Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Stochastic simulators based optimization by Gaussian process metamodels
  -- Application to maintenance investments planning issues   This paper deals with the optimization of industrial asset management
strategies, whose profitability is characterized by the Net Present Value (NPV)
indicator which is assessed by a Monte Carlo simulator. The developed method
consists in building a metamodel of this stochastic simulator, allowing to get,
for a given model input, the NPV probability distribution without running the
simulator. The present work is concentrated on the emulation of the quantile
function of the stochastic simulator by interpolating well chosen basis
functions and metamodeling their coefficients (using the Gaussian process
metamodel). This quantile function metamodel is then used to treat a problem of
strategy maintenance optimization (four systems installed on different plants),
in order to optimize an NPV quantile. Using the Gaussian process framework, an
adaptive design method (called QFEI) is defined by extending in our case the
well known EGO algorithm. This allows to obtain an "optimal" solution using a
small number of simulator runs.

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The categories of this paper are: quant-ph
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The categories of this paper are: funct-an
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The categories of this paper are: hep-lat
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The categories of this paper are: math-ph
4
The categories of this paper are: cond-mat
15
The categories of this paper are: nucl-ex
35
The categories of this paper are: mtrl-th
24
The categories of this paper are: dg-ga
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The categories of this paper are: chao-dyn
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The categories of this paper are: patt-sol
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The categories of this paper are: atom-ph
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The categories of this paper are: adap-org
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The categories of this paper are: q-alg
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The categories of this paper are: econ
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The categories of this paper are: hep-th
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The categories of this paper are: q-fin