks on discrete-event simulation pay little attention to the strategic issues of simulation. The author has been working on strategic issues for approximately forty years, in a number of scientific disciples
  • Methods for computationally expensive simulations are also included and tactical issues closely related to strategic issues are discussed (i.e., the text briefly discusses run-length and variance reduction techniques)

Part of the book series: International Series in Operations Research & Management Science (ISOR, volume 111)

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Table of contents (7 chapters)

Keywords

About this book

Simulation is a widely used methodology in all the Applied Science disciplines. It provides a flexible, powerful and intuitive tool for investigating how to design a process or system, and how to maximize its efficiency. Simulation's effectiveness depends greatly on how well the simulation experiments are designed and analyzed. Design and Analysis of Simulation Experiments will focus on this crucial phase in the overall process of applying simulation. The book will include the best of both classic and modern methods of simulation experimentation, and as a result, it will provide a state-of-the-art treatment of the topic. This book will be the standard reference book on the topic for both researchers and sophisticated practitioners in the area, and it will be used as a textbook in courses or seminars focusing on this topic.

Reviews

"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)

Authors and Affiliations

  • Tilburg University, Tilburg, The Netherlands

    Jack P.C. Kleijnen

About the author

Jack Kleijnen is well known internationally for being a leading researcher in simulation for more than 30 years. He is the author of highly cited books in the area of statistical techniques in simulation that were published between 1974 and 1992. He is an excellent writer and researcher, and hence, ideally suited to write this important book for the field. 

On 25 February 2008 Her Majesty Beatrix, Queen of the Netherlands, appointed Jack Kleijnen a Knight in the Order of the Netherlands Lion.

 

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