Computer simulation experiments are essential to modern scientific discovery, whether that
be in physics, chemistry, biology, epidemiology, ecology, engineering, etc. Surrogates are …

We present a unified view of likelihood based Gaussian progress regression for simulation
experiments exhibiting input-dependent noise. Replication plays an important role in that …

This article surveys optimization of simulated systems. The simulation may be either
deterministic or random. The survey reflects the author's extensive experience with …

Metamodels are commonly used as fast surrogates for the objective function to facilitate the
optimization of simulation models. Kriging (or the Gaussian process model) is a very popular …

An increasing number of time-consuming simulators exhibit a complex noise structure that
depends on the inputs. For conducting studies with limited budgets of evaluations, new …

Robust design optimization (RDO) is a field of optimization in which certain measure of
robustness is sought against uncertainty. Unlike conventional optimization, the number of …

Safety is a primary concern for the various transport means. For sea transport, this includes
various aspects like human safety at sea and at port, and also environmental safety and …

Estimation of the probability of failure of structural systems can often be computationally
intensive and time consuming. Hence, alternative techniques for efficient computation of the …

Stochastic kriging (SK) methodology has been known as an effective metamodeling tool for
approximating a mean response surface implied by a stochastic simulation. In this paper we …

Metamodels as cheap approximation models for expensive to evaluate functions have been
commonly used in simulation optimization problems. Among various types of metamodels …