© 2015

Uncertainty Management in Simulation-Optimization of Complex Systems

Algorithms and Applications

  • Gabriella Dellino
  • Carlo Meloni

Part of the Operations Research/Computer Science Interfaces Series book series (ORCS, volume 59)

Table of contents

  1. Front Matter
    Pages i-xviii
  2. Advanced Tutorials

    1. Front Matter
      Pages 1-1
    2. Gabriella Dellino, Jack P. C. Kleijnen, Carlo Meloni
      Pages 27-54
  3. Uncertainty Management Approaches

    1. Front Matter
      Pages 77-77
    2. Thomas Bartz-Beielstein, Christian Jung, Martin Zaefferer
      Pages 79-99
    3. Bertrand Iooss, Paul Lemaître
      Pages 101-122
    4. Saverio Giuliani, Carlo Meloni
      Pages 123-149
  4. Methods and Applications

About this book


This book illustrates strategies to account for uncertainty in complex systems as described by computer simulations. When optimizing the performances of these systems, accounting for or neglecting uncertainty may lead to completely different results; therefore, uncertainty management is a major issue in simulation-optimization. Because of its wide field of applications, simulation-optimization issues have been addressed by different communities with different methods, and from somewhat different perspectives. Alternative approaches have been developed, also depending on the application context, without any well-established method clearly outperforming the others.

The book brings together researchers from different (though interrelated) areas; namely, statistical methods, experimental design, stochastic programming, global optimization, metamodeling, and design and analysis of computer simulation experiments. The aim of this editorial work is to take advantage of such a multidisciplinary environment to give readers a much deeper understanding of the commonalities and differences of the various approaches to simulation-based optimization, especially in uncertain environments. Editors aim to offer a bibliographic reference on the topic, enabling interested readers to learn about the state-of-the-art in this research area, while also accounting for potential real-world applications. Besides researchers and scientists in the field, the primary audience for the book includes Ph.D. students, academic teachers, and practitioners.

The editors have been the recipients of a European Science Foundation award (STRAT01-EW11-068) for the organization of the Strategic Workshop “Uncertainty management in simulation-optimization of complex systems: algorithms and applications”, held in Rome from 9th to 12th May 2012, which foster an in-depth trans-disciplinary discussion on the topic of this book.


Bootstrapping Kriging Metamodeling Simulation optimization Stochastic Uncertainty

Editors and affiliations

  • Gabriella Dellino
    • 1
  • Carlo Meloni
    • 2
  1. 1.Istituto per le Applicazioni del Calcolo “Mauro Picone”, Consiglio Nazionale delle RicercheBariItaly
  2. 2.Dipartimento di Ingegneria Elettrica e dell’InformazionePolitecnico di BariBariItaly

About the editors

Gabriella Dellino graduated in Computer Science Engineering at the Polytechnic of Bari, in 2005. In 2009 she earned her Ph.D. in Applied Mathematics from the University of Bari. During the Ph.D. she was a visiting fellow at the CentER – Tilburg School of Economics and Management (The Netherlands). Then she joined the research group of Decision and Management Methods of the University of Siena, while in 2011 she became assistant professor in Management Science at IMT Institute for Advanced Studies (Lucca). Currently, she works at the Istituto per le Applicazioni del Calcolo “Mauro Picone” of the National Research Council of Italy.

Throughout these years she has been involved in several national and international research projects funded by academic organizations and private companies, including the recent cooperation in the FP7 STAR*AgroEnergy research project, led by University of Foggia.

Her research mostly focuses on designing mathematical models and computer simulation models for complex systems investigation, with a specific focus on metamodeling approaches and uncertainty management, the final aim being the development of a Decision Support System, supporting managers and stakeholders from the relevant domain(s) in their decision-making processes. Applications of the designed methodological frameworks spread from engineering to management, economics and health care. This research activity resulted in several publications on international journals and books.

Carlo Meloni is an Assistant Professor of Systems Engineering and Optimization at the Politecnico di Bari (Italy). His main research and professional interests concern the theory and the applications of optimization, simulation and other OR/MS methodologies.

He took part in research projects promoted by the MIUR (Italian Ministry of Education, University and Research), academy, research centers, companies and organizations from both for-profit and nonprofit sectors. His works have been presented in several international conferences and published on different international journals and volumes. Carlo Meloni is member of the Italian Society of Operations Research (AIRO), INFORMS (The Institute for Operations Research and the Management Sciences), and IMACS (International Association for Mathematics and Computers in Simulation). He is also active in different EURO (The Association of European Operational Research Societies) working groups.

Currently, he is a researcher affiliated with INDAM (Istituto Nazionale di Alta Matematica “F. Severi”, Italy) and CNR-IAC (Istituto per le Applicazioni del Calcolo “M. Picone”, Italy).

Bibliographic information

  • Book Title Uncertainty Management in Simulation-Optimization of Complex Systems
  • Book Subtitle Algorithms and Applications
  • Editors Gabriella Dellino
    Carlo Meloni
  • Series Title Operations Research/Computer Science Interfaces Series
  • Series Abbreviated Title Operations Research
  • DOI
  • Copyright Information Springer Science+Business Media New York 2015
  • Publisher Name Springer, Boston, MA
  • eBook Packages Business and Economics Business and Management (R0)
  • Hardcover ISBN 978-1-4899-7546-1
  • Softcover ISBN 978-1-4899-7961-2
  • eBook ISBN 978-1-4899-7547-8
  • Series ISSN 1387-666X
  • Edition Number 1
  • Number of Pages XVIII, 271
  • Number of Illustrations 29 b/w illustrations, 34 illustrations in colour
  • Topics Operations Research/Decision Theory
    Operations Research, Management Science
  • Buy this book on publisher's site
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