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most citedStochastic simulators based optimization by Gaussian process metamodels -- Application to maintenance investments planning issues

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math.ST2015

Stochastic simulators based optimization by Gaussian process metamodels - Application to maintenance investments planning issues

Thomas Browne, Bertrand Iooss, Loïc Le Gratiet +1

This paper deals with the construction of a metamodel (i.e. a simplified mathematical model) for a stochastic computer code (also called stochastic numerical model or stochastic si…