Use of Monte Carlo method in planning expensive experiments

Abstract

Thus, the numerical method proposed here for constructing the experiment plan is intended for the construction of a mathematical model of a technological process with the aim of “adjusting” it in optimal conditions. The distinctive feature of the method is the use of the information value parameter as the quality index of the experiment plan. The advantage of the method is the possibility of determining the optimal parameters of the technological process with a small number of experiments, which is especially important when the experiments are expensive.