Jack P. C. Kleijnen

Tilburg University, CentER

Professor

P.O. Box 90153

Tilburg, 5000 LE

Netherlands

http://https://sites.google.com/site/kleijnenjackpc/

  • Tilburg University, CentER

    • Email
    • Tel: +31 13 4662029
    • Fax: +31 13 4663377
SCHOLARLY PAPERS

55

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41

CROSSREF CITATIONS

27

Scholarly Papers (55)

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1.

Validation of Simulation Models: Regression Analysis Revisited

Number of pages: 33 Posted: 26 Nov 1996
Jack P. C. Kleijnen, Bert Bettonvil and Willem J. H. van Groenendaal
Tilburg University, CentER, Tilburg University - Department of Economics and Tilburg University, CentER
Downloads 878 (53,715)
Citation 5

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2.

Variance Reduction Techniques in Monte Carlo Methods

CentER Discussion Paper Series No. 2010-117
Number of pages: 18 Posted: 26 Nov 2010 Last Revised: 05 Dec 2010
Jack P. C. Kleijnen, Ad Ridder and Reuven Rubinstein
Tilburg University, CentER, VU University Amsterdam - Department of Econometrics and Operations Research and Technion-Israel Institute of Technology - The William Davidson Faculty of Industrial Engineering & Management
Downloads 460 (122,160)
Citation 8

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common random numbers, antithetic random numbers, importance sampling,control variates, conditioning, stratified sampling, splitting, quasi Monte Carlo

3.

Kriging: Methods and Applications

CentER Discussion Paper Series No. 2017-047
Number of pages: 17 Posted: 28 Nov 2017
Jack P. C. Kleijnen
Tilburg University, CentER
Downloads 431 (131,887)
Citation 3

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Gaussian process, Latin hypercube, deterministic simulation, random simulation, sensitvity analysis

4.

Kriging Metamodeling in Simulation: A Review

CentER Discussion Paper Series No. 2007-13
Number of pages: 16 Posted: 03 May 2007
Jack P. C. Kleijnen
Tilburg University, CentER
Downloads 361 (161,179)
Citation 5

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Kriging, metamodel, response surface, interpolation, design

5.

Design and Analysis of Monte Carlo Experiments

CentER Discussion Paper No. 2004-17
Number of pages: 28 Posted: 22 Jun 2004
Jack P. C. Kleijnen
Tilburg University, CentER
Downloads 329 (178,130)
Citation 3

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6.

Measuring the Quality of Publications: New Methodology and Case Study

Tilburg University Center for Economic Research Working Paper No. 37
Number of pages: 41 Posted: 24 Dec 2000
Jack P. C. Kleijnen and Willem J. H. van Groenendaal
Tilburg University, CentER and Tilburg University, CentER
Downloads 310 (189,651)
Citation 1

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citation analysis, clustering, ranking, statistics, resampling

7.

Expected Improvement in Efficient Global Optimization Through Bootstrapped Kriging

Downloads 305 (192,983)
Citation 1

Expected Improvement in Efficient Global Optimization Through Bootstrapped Kriging

CentER Discussion Paper Series No. 2011-015 (Revision of 2010-062)
Number of pages: 20 Posted: 21 Feb 2011
Jack P. C. Kleijnen, Wim C. M. van Beers and Inneke Van Nieuwenhuyse
Tilburg University, CentER, Tilburg University - Tilburg University School of Economics and Management and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 245 (239,824)
Citation 2

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Simulation, Optimization, Kriging, Bootstrap

Expected Improvement in Efficient Global Optimization Through Bootstrapped Kriging

CentER Discussion Paper Series No. 2010-62
Number of pages: 17 Posted: 29 Jun 2010
Jack P. C. Kleijnen, Wim C. M. van Beers and Inneke Van Nieuwenhuyse
Tilburg University, CentER, Tilburg University - Tilburg University School of Economics and Management and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 60 (694,559)

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Simulation, Optimization, Kriging, Bootstrap

8.

Design and Analysis of Simulation Experiments: Tutorial

CentER Discussion Paper Series No. 2017-018
Number of pages: 25 Posted: 27 Mar 2017
Jack P. C. Kleijnen
Tilburg University, CentER
Downloads 260 (228,231)

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regression, Kriging, Gaussian process, factor screening, optimization, risk analysis

9.

Sensitivity Analysis of Simulation Models

CentER Discussion Paper Series No. 2009-11
Number of pages: 15 Posted: 11 Feb 2009
Jack P. C. Kleijnen
Tilburg University, CentER
Downloads 238 (247,990)
Citation 2

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simulation, sensitivity analysis, gradients, screening, Kriging, optimization, Response Surface Methodology, Taguchi

10.

Factor Screening for Simulation with Multiple Responses: Sequential Bifurcation

CentER Discussion Paper No. 2012-032
Number of pages: 39 Posted: 18 Apr 2012 Last Revised: 06 Feb 2013
Wen Shi, Wen Shi, Jack P. C. Kleijnen and Zhixue Liu
Huazhong University of Science and TechnologyCentral South University - School of Business, Tilburg University, CentER and Huazhong University of Science and Technology
Downloads 235 (251,023)

Abstract:

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simulation; design of experiments; statistical analysis

11.

An Overview of the Design and Analysis of Simulation Experiments for Sensitivity Analysis

CentER Discussion Paper No. 2004-16
Number of pages: 34 Posted: 16 Jul 2004
Jack P. C. Kleijnen
Tilburg University, CentER
Downloads 233 (253,072)
Citation 3

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Simulation, regression, scenarios, risk analysis, uncertainty modelling

12.

The Correct Kriging Variance Estimated by Bootstrapping

CentER Discussion Paper No. 2004-46
Number of pages: 22 Posted: 24 Jun 2004
Dick den Hertog, Jack P. C. Kleijnen and A.Y.D. Siem
Tilburg University - Department of Econometrics & Operations Research, Tilburg University, CentER and Tilburg University - Department of Econometrics & Operations Research
Downloads 208 (281,589)
Citation 5

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Kriging, Kriging variance, bootstrapping, design and analysis of computer experiments (DACE), Monte Carlo, global optimization, black-box optimization

13.

Regression Models and Experimental Designs: A Tutorial for Simulation Analysts

CentER Discussion Paper No. 2006-10
Number of pages: 30 Posted: 10 Mar 2006
Jack P. C. Kleijnen
Tilburg University, CentER
Downloads 197 (295,908)
Citation 3

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metamodels, fractional factorial designs, Plackett-Burman designs, factor interactions, validation, cross-validation

14.

White Noise Assumptions Revisited: Regression Models and Statistical Designs for Simulation Practice

CentER Discussion Paper No. 2006-50
Number of pages: 20 Posted: 26 Jul 2006
Jack P. C. Kleijnen
Tilburg University, CentER
Downloads 194 (300,130)

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metamodels, experimental designs, generalized least squares, multivariate analysis, normality, jackknife, bootstrap, heteroscedasticity, common random numbers, validation

15.

Optimization of Simulated Inventory Systems: OptQuest and Alternatives

CentER Discussion Paper Series No. 2006-75
Number of pages: 13 Posted: 17 Sep 2006
Jack P. C. Kleijnen and Jie Wan
Tilburg University, CentER and Wageningen University and Research (WUR)
Downloads 191 (304,358)
Citation 6

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OptQuest software, Response Surface Methodology, Karesh-Kuhn-Tucker conditions, service constrained inventory system

16.

Robust Optimization in Simulation: Taguchi and Response Surface Methodology

CentER Discussion Paper Series No. 2008-69
Number of pages: 41 Posted: 28 Aug 2008
Gabriella Dellino, Jack P. C. Kleijnen and Carlo Meloni
Tilburg University - Tilburg University School of Economics and Management, Tilburg University, CentER and Politecnico di Bari
Downloads 189 (307,308)
Citation 5

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Pareto frontier, bootstrap, Latin hypercube sampling

17.

Constrained Optimization in Simulation: A Novel Approach

CentER Discussion Paper Series No. 2008-95
Number of pages: 28 Posted: 20 Nov 2008
Jack P. C. Kleijnen, Wim C. M. van Beers and Inneke Van Nieuwenhuyse
Tilburg University, CentER, Tilburg University - Tilburg University School of Economics and Management and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 181 (319,376)
Citation 7

Abstract:

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Simulation, Design of experiments, Statistical analysis

18.

Design of Experiments: Overview

CentER Discussion Paper Series No. 2008-70
Number of pages: 21 Posted: 03 Oct 2008
Jack P. C. Kleijnen
Tilburg University, CentER
Downloads 180 (320,992)
Citation 2

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simulation, sensitivity analysis, optimization, factor screening, Kriging, RSM, Taguchi

19.

Simulation Experiments in Practice: Statistical Design and Regression Analysis

CentER Discussion Paper Series No. 2007-30
Number of pages: 24 Posted: 09 Feb 2007
Jack P. C. Kleijnen
Tilburg University, CentER
Downloads 180 (320,992)

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metamodels, experimental designs, generalized least squares, multivariate analysis, normality, jackknife, bootstrap, heteroscedasticity, common random numbers, validation

20.

Multivariate versus Univariate Kriging Metamodels for Multi-Response Simulation Models

CentER Discussion Papers Series No. 2014-012
Number of pages: 42 Posted: 16 May 2012 Last Revised: 14 Feb 2014
Jack P. C. Kleijnen and Ehsan Mehdad
Tilburg University, CentER and Tilburg University - Department of Econometrics & Operations Research
Downloads 179 (322,588)
Citation 1

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Simulation, Stochastic processes, Multivariate statistics

21.

Robust Optimization in Simulation: Taguchi and Krige Combined

CentER Discussion Paper Series No. 2009-82
Number of pages: 29 Posted: 25 Oct 2009
Gabriella Dellino, Jack P. C. Kleijnen and Carlo Meloni
Tilburg University - Tilburg University School of Economics and Management, Tilburg University, CentER and Politecnico di Bari
Downloads 177 (325,842)
Citation 5

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Statistics, Design of experiments, Inventory-Production, Simulation, Decision analysis, Risk

22.

Regression and Kriging Metamodels with Their Experimental Designs in Simulation: Review

CentER Discussion Paper Series No. 2015-035
Number of pages: 34 Posted: 07 Jul 2015
Jack P. C. Kleijnen
Tilburg University, CentER
Downloads 173 (332,560)
Citation 9

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robustness and sensitivity, simulation, metamodel, design, regression, Kriging

23.

Finding the Important Factors in Large Discrete-Event Simulation: Sequential Bifurcation and its Applications

CentER Discussion Paper No. 2003-104
Number of pages: 29 Posted: 24 Jun 2004
Jack P. C. Kleijnen, Bert Bettonvil and Fredrik Persson
Tilburg University, CentER, Tilburg University - Department of Economics and Linkoping University - Production Economics
Downloads 170 (337,695)
Citation 6

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Simulation, bifurcation, supply, Sweden

24.

Stochastic Intrinsic Kriging for Simulation Metamodelling

CentER Discussion Paper Series No. 2015-038
Number of pages: 22 Posted: 08 Sep 2014 Last Revised: 22 Jul 2015
Ehsan Mehdad and Jack P. C. Kleijnen
Tilburg University - Department of Econometrics & Operations Research and Tilburg University, CentER
Downloads 157 (361,244)
Citation 2

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simulation, Gaussian process, Kriging, intrinsic rondom functions, metamodel

25.

Response Surface Methodology

CentER Discussion Paper Series No. 2014-013
Number of pages: 26 Posted: 15 Feb 2014
Jack P. C. Kleijnen
Tilburg University, CentER
Downloads 157 (361,244)
Citation 9

Abstract:

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simulation; optimization; regression, robustness; risk

26.

Statistical Tests for Cross-Validation of Kriging Models

CentER Discussion Paper Series No. 2019-022
Number of pages: 42 Posted: 14 Jun 2019
Jack P. C. Kleijnen and Wim van Beers
Tilburg University, CentER and affiliation not provided to SSRN
Downloads 154 (367,050)
Citation 5

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validation, cross-validation, Kriging, Gaussian process, extrapolation, convex hull, Monte Carlo

27.

Adjustable Robust Parameter Design with Unknown Distributions

CentER Discussion Paper Series No. 2013-022
Number of pages: 30 Posted: 26 Mar 2013
Ihsan Yanikoglu, Dick den Hertog and Jack P. C. Kleijnen
Tilburg University - Department of Econometrics & Operations Research, Tilburg University - Department of Econometrics & Operations Research and Tilburg University, CentER
Downloads 135 (407,725)
Citation 5

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robust optimization, simulation optimization, robust parameter design, phi-divergence

28.

Generalized Response Surface Methodology: A New Metaheuristic

CentER Discussion Paper Series No. 2006-77
Number of pages: 19 Posted: 17 Sep 2006
Jack P. C. Kleijnen
Tilburg University, CentER
Downloads 132 (414,990)

Abstract:

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experimental design, multivariate regression analysis, least squares, Karush-Kuhn-Tucker conditions, bootstrap

29.

Simulation Optimization Through Regression or Kriging Metamodels

CentER Discussion Paper Series No. 2017-026
Number of pages: 21 Posted: 18 May 2017
Jack P. C. Kleijnen
Tilburg University, CentER
Downloads 120 (446,358)
Citation 5

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Cross-validation, Robust optimization, Regression analysis, Kriging, Gaussian process, Response surface methodology (RSM), Efficient global optimization (EGO), Taguchi, Bootstrap, Common random numbers (CRN), Latin hypercube sampling (LHS), Karush-Kuhn-Tucker (KKT).

30.

Ethical Issues in Engineering Models: Personal Reflections

CentER Discussion Paper Series No. 2010-09
Number of pages: 17 Posted: 02 Feb 2010
Jack P. C. Kleijnen
Tilburg University, CentER
Downloads 103 (499,270)

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ethics, code of conduct, stakeholders, validity, risk analysis, simulation, operations research

31.

Sealed-Bid Auction of Dutch Mussels: Statistical Analysis

CentER Discussion Paper No. 2007-83
Number of pages: 22 Posted: 29 Oct 2007
Jack P. C. Kleijnen and Frans van Schaik
Tilburg University, CentER and University of Amsterdam
Downloads 101 (506,105)
Citation 4

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supply chain, hedonic price, purchasing, econometrics, regression

32.

Classic Kriging versus Kriging with Bootstrapping or Conditional Simulation: Classic Kriging's Robust Confidence Intervals and Optimization

CentER Discussion Paper Series No. 2014-076
Number of pages: 22 Posted: 16 Jul 2013 Last Revised: 03 Dec 2014
Ehsan Mehdad and Jack P. C. Kleijnen
Tilburg University - Department of Econometrics & Operations Research and Tilburg University, CentER
Downloads 100 (509,477)
Citation 1

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Simulation, Optimization, Kriging, Bootstrap, Conditional

33.

Sequential Probability Ratio Tests: Conservative and Robust

CentER Discussion Paper Series No. 2017-001
Number of pages: 39 Posted: 11 Jan 2017
Jack P. C. Kleijnen, Wen Shi and Wen Shi
Tilburg University, CentER and Huazhong University of Science and TechnologyCentral South University - School of Business
Downloads 99 (512,918)
Citation 7

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sequentail test, Wald, Hall, robustness, lognormal, gamma distribution, Monte Carlo

34.

Statitical Testing of Optimality Conditions in Multiresponse Simulation-Based Optimization

CentER Discussion Paper No. 2005-81
Number of pages: 39 Posted: 09 Sep 2005
Bert Bettonvil, Enrique del Castillo and Jack P. C. Kleijnen
Tilburg University - Department of Economics, Pennsylvania State University - Department of Industrial & Manufacturing Engineering and Tilburg University, CentER
Downloads 77 (598,291)
Citation 4

Abstract:

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Stopping rule, metaheuristics, RSM, design of experiments

35.

Prediction for Big Data Through Kriging: Small Sequential and One-Shot Designs

CentER Discussion Paper Series No. 2018-022
Number of pages: 43 Posted: 30 Jul 2018
Jack P. C. Kleijnen and Wim C. M. van Beers
Tilburg University, CentER and Tilburg University - Tilburg University School of Economics and Management
Downloads 74 (611,777)

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Kriging; Gaussian Process; Big Data; Experimental Design; Nearest Neighbor

36.

Statistical Testing of Optimality Conditions in Multiresponse Simulation-Based Optimization (Revision of 2005-81)

CentER Discussion Paper Series No. 2007-45
Number of pages: 31 Posted: 25 Jun 2007
Bert Bettonvil, Enrique del Castillo and Jack P. C. Kleijnen
Tilburg University - Department of Economics, Pennsylvania State University - Department of Industrial & Manufacturing Engineering and Tilburg University, CentER
Downloads 70 (630,432)
Citation 1

Abstract:

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Stopping rule, metaheuristics, response surface methodology, design of experiments

37.

Estimating the Variance of the Predictor in Stochastic Kriging

CentER Discussion Paper No. 2015-041
Number of pages: 14 Posted: 19 Aug 2015
Jack P. C. Kleijnen and Ehsan Mehdad
Tilburg University, CentER and Tilburg University - Department of Econometrics & Operations Research
Downloads 69 (635,285)
Citation 1

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Kriging, Gaussian process, predictor variance, plug-in, bootstrap

38.

Validating the Assumptions of Sequential Bifurcation in Factor Screening

CentER Discussion Paper Series No. 2017-006 (revision of No. 2015-034)
Number of pages: 27 Posted: 06 Jul 2015 Last Revised: 22 Aug 2022
Wen Shi, Wen Shi and Jack P. C. Kleijnen
Huazhong University of Science and TechnologyCentral South University - School of Business and Tilburg University, CentER
Downloads 68 (640,245)
Citation 2

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sensitivity analysis, experimental design, meta-modelling, validation, regression, simulation

39.

Convex and Monotonic Bootstrapped Kriging

CentER Discussion Paper Series No. 2012-066
Number of pages: 26 Posted: 28 Aug 2012
Jack P. C. Kleijnen, Wim C. M. van Beers and Ehsan Mehdad
Tilburg University, CentER, Tilburg University - Tilburg University School of Economics and Management and Tilburg University - Department of Econometrics & Operations Research
Downloads 66 (650,116)
Citation 2

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distribution-free bootstrapping, Gaussian Proces, random simulation, sensitivity analysis, optimazation confidence intervals

40.

Screening Experiments for Simulation: A Review

CentER Discussion Paper Series No. 2007-21
Number of pages: 17 Posted: 23 May 2007
Jack P. C. Kleijnen
Tilburg University, CentER
Downloads 66 (650,116)

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screening, metamodel, response surface, design

41.

Global Optimization for Black-Box Simulation via Sequential Intrinsic Kriging

CentER Discussion Paper Series No. 2014-063
Number of pages: 19 Posted: 16 Oct 2014
Ehsan Mehdad and Jack P. C. Kleijnen
Tilburg University - Department of Econometrics & Operations Research and Tilburg University, CentER
Downloads 65 (655,173)
Citation 2

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Global optimization, Gaussian process, Kriging, intrinsic Kriging, metamodel, computer experiment, simulation

42.

Efficient Global Optimization for Black-Box Simulation Via Sequential Intrinsic Kriging

CentER Discussion Paper No. 2015-042
Number of pages: 18 Posted: 19 Aug 2015
Ehsan Mehdad and Jack P. C. Kleijnen
Tilburg University - Department of Econometrics & Operations Research and Tilburg University, CentER
Downloads 60 (681,359)
Citation 2

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Global optimization, Gaussian process, Kriging, intrinsic Kriging, metamodel

43.

Methodology for Determining the Acceptability of Given Designs in Uncertain Environments

CentER Discussion Paper Series No. 2009-03
Number of pages: 25 Posted: 12 Jan 2009
Jack P. C. Kleijnen, Henri Pierreval and Jin Zhang
Tilburg University, CentER, Tilburg University, CentER and Tilburg University - Information Management
Downloads 55 (709,158)
Citation 4

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Uncertainty modeling, Risk analysis, Robustness and sensitivity analysis, Simulation, Bootstrap

44.

Monotonicity-Preserving Bootstrapped Kriging Metamodels for Expensive Simulations

CentER Discussion Papers No. 2009-75
Number of pages: 26 Posted: 25 Sep 2009
Jack P. C. Kleijnen and Wim C. M. van Beers
Tilburg University, CentER and Tilburg University - Tilburg University School of Economics and Management
Downloads 54 (715,004)
Citation 3

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queues, simulation, simulation, statistical analysis, statistics, nonparametric

45.

Constrained Optimization in Simulation: Efficient Global Optimization and Karush-Kuhn-Tucker Conditions

CentER Discussion Paper Series No. 2022-015 (revision of 2021-031)
Posted: 10 Nov 2021 Last Revised: 22 Aug 2022
Jack P. C. Kleijnen, Inneke Van Nieuwenhuyse and Wim van Beers
Tilburg University, CentER, Hasselt University and affiliation not provided to SSRN

Abstract:

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Kriging, efficient global optimization, Karush-Kuhn-Tucker conditions

46.

Simulation-Optimization via Kriging and Bootstrapping: A Survey

CentER Working Paper Series No. 2013-064
Posted: 09 Jun 2011 Last Revised: 11 Nov 2013
Jack P. C. Kleijnen
Tilburg University, CentER

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simulation, optimization, stochastic process, nonlinear programming, risk

47.

Customized Sequential Designs for Random Simulation Experiments: Kriging Metamodeling and Bootstrapping

CentER Discussion Paper No. 2004-63
Posted: 31 Jul 2004
Wim C. M. van Beers and Jack P. C. Kleijnen
Tilburg University - Tilburg University School of Economics and Management and Tilburg University, CentER

Abstract:

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simulation, design of experiments, statistical anlysis, Kriging, bootstrapping, regression

48.

Supply Chain Simulation: A Survey

CentER Discussion Paper No. 2003-103
Posted: 16 Jun 2004
Jack P. C. Kleijnen
Tilburg University, CentER

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Simulation, logistics, performance measurement, risk analysis, uncertainty, bifurcation, supply chain management

49.

Application-Driven Sequential Designs for Simulation Experiments: Kriging Metamodeling

CentER Discussion Paper No. 2003-33
Posted: 08 Jun 2004
Jack P. C. Kleijnen and Wim C. M. van Beers
Tilburg University, CentER and Tilburg University - Tilburg University School of Economics and Management

Abstract:

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Experimental design, simulation, interpolation, sampling, sensitivity analysis, metamodels

50.

A User's Guide to the Brave New World of Designing Simulation Experiments

CentER Discussion Paper No. 2003-01
Posted: 13 May 2004
Jack P. C. Kleijnen, Susan M. Sanchez, Thomas W. Lucas and Thomas M. Cioppa
Tilburg University, CentER, Government of the United States of America - Financial Management and Budgeting, Government of the United States of America - Financial Management and Budgeting and Naval Postgraduate School

Abstract:

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Metamodels, Latin Hypercube Sampling, Factorial Designs, Sequential Bifurcation, Robust Design

51.

Validation of Models: Statistical Techniques and Data Availability

Tilburg University, CentER Working Paper No. 1999-104
Posted: 15 May 2000
Jack P. C. Kleijnen
Tilburg University, CentER

Abstract:

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52.

Customized Pull Systems for Single-Product Flow Lines

Tilburg University, Center for Economic Research CentER Discussion Paper Series No. 1998-117
Posted: 27 Apr 2000
E.G.A. Gaury, Jack P. C. Kleijnen and Henri Pierreval
Tilburg University, CentER, Tilburg University, CentER and Tilburg University, CentER

Abstract:

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53.

Short-Term Robustness of Production Management Systems

CentER Discussion Paper Series No. 1998-70
Posted: 28 Jan 1999
Jack P. C. Kleijnen and E.G.A. Gaury
Tilburg University, CentER and Tilburg University, CentER

Abstract:

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54.

Validation of Simulation, with and Without Real Data

Tilburg University, Center for Economic Research, Discussion Paper Series No. 1998-22
Posted: 01 Dec 1998
Jack P. C. Kleijnen
Tilburg University, CentER

Abstract:

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55.

Sensitivity Analysis and Related Analyses: A Survey of Statistical Techniques

Posted: 13 Jun 1998
Jack P. C. Kleijnen
Tilburg University, CentER

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