by J.P.C. Kleijnen
- This contribution presents an overview of sensitivity analysis of simulation models, including the estimation of gradients. It covers classic designs and their corresponding (meta)models. It also reviews factor screening for simulation models with very many factors, focusing on the so-called "sequential bifurcation" method. Furthermore, it reviews Kriging metamodels and their designs. It mentions that sensitivity analysis may also aim at the optimization of the simulated system, allowing multiple random simulation outputs.
Kleijnen, J.P.C. (2009). "Sensitivity Analysis of Simulation Models." CentER Discussion Paper, Number 2009-11, February.
