The Subpage "Publications" (see 1.) frequently updates the file titled "Corrections and Additions" for Kleijnen, J. P. C. (2015), Design and analysis of simulation experiments; 2nd edition. Springer, New York.
Files of the following papers (sorted chronologically) are found on Google Drive or may be requested via e-mail (Kleijnen@TilburgUniversity.edu).
Kleijnen, J.P.C., E. Angün, I. van Nieuwenhuyse, and W. van Beers (2025), Constrained optimization in simulation: efficient global optimization and Karush-Kuhn-Tucker conditions. Journal of Global Optimization, 91, pp. 897–922 https://doi.org/10.1007/s10898-024-01448-3
Ebru Angün and Jack P.C. Kleijnen (2024), Efficient global optimization and the zero-gradient condition, in expensive simulation. Center for Economic Research (CentER), no. CentER 2024-023
https://www.tilburguniversity.edu/research/economics-and-management/publications/discussion-paper or
https://drive.google.com/file/d/1t1ng0lmCItetGLxqwRiCwqifJEemlTYJ/view?usp=drive_link
· Ebru Angun and Jack Kleijnen (2024), BLACK-BOX SIMULATION-OPTIMIZATION WITH QUANTILE CONSTRAINTS: AN INVENTORY CASE STUDY. Proceedings of the 2024 Winter Simulation Conference, edited by H. Lam, E. Azar, D. Batur, S. Gao, W. Xie, S. R. Hunter, and M. D. Rossetti (Link: https://drive.google.com/file/d/1kkwgF91ruaARqFAv2bbHbEosVvNg6vLh/view?usp=sharing)
· Angün, E. and J. Kleijnen (2023), Constrained optimization in random simulation: efficient global optimization and Karush-Kuhn-Tucker conditions. CentER 2023-010 (revision of CentER DP 2022-022); full text on https://www.tilburguniversity.edu/research/economics-and-management/publications/discussion-paper (also available on Google Drive).
· Angun, E., Kleijnen, J., & Smits, M. (2023). Optimization of System Dynamics Models: a Novel Methodology. (CentER Discussion Paper; Vol. 2023-031). CentER, Center for Economic Research ; Optimization of System Dynamics Models: a Novel Methodology - Tilburg University Research Portal
· Kleijnen, J. P. C. and W. van Beers (2022), Statistical tests for cross-validation of Kriging models. INFORMS Journal on Computing, 34, no. 1, pp. 607-621
https://doi.org/10.1287/ijoc.2021.1072
· Kleijnen, J. P. C. (2021), Kriging: methods and applications. Chapter 10 of "Model Order Reduction; Volume 1: System- and Data-Driven Methods and Algorithms", edited by: Peter Benner, Wilhelmus Schilders, Stefano Grivet-Talocia, Alfio Quarteroni, Gianluigi Rozza and Luís Miguel Silveira, De Gruyter, Open Access https://doi.org/10.1515/9783110498967-010
· Kleijnen, J. P. C. and W. Shi (2020). Sequential probability ratio tests: Conservative and robust. Simulation: Transactions of the Society for Modeling and Simulation International, DOI: 10.1177/0037549720954916, 11 pages (A PDF file dated 2020_10_09
gives Appendixes)
· Kleijnen, J. P. C. and W. van Beers (2020), Prediction for big data through Kriging: small sequential and one-shot designs. American Journal of Mathematical and Management Sciences, 39, no. 3, pp. 199-213 DOI: 10.1080/01966324.2020.1716281; to link to this article: https://doi.org/10.1080/01966324.2020.1716281
· Kleijnen, J. P. C. (2019), Simulation optimization through regression or Kriging metamodels. Invited chapter for High-Performance Simulation-Based Optimization, edited by T. Bartz-Beielstein, B. Filipic, P. Korosec, and E.-G. Talbi, Studies in Computational Intelligence, volume 833, Springer, pp. 115-135