Simulation optimization via kriging: A sequential search using expected improvement with computing budget constraints

IIE Transactions (Institute of Industrial Engineers)

Volumn 45, Issue 7, 2015, Pages 763-780

  Quan, Ning ^a   Yin, Jun ^a   Ng, Szu Hui ^a   Lee, Loo Hay ^a  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

Bunker fuel management; Expected improvement; Hetergeneous variances; Kriging; Optimal computing budget allocation; Simulation optimization

Indexed keywords

INTERPOLATION; STOCHASTIC MODELS; STOCHASTIC SYSTEMS;

EXPECTED IMPROVEMENTS; FUEL MANAGEMENT; HETERGENEOUS VARIANCES; KRIGING; OPTIMAL COMPUTING BUDGET ALLOCATION; SIMULATION OPTIMIZATION;

BUDGET CONTROL;

EID: 84927779139     PISSN: 0740817X     EISSN: 15458830     Source Type: Journal    
DOI: 10.1080/0740817X.2012.706377     Document Type: Article

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