Design of experiments: experimental design for simulation

ABSTRACT

This tutorial introduces some of the ideas, issues, challenges, solutions, and opportunities in deciding how to experiment with a simulation model to learn about its behavior. Careful planning, or designing, of simulation experiments is generally a great help, saving time and effort by providing efficient ways to estimate the effects of changes in the model's inputs on its outputs. Traditional experimental-design methods are discussed in the context of simulation experiments, as are the broader questions pertaining to planning computer-simulation experiments.

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