Enhancing Stochastic Kriging Metamodels with Gradient Estimators

Xi Chen
Xi Chen
[email protected]
Department of Statistical Sciences and Operations Research, Virginia Commonwealth University, Richmond, Virginia 23284
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,
Bruce E. Ankenman
Bruce E. Ankenman
[email protected]
Department of Industrial Engineering and Management Sciences, Northwestern University, Evanston, Illinois 60208
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,
Barry L. Nelson
Barry L. Nelson
[email protected]
Department of Industrial Engineering and Management Sciences, Northwestern University, Evanston, Illinois 60208
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Xi Chen

[email protected]

Department of Statistical Sciences and Operations Research, Virginia Commonwealth University, Richmond, Virginia 23284

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Bruce E. Ankenman

[email protected]

Department of Industrial Engineering and Management Sciences, Northwestern University, Evanston, Illinois 60208

Search for more papers by this author

Barry L. Nelson

[email protected]

Department of Industrial Engineering and Management Sciences, Northwestern University, Evanston, Illinois 60208

Search for more papers by this author

Published Online:1 Apr 2013https://doi.org/10.1287/opre.1120.1143

Supplemental Material

opre.1120.1143-sm.pdf (166 KB)

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Volume 61, Issue 2

March-April 2013

Pages iii-529

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Received:November 01, 2011
Accepted:October 01, 2012
Published Online:April 01, 2013

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Xi Chen, Bruce E. Ankenman, Barry L. Nelson, (2013) Enhancing Stochastic Kriging Metamodels with Gradient Estimators. Operations Research 61(2):512-528.

https://doi.org/10.1287/opre.1120.1143

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Enhancing Stochastic Kriging Metamodels with Gradient Estimators

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