Design and Analysis of Simulation Experiments

Business & Finance, Management & Leadership, Operations Research
Cover of the book Design and Analysis of Simulation Experiments by Jack P.C. Kleijnen, Springer International Publishing
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Author: Jack P.C. Kleijnen ISBN: 9783319180878
Publisher: Springer International Publishing Publication: July 1, 2015
Imprint: Springer Language: English
Author: Jack P.C. Kleijnen
ISBN: 9783319180878
Publisher: Springer International Publishing
Publication: July 1, 2015
Imprint: Springer
Language: English

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.  More specifically, the author has made significant changes to the book’s organization, including placing the chapter on Screening Designs immediately after the chapters on Classic Designs, and reversing the order of the chapters on Simulation Optimization and Kriging Metamodels.  The latter two chapters reflect how active the research has been in these areas.

The validation section has been moved into the chapter on Classic Assumptions versus Simulation Practice, and the chapter on Screening now has  a section on selecting the number of replications in sequential bifurcation through Wald’s sequential probability ration test, as well as a section on sequential bifurcation for multiple types of simulation responses.  Whereas all references in the original edition were placed at the end of the book, in this edition references are placed at the end of each chapter.

From Reviews of the First Edition:

“Jack Kleijnen has once again produced a cutting-edge approach to the design and analysis of simulation experiments.”  (William E. BILES, JASA, June 2009, Vol. 104, No. 486)

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.  More specifically, the author has made significant changes to the book’s organization, including placing the chapter on Screening Designs immediately after the chapters on Classic Designs, and reversing the order of the chapters on Simulation Optimization and Kriging Metamodels.  The latter two chapters reflect how active the research has been in these areas.

The validation section has been moved into the chapter on Classic Assumptions versus Simulation Practice, and the chapter on Screening now has  a section on selecting the number of replications in sequential bifurcation through Wald’s sequential probability ration test, as well as a section on sequential bifurcation for multiple types of simulation responses.  Whereas all references in the original edition were placed at the end of the book, in this edition references are placed at the end of each chapter.

From Reviews of the First Edition:

“Jack Kleijnen has once again produced a cutting-edge approach to the design and analysis of simulation experiments.”  (William E. BILES, JASA, June 2009, Vol. 104, No. 486)

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