State-of-the-Art Review: A User’s Guide to the Brave New World of Designing Simulation Experiments

Many simulation practitioners can get more from their analyses by using the statistical theory on design of experiments (DOE) developed specifically for exploring computer models. We discuss a toolkit of designs for simulators with limited DOE expertise who want to select a design and an appropriate analysis for their experiments. Furthermore, we provide a research agenda listing problems in the design of simulation experiments—as opposed to real-world experiments—that require more investigation. We consider three types of practical problems: (1) developing a basic understanding of a particular simulation model or system, (2) finding robust decisions or policies as opposed to so-called optimal solutions, and…