Optimal design of experiments with simulation models of nearly saturated queues

The paper develops an approach to the optimal design of experiments with simulation models of nearly saturated queues, suggested in Cheng and Kleijnen (Optimal design of simulation experiments with nearly saturated queries, Oper. Res., submitted for publication). This approach is based on the introduction of a regression model of the input-output behavior of the underlying simulation model. In this way the problem is reduced to a special regression experimental design problem. An analytical solution is found under some assumptions for the regression function and the behavior of the output variance. In particular, D-optimal designs are considered and the solution is given for this case. (C) 2000 Elsevier Science B.V. All rights reserved.