Designing pseudo-random number assignment strategies for simulation experiments

Authors:
Wheyming Tina Song;Chien-Chou Su
Affiliations:
Department of Industrial Engineering, Tsing Hua University, Hsinchu, Taiwan, R.O.C.;Department of Industrial Engineering, Tsing Hua University, Hsinchu, Taiwan, R.O.C.
Venue:
WSC '95 Proceedings of the 27th conference on Winter simulation
Year:
1995

Citing 4
Cited 0

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Abstract

The paper investigates the use of an effective pseudo-random number assignment strategy, which we call maximum-blocks strategy, for simulation experiments involving the estimation of quadratic response surface metamodel in 3/sup k/ factorial designs. The maximum-blocks strategy is shown to perform better than well-known existing quadratic-metamodel assignment strategies, such as the IR, CR, and modified-AR strategies.