2019
DOI: 10.1007/s00366-018-00690-0
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Crossing weighted uncertainty scenarios assisted distribution-free metamodel-based robust simulation optimization

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Cited by 20 publications
(19 citation statements)
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“…Here, to find the bootstrapped set of data, a model is resampled times ( = 1,2, … , ) In this study, as inspired by [68], [84], the particular augmented bootstrapping approach is used for costly simulation running. In such a case, assume the set of sample points is fixed and only old data to fit surrogate with enough replication is available and new simulation replicating is very expensive.…”
Section: Sensitivity Analysis Of Optimal Results Using Augmented Bootmentioning
confidence: 99%
See 1 more Smart Citation
“…Here, to find the bootstrapped set of data, a model is resampled times ( = 1,2, … , ) In this study, as inspired by [68], [84], the particular augmented bootstrapping approach is used for costly simulation running. In such a case, assume the set of sample points is fixed and only old data to fit surrogate with enough replication is available and new simulation replicating is very expensive.…”
Section: Sensitivity Analysis Of Optimal Results Using Augmented Bootmentioning
confidence: 99%
“…Here, we follow [37], [67], [68] and inspire Taguchi's overview of robust design [69] for dealing with uncertainty as a source of variability in the model. However, we expand…”
Section: Uncertainty Managementmentioning
confidence: 99%
“…Here, we follow [39,69,70] and inspire Taguchi's overview of robust design [71] for dealing with uncertainty as a source of variability in the model. However, we expand Taguchi's robust design terminology and apply its definition for environmental noise factors in such a CPS control system.…”
Section: Uncertainty Managementmentioning
confidence: 99%
“…The distribution‐free aspect of SBRSO with one‐layer surrogate has been detailed in Reference 56. Here, the application of the two‐layer surrogate‐based methodology 57 for uncertainty management has been developed in the stochastic simulation‐optimization of control systems.…”
Section: Surrogate‐based Robust Simulation‐optimization (Two‐layer Sumentioning
confidence: 99%
“… Ds=ysyfalsês1ls=1l()ysyfalsês20.25em()s=1,2,,l where y s and yfalsês are the prediction for s th sample point using original Kriging surrogate and surrogate constructed with removing s th sample, respectively. Note that the surrogate is accepted when most of the standardized residuals are located in the acceptable range of [−3, 3], see References 56,70. Details of the statistical procedure required for leave‐one‐out cross‐validation are provided in Reference 70.…”
Section: Surrogate‐based Robust Simulation‐optimization (Two‐layer Sumentioning
confidence: 99%