![](https://dblp1.uni-trier.de/img/logo.ua.320x120.png)
![](https://dblp1.uni-trier.de/img/dropdown.dark.16x16.png)
![](https://dblp1.uni-trier.de/img/peace.dark.16x16.png)
Остановите войну!
for scientists:
![search dblp search dblp](https://dblp1.uni-trier.de/img/search.dark.16x16.png)
![search dblp](https://dblp1.uni-trier.de/img/search.dark.16x16.png)
default search action
Michael C. Fu 0001
Person information
- affiliation: University of Maryland, College Park, USA
Other persons with the same name
- Michael C. Fu 0002
— Yale University, New Haven, CT, USA
Refine list
![note](https://dblp1.uni-trier.de/img/note-mark.dark.12x12.png)
refinements active!
zoomed in on ?? of ?? records
view refined list in
export refined list as
2020 – today
- 2024
- [j81]Michael C. Fu
:
Escalator Etiquette: Stand or Walk? A Systems Analysis. Syst. 12(6): 203 (2024) - 2023
- [j80]Lei Lei
, Yijie Peng
, Michael C. Fu, Jian-Qiang Hu
:
Copula sensitivity analysis for portfolio credit derivatives. Eur. J. Oper. Res. 308(1): 455-466 (2023) - [j79]Xingyu Ren, Michael C. Fu, Steven I. Marcus
:
Stochastic control for organ donations: A review. Syst. Control. Lett. 173: 105476 (2023) - [c89]Xingyu Ren, Michael C. Fu, Steven I. Marcus:
Sensitivity Analysis for Stopping Criteria with Application to Organ Transplantations. WSC 2023: 504-515 - [c88]Meichen Song, Jiaqiao Hu, Michael C. Fu:
Simultaneous Perturbation-Based Stochastic Approximation For Quantile Optimization. WSC 2023: 3565-3576 - 2022
- [j78]Prashanth L. A., Michael C. Fu:
Risk-Sensitive Reinforcement Learning via Policy Gradient Search. Found. Trends Mach. Learn. 15(5): 537-693 (2022) - [j77]Zhongshun Shi
, Yijie Peng
, Leyuan Shi, Chun-Hung Chen, Michael C. Fu:
Dynamic Sampling Allocation Under Finite Simulation Budget for Feasibility Determination. INFORMS J. Comput. 34(1): 557-568 (2022) - [j76]Yunchuan Li
, Michael C. Fu
, Jie Xu
:
An Optimal Computing Budget Allocation Tree Policy for Monte Carlo Tree Search. IEEE Trans. Autom. Control. 67(6): 2685-2699 (2022) - [c87]Yi Zhou, Michael C. Fu, Ilya O. Ryzhov:
Policy Evaluation with Stochastic Gradient Estimation Techniques. WSC 2022: 3039-3050 - [c86]Yuanlu Bai, Shengyi He, Henry Lam, Guangxin Jiang, Michael C. Fu:
Importance Sampling for Rare-Event Gradient Estimation. WSC 2022: 3063-3074 - [c85]Phillip Guo, Michael C. Fu:
Bandit-Based Multi-Start Strategies for Global Continuous Optimization. WSC 2022: 3194-3205 - [i7]Xingyu Ren, Michael C. Fu, Steven I. Marcus:
Optimal Acceptance of Incompatible Kidneys. CoRR abs/2212.01808 (2022) - 2021
- [j75]Yijie Peng
, Chun-Hung Chen, Michael C. Fu, Jian-Qiang Hu, Ilya O. Ryzhov:
Efficient Sampling Allocation Procedures for Optimal Quantile Selection. INFORMS J. Comput. 33(1): 230-245 (2021) - [j74]Peter W. Glynn, Yijie Peng
, Michael C. Fu, Jian-Qiang Hu:
Computing Sensitivities for Distortion Risk Measures. INFORMS J. Comput. 33(4): 1520-1532 (2021) - [c84]Yijie Peng, Michael C. Fu, Jiaqiao Hu, Pierre L'Ecuyer, Bruno Tuffin:
Variance Reduction for Generalized Likelihood Ratio Method in Quantile Sensitivity Estimation. WSC 2021: 1-12 - [c83]Peng Wan, Michael C. Fu, Steven I. Marcus:
Sensitivity Analysis and Time-Cost Tradeoffs in Stochastic Activity Networks. WSC 2021: 1-12 - [c82]Yi Zhou, Michael C. Fu, Ilya O. Ryzhov:
Estimating a Conditional Expectation with the Generalized Likelihood Ratio Method. WSC 2021: 1-12 - 2020
- [j73]Michael C. Fu, Bernd Heidergott
, Haralambie Leahu, Felisa J. Vázquez-Abad:
Differentiation via Logarithmic Expansions. Asia Pac. J. Oper. Res. 37(1): 1950034:1-1950034:13 (2020) - [j72]Jian Chen, Michael C. Fu, Wenhong Zhang, Junhua Zheng:
Predictive Modeling for Epidemic Outbreaks: A New Approach and COVID-19 Case Study. Asia Pac. J. Oper. Res. 37(3): 2050028:1-2050028:21 (2020) - [j71]Zhenyu Cui, Michael C. Fu, Yijie Peng, Lingjiong Zhu:
Optimal unbiased estimation for expected cumulative discounted cost. Eur. J. Oper. Res. 286(2): 604-618 (2020) - [j70]Zhenyu Cui, Michael C. Fu, Jian-Qiang Hu, Yanchu Liu, Yijie Peng, Lingjiong Zhu:
On the Variance of Single-Run Unbiased Stochastic Derivative Estimators. INFORMS J. Comput. 32(2): 390-407 (2020) - [j69]Peter W. Glynn, Lin Fan, Michael C. Fu, Jian-Qiang Hu, Yijie Peng
:
Technical Note - Central Limit Theorems for Estimated Functions at Estimated Points. Oper. Res. 68(5): 1557-1563 (2020) - [j68]Yijie Peng
, Michael C. Fu, Bernd Heidergott
, Henry Lam:
Maximum Likelihood Estimation by Monte Carlo Simulation: Toward Data-Driven Stochastic Modeling. Oper. Res. 68(6): 1896-1912 (2020) - [j67]Sina Miran, Alessandro Presacco, Jonathan Z. Simon
, Michael C. Fu, Steven I. Marcus, Behtash Babadi:
Dynamic estimation of auditory temporal response functions via state-space models with Gaussian mixture process noise. PLoS Comput. Biol. 16(8) (2020) - [j66]Prashanth L. A.
, Shalabh Bhatnagar
, Nirav Bhavsar
, Michael C. Fu
, Steven I. Marcus
:
Random Directions Stochastic Approximation With Deterministic Perturbations. IEEE Trans. Autom. Control. 65(6): 2450-2465 (2020) - [c81]Michael C. Fu:
A Tutorial Introduction to Monte Carlo Tree Search. WSC 2020: 1178-1193 - [c80]Peng Wan, Michael C. Fu:
Sensitivity Analysis of ARC Criticalities in Stochastic Activity Networks. WSC 2020: 2911-2922 - [i6]Yunchuan Li, Michael C. Fu, Jie Xu:
An Optimal Computing Budget Allocation Tree Policy for Monte Carlo Tree Search. CoRR abs/2009.12407 (2020)
2010 – 2019
- 2019
- [j65]Michael C. Fu:
Simulation-Based Algorithms for Markov Decision Processes: Monte Carlo Tree Search from AlphaGo to AlphaZero. Asia Pac. J. Oper. Res. 36(6): 1940009:1-1940009:25 (2019) - [c79]Yunchuan Li, Michael C. Fu, Jie Xu:
Monte Carlo tree search with optimal computing budget allocation. CDC 2019: 6332-6337 - [c78]Sina Miran, Jonathan Z. Simon, Michael C. Fu, Steven I. Marcus, Behtash Babadi:
Estimation of State-Space Models with Gaussian Mixture Process Noise. DSW 2019: 185-189 - [c77]Yijie Peng, Michael C. Fu, Jian-Qiang Hu, Lei Lei:
Estimating Quantile Sensitivity for Financial Models with Correlations and Jumps. WSC 2019: 962-973 - [c76]Guowei Sun, Yunchuan Li, Michael C. Fu:
A Spectral Index for Selecting the Best Alternative. WSC 2019: 3404-3415 - [c75]Guowei Sun, Yunchuan Li, Michael C. Fu:
Utility-Based Statistical Selection Procedures. WSC 2019: 3416-3427 - [c74]Guowei Sun, Yunchuan Li, Michael C. Fu:
Bayesian Sequential Experimental Design for Stochastic Kriging with Jackknife Error Estimates. WSC 2019: 3436-3446 - 2018
- [j64]Lei Lei
, Yijie Peng, Michael C. Fu, Jian-Qiang Hu:
Applications of generalized likelihood ratio method to distribution sensitivities and steady-state simulation. Discret. Event Dyn. Syst. 28(1): 109-125 (2018) - [j63]Yijie Peng
, Michael C. Fu, Jian-Qiang Hu, Bernd Heidergott
:
A New Unbiased Stochastic Derivative Estimator for Discontinuous Sample Performances with Structural Parameters. Oper. Res. 66(2): 487-499 (2018) - [j62]Guangxin Jiang
, Michael C. Fu
:
Importance Splitting for Finite-Time Rare Event Simulation. IEEE Trans. Autom. Control. 63(6): 1670-1677 (2018) - [j61]Yijie Peng
, Edwin K. P. Chong
, Chun-Hung Chen
, Michael C. Fu
:
Ranking and Selection as Stochastic Control. IEEE Trans. Autom. Control. 63(8): 2359-2373 (2018) - [j60]Cheng Jie
, Prashanth L. A.
, Michael C. Fu
, Steven I. Marcus
, Csaba Szepesvári
:
Stochastic Optimization in a Cumulative Prospect Theory Framework. IEEE Trans. Autom. Control. 63(9): 2867-2882 (2018) - [j59]Yijie Peng
, Chun-Hung Chen
, Michael C. Fu
, Jian-Qiang Hu
:
Gradient-Based Myopic Allocation Policy: An Efficient Sampling Procedure in a Low-Confidence Scenario. IEEE Trans. Autom. Control. 63(9): 3091-3097 (2018) - [c73]Michael C. Fu:
Monte Carlo Tree Search: a Tutorial. WSC 2018: 222-236 - [c72]Uro Lyi, Michael C. Fu:
European option Pricing with stochastic volatility and jumps: Comparison of Monte Carlo and Fast Fourier transform Methods. WSC 2018: 1682-1693 - [c71]Henry Lam, Guangxin Jiang, Michael C. Fu:
On efficiencies of stochastic Optimization Procedures under Importance Sampling. WSC 2018: 1862-1873 - [c70]Yijie Peng, Chun-Hung Chen, Edwin K. P. Chong, Michael C. Fu:
A Review of Static and Dynamic Optimization for Ranking and Selection. WSC 2018: 1909-1920 - [c69]Yunchuan Li, Michael C. Fu:
Sequential First-order response surface Methodology Augmented with Direct Gradients. WSC 2018: 2143-2154 - [i5]Prashanth L. A., Shalabh Bhatnagar, Nirav Bhavsar, Michael C. Fu, Steven I. Marcus:
Random directions stochastic approximation with deterministic perturbations. CoRR abs/1808.02871 (2018) - [i4]Prashanth L. A., Michael C. Fu:
Risk-Sensitive Reinforcement Learning: A Constrained Optimization Viewpoint. CoRR abs/1810.09126 (2018) - 2017
- [j58]Michael C. Fu, Bingqing Li, Guozhen Li, Rongwen Wu:
Option Pricing for a Jump-Diffusion Model with General Discrete Jump-Size Distributions. Manag. Sci. 63(11): 3961-3977 (2017) - [j57]Yijie Peng, Michael C. Fu:
Myopic Allocation Policy With Asymptotically Optimal Sampling Rate. IEEE Trans. Autom. Control. 62(4): 2041-2047 (2017) - [j56]Prashanth L. A.
, Shalabh Bhatnagar
, Michael C. Fu, Steven I. Marcus:
Adaptive System Optimization Using Random Directions Stochastic Approximation. IEEE Trans. Autom. Control. 62(5): 2223-2238 (2017) - [c68]Aditya Gopalan, Prashanth L. A., Michael C. Fu, Steven I. Marcus:
Weighted Bandits or: How Bandits Learn Distorted Values That Are Not Expected. AAAI 2017: 1941-1947 - [c67]Michael C. Fu, Shane G. Henderson:
History of seeking better solutions, AKA simulation optimization. WSC 2017: 131-157 - [c66]Felisa J. Vázquez-Abad, Silvano Bernabel, Michael C. Fu:
Data-driven adaptive threshold control for bike share systems. WSC 2017: 2033-2044 - [c65]Yijie Peng, Michael C. Fu, Peter W. Glynn, Jianqiang Hu:
On the asymptotic analysis of quantile sensitivity estimation by Monte Carlo simulation. WSC 2017: 2336-2347 - [i3]Yijie Peng, Edwin K. P. Chong, Chun-Hung Chen, Michael C. Fu:
Ranking and Selection as Stochastic Control. CoRR abs/1710.02619 (2017) - 2016
- [j55]Yijie Peng, Chun-Hung Chen, Michael C. Fu, Jian-Qiang Hu:
Dynamic Sampling Allocation and Design Selection. INFORMS J. Comput. 28(2): 195-208 (2016) - [j54]Guangxin Jiang, Michael C. Fu:
Quantile sensitivity estimation for dependent sequences. J. Appl. Probab. 53(3): 715-732 (2016) - [j53]Guangxin Jiang
, Chenglong Xu
, Michael C. Fu:
On sample average approximation algorithms for determining the optimal importance sampling parameters in pricing financial derivatives on Lévy processes. Oper. Res. Lett. 44(1): 44-49 (2016) - [c64]Prashanth L. A., Cheng Jie, Michael C. Fu, Steven I. Marcus, Csaba Szepesvári:
Cumulative Prospect Theory Meets Reinforcement Learning: Prediction and Control. ICML 2016: 1406-1415 - [c63]Yijie Peng, Michael C. Fu, Jian-Qiang Hu:
Estimating distribution sensitivity using generalized likelihood ratio method. WODES 2016: 123-128 - [c62]Michael C. Fu:
AlphaGo and Monte Carlo tree search: The simulation optimization perspective. WSC 2016: 659-670 - [c61]Yijie Peng, Michael C. Fu, Jian-Qiang Hu:
On the regularity conditions and applications for generalized likelihood ratio method. WSC 2016: 919-930 - [i2]Aditya Gopalan, Prashanth L. A., Michael C. Fu, Steven I. Marcus:
Weighted bandits or: How bandits learn distorted values that are not expected. CoRR abs/1611.10283 (2016) - 2015
- [j52]Guangxin Jiang, Michael C. Fu:
Technical Note - On Estimating Quantile Sensitivities via Infinitesimal Perturbation Analysis. Oper. Res. 63(2): 435-441 (2015) - [j51]Huashuai Qu, Ilya O. Ryzhov, Michael C. Fu, Zi Ding:
Sequential Selection with Unknown Correlation Structures. Oper. Res. 63(4): 931-948 (2015) - [j50]Andrew O. Hall
, Michael C. Fu:
Optimal Army officer force profiles. Optim. Lett. 9(8): 1769-1785 (2015) - [c60]Keiichiro Urayama, Michael C. Fu, Steven I. Marcus:
Simulation-based work load and job release control for semiconductor manufacturing. CDC 2015: 7329-7334 - [c59]Yijie Peng, Chun-Hung Chen, Michael C. Fu, Jian-Qiang Hu:
Non-monotonicity of probability of correct selection. WSC 2015: 3678-3689 - [c58]Guangxin Jiang, Michael C. Fu, Chenglong Xu
:
Optimal importance sampling for simulation of lévy processes. WSC 2015: 3813-3824 - [i1]Prashanth L. A., Cheng Jie, Michael C. Fu, Steven I. Marcus:
Cumulative Prospect Theory Meets Reinforcement Learning: Estimation and Control. CoRR abs/1506.02632 (2015) - 2014
- [j49]Michael C. Fu, Huashuai Qu:
Regression Models Augmented with Direct Stochastic Gradient Estimators. INFORMS J. Comput. 26(3): 484-499 (2014) - [j48]Enlu Zhou, Michael C. Fu, Steven I. Marcus:
Particle Filtering Framework for a Class of Randomized Optimization Algorithms. IEEE Trans. Autom. Control. 59(4): 1025-1030 (2014) - [j47]Huashuai Qu, Michael C. Fu:
Gradient Extrapolated Stochastic Kriging. ACM Trans. Model. Comput. Simul. 24(4): 23:1-23:25 (2014) - [c57]Marie Chau, Huashuai Qu, Michael C. Fu:
A New Hybrid Stochastic Approximation Algorithm. WODES 2014: 241-246 - [c56]Marie Chau
, Michael C. Fu, Huashuai Qu, Ilya O. Ryzhov:
Simulation optimization: a tutorial overview and recent developments in gradient-based methods. WSC 2014: 21-35 - [c55]Aurora J. Bristor, Sean L. Barnes
, Michael C. Fu:
Regulation of systemic risk through contributory endogenous agent-based modeling. WSC 2014: 863-874 - [c54]Michael C. Fu, Güzin Bayraksan
, Shane G. Henderson, Barry L. Nelson, Warren B. Powell, Ilya O. Ryzhov, Benjamin G. Thengvall
:
Simulation optimization: a panel on the state of the art in research and practice. WSC 2014: 3696-3706 - [c53]Marie Chau, Michael C. Fu:
On the sensitivity of greek kernel estimators to bandwidth parameters. WSC 2014: 3845-3856 - 2013
- [j46]Yijie Peng, Chun-Hung Chen, Michael C. Fu, Jian-Qiang Hu:
Efficient Simulation Resource Sharing and Allocation for Selecting the Best. IEEE Trans. Autom. Control. 58(4): 1017-1023 (2013) - [c52]Huashuai Qu, Ilya O. Ryzhov, Michael C. Fu:
Learning logistic demand curves in business-to-business pricing. WSC 2013: 29-40 - [c51]Yijie Peng, Michael C. Fu, Chun-Hung Chen, Jian-Qiang Hu:
A dynamic framework for statistical selection problems. WSC 2013: 908-921 - [c50]Marie Chau, Huashuai Qu, Michael C. Fu, Ilya O. Ryzhov:
An empirical sensitivity analysis of the Kiefer-Wolfowitz algorithm and its variants. WSC 2013: 945-956 - 2012
- [j45]Yongqiang Wang, Michael C. Fu, Steven I. Marcus:
A New Stochastic Derivative Estimator for Discontinuous Payoff Functions with Application to Financial Derivatives. Oper. Res. 60(2): 447-460 (2012) - [c49]Huashuai Qu, Ilya O. Ryzhov, Michael C. Fu:
Ranking and selection with unknown correlation structures. WSC 2012: 12:1-12:12 - [c48]Huashuai Qu, Michael C. Fu:
On direct gradient enhanced simulation metamodels. WSC 2012: 43:1-43:12 - 2011
- [j44]Matthew J. Reindorp, Michael C. Fu:
Capital renewal as a real option. Eur. J. Oper. Res. 214(1): 109-117 (2011) - [j43]Jiaqiao Hu, Hyeong Soo Chang, Michael C. Fu, Steven I. Marcus:
Dynamic sample budget allocation in model-based optimization. J. Glob. Optim. 50(4): 575-596 (2011) - [c47]Matthew J. Reindorp, Michael C. Fu:
Dynamic lead time promising. ADPRL 2011: 176-183 - [e1]S. Jain, Roy R. Creasey Jr., Jan Himmelspach, K. Preston White, Michael C. Fu:
Winter Simulation Conference 2011, WSC'11, Phoenix, AZ, USA, December 11-14, 2011. IEEE 2011, ISBN 978-1-4577-2108-3 [contents] - 2010
- [j42]Hyeong Soo Chang, Jiaqiao Hu, Michael C. Fu, Steven I. Marcus:
Adaptive Adversarial Multi-Armed Bandit Approach to Two-Person Zero-Sum Markov Games. IEEE Trans. Autom. Control. 55(2): 463-468 (2010) - [j41]Enlu Zhou, Michael C. Fu, Steven I. Marcus:
Solving Continuous-State POMDPs via Density Projection. IEEE Trans. Autom. Control. 55(5): 1101-1116 (2010) - [j40]Min Chen, Jian-Qiang Hu
, Michael C. Fu:
Perturbation Analysis of a Dynamic Priority Call Center. IEEE Trans. Autom. Control. 55(5): 1191-1196 (2010) - [j39]Donghai He, Loo Hay Lee
, Chun-Hung Chen, Michael C. Fu, Segev Wasserkrug:
Simulation optimization using the cross-entropy method with optimal computing budget allocation. ACM Trans. Model. Comput. Simul. 20(1): 4:1-4:22 (2010) - [c46]Yongqiang Wang, Michael C. Fu, Steven I. Marcus:
Model-based Evolutionary Optimization. WSC 2010: 1199-1210 - [c45]Lingyan Cao, Michael C. Fu:
Estimating Greeks for Variance-Gamma. WSC 2010: 2620-2628
2000 – 2009
- 2009
- [j38]Jeffrey W. Heath, Michael C. Fu, Wolfgang Jank:
New global optimization algorithms for model-based clustering. Comput. Stat. Data Anal. 53(12): 3999-4017 (2009) - [j37]Michael C. Fu, L. Jeff Hong
, Jian-Qiang Hu:
Conditional Monte Carlo Estimation of Quantile Sensitivities. Manag. Sci. 55(12): 2019-2027 (2009) - [c44]Yongqiang Wang, Michael C. Fu, Steven I. Marcus:
Dynamic pricing with continuous stochastic demand. CDC 2009: 8531-8536 - [c43]Yongqiang Wang, Michael C. Fu, Steven I. Marcus:
A new stochastic gradient estimator for American option pricing. ECC 2009: 1191-1196 - [c42]Yongqiang Wang, Michael C. Fu, Steven I. Marcus:
Sensitivity Analysis for Barrier Options. WSC 2009: 1272-1282 - [c41]Enlu Zhou, Lin Kun, Michael C. Fu, Steven I. Marcus:
A Numerical Method for Financial Decision Problems under Stochastic Volatility. WSC 2009: 1299-1310 - 2008
- [j36]Michael C. Fu, Jiaqiao Hu, Steven I. Marcus:
A Model Reference Adaptive Search Method for Stochastic Global Optimization. Commun. Inf. Syst. 8(3): 245-276 (2008) - [j35]Chun-Hung Chen, Donghai He, Michael C. Fu, Loo Hay Lee
:
Efficient Simulation Budget Allocation for Selecting an Optimal Subset. INFORMS J. Comput. 20(4): 579-595 (2008) - [c40]Enlu Zhou, Michael C. Fu, Steven I. Marcus:
A density projection approach to dimension reduction for continuous-state POMDPs. CDC 2008: 5576-5581 - [c39]Michael C. Fu, Chun-Hung Chen, Leyuan Shi:
Some topics for simulation optimization. WSC 2008: 27-38 - [c38]Enlu Zhou, Michael C. Fu, Steven I. Marcus:
A particle filtering framework for randomized optimization algorithms. WSC 2008: 647-654 - 2007
- [j34]Hyeong Soo Chang, Michael C. Fu, Jiaqiao Hu, Steven I. Marcus:
A survey of some simulation-based algorithms for Markov decision processes. Commun. Inf. Syst. 7(1): 59-92 (2007) - [j33]Michael C. Fu, Jian-Qiang Hu
, Chun-Hung Chen, Xiaoping Xiong:
Simulation Allocation for Determining the Best Design in the Presence of Correlated Sampling. INFORMS J. Comput. 19(1): 101-111 (2007) - [j32]Jiaqiao Hu, Michael C. Fu, Vahid Reza Ramezani, Steven I. Marcus:
An Evolutionary Random Policy Search Algorithm for Solving Markov Decision Processes. INFORMS J. Comput. 19(2): 161-174 (2007) - [j31]Jiaqiao Hu, Michael C. Fu, Steven I. Marcus:
A Model Reference Adaptive Search Method for Global Optimization. Oper. Res. 55(3): 549-568 (2007) - [j30]Hyeong Soo Chang, Michael C. Fu, Jiaqiao Hu, Steven I. Marcus:
An Asymptotically Efficient Simulation-Based Algorithm for Finite Horizon Stochastic Dynamic Programming. IEEE Trans. Autom. Control. 52(1): 89-94 (2007) - [j29]Hyeong Soo Chang, Michael C. Fu, Jiaqiao Hu, Steven I. Marcus:
Recursive Learning Automata Approach to Markov Decision Processes. IEEE Trans. Autom. Control. 52(7): 1349-1355 (2007) - [c37]Hyeong Soo Chang, Michael C. Fu, Steven I. Marcus:
Adversarial multi-armed bandit approach to two-person zero-sum Markov games. CDC 2007: 127-132 - [c36]Jiaqiao Hu, Michael C. Fu, Steven I. Marcus:
A model reference adaptive search method for stochastic optimization with applications to Markov decision processes. CDC 2007: 975-980 - 2006
- [j28]Scott B. Laprise, Michael C. Fu, Steven I. Marcus, Andrew E. B. Lim, Huiju Zhang:
Pricing American-Style Derivatives with European Call Options. Manag. Sci. 52(1): 95-110 (2006) - [j27]Chun-Hung Chen, Donghai He, Michael C. Fu:
Efficient Dynamic Simulation Allocation in Ordinal Optimization. IEEE Trans. Autom. Control. 51(12): 2005-2009 (2006) - [c35]Hyeong Soo Chang, Michael C. Fu, Steven I. Marcus:
Adversarial Multi-Armed Bandit Approach to Stochastic Optimization. CDC 2006: 5681-5686 - [c34]Huiju Zhang, Michael C. Fu:
Applying model reference adaptive search to American-style option pricing. WSC 2006: 711-718 - [p1]Michael C. Fu:
Chapter 19 Gradient Estimation. Simulation 2006: 575-616 - 2005
- [j26]Hyeong Soo Chang, Michael C. Fu, Jiaqiao Hu, Steven I. Marcus:
An Adaptive Sampling Algorithm for Solving Markov Decision Processes. Oper. Res. 53(1): 126-139 (2005) - [j25]Hyeong Soo Chang, Hong-Gi Lee, Michael C. Fu, Steven I. Marcus:
Evolutionary policy iteration for solving Markov decision processes. IEEE Trans. Autom. Control. 50(11): 1804-1808 (2005) - [c33]Hyeong Soo Chang, Michael C. Fu, Steven I. Marcus:
Recursive Learning Automata for Control of Partially Observable Markov Decision Processes. CDC/ECC 2005: 6091-6096 - [c32]Ying He, Michael C. Fu, Steven I. Marcus:
A Two-Timescale Simulation-Based Gradient Algorithm for Weighted Cost Markov Decision Processes. CDC/ECC 2005: 8022-8027 - [c31]Michael C. Fu, Fred W. Glover, Jay April:
Simulation optimization: a review, new developments, and applications. WSC 2005: 83-95 - [c30]Jiaqiao Hu, Michael C. Fu, Steven I. Marcus:
Stochastic optimization using model reference adaptive search. WSC 2005: 811-818 - [c29]Rosalind L. Bennett, Daniel A. Nuxoll, Robert A. Jarrow, Michael C. Fu, Huiju Zhang:
A loss default simulation model of the federal bank deposit insurance funds. WSC 2005: 1835-1843 - 2004
- [c28]Chun-Hung Chen, Donghai He, Michael C. Fu:
A case study for optimal dynamic simulation allocation in ordinal optimization. ACC 2004: 5754-5759 - [c27]Min Chen, Jian-Qiang Hu
, Michael C. Fu:
Fluid approximation and perturbation analysis of a dynamic priority call center. CDC 2004: 2304-2309 - [c26]Vahid Reza Ramezani, Steven I. Marcus, Michael C. Fu:
Structured risk-sensitivity for partially observed Markov chains. CDC 2004: 3473-3478 - [c25]Hyeong Soo Chang, Michael C. Fu:
Localization for a class of two-team zero-sum Markov games. CDC 2004: 4844-4849 - [c24]Michael C. Fu, Jian-Qiang Hu, Chun-Hung Chen, Xiaoping Xiong:
Optimal Computing Budget Allocation Under Correlated Sampling. WSC 2004: 595-603 - [c23]Vahid Reza Ramezani, Steven I. Marcus, Michael C. Fu:
Risk and Information in the Estimation of Hidden Markov Models. WSC 2004: 1596-1601 - 2003
- [j24]Kefeng Xu, Philip T. Evers, Michael C. Fu:
Estimating customer service in a two-location continuous review inventory model with emergency transshipments. Eur. J. Oper. Res. 145(3): 569-584 (2003) - [j23]Rongwen Wu, Michael C. Fu:
Optimal Exercise Policies and Simulation-Based Valuation for American-Asian Options. Oper. Res. 51(1): 52-66 (2003) - [j22]Xing Jin, Michael C. Fu, Xiaoping Xiong:
Probabilistic Error Bounds for Simulation Quantile Estimators. Manag. Sci. 49(2): 230-246 (2003) - [j21]Ying He, Michael C. Fu, Steven I. Marcus:
Convergence of simultaneous perturbation stochastic approximation for nondifferentiable optimization. IEEE Trans. Autom. Control. 48(8): 1459-1463 (2003) - [j20]Michael C. Fu, Barry L. Nelson:
Guest editorial. ACM Trans. Model. Comput. Simul. 13(2): 105-107 (2003) - [j19]Shalabh Bhatnagar
, Michael C. Fu, Steven I. Marcus, I-Jeng Wang:
Two-timescale simultaneous perturbation stochastic approximation using deterministic perturbation sequences. ACM Trans. Model. Comput. Simul. 13(2): 180-209 (2003) - [c22]Hyeong Soo Chang, Michael C. Fu, Steven I. Marcus:
An asymptotically efficient algorithm for finite horizon stochastic dynamic programming problems. CDC 2003: 3818-3823 - [c21]Michael C. Fu, William C. Howell:
Application of perturbation analysis to traffic light signal timing. CDC 2003: 4837-4840 - [c20]Hyeong Soo Chang, Michael C. Fu:
A distributed algorithm for solving a class of multi-agent Markov decision problems. CDC 2003: 5341-5346 - [c19]Ahmad D. Ridley, Michael C. Fu, William A. Massey:
Customer relations management: call center operations: fluid approximations for a priority call center with time-varying arrivals. WSC 2003: 1817-1823 - [c18]Vera Z. Osidach, Michael C. Fu:
Public health: computer simulation of a mobile examination center. WSC 2003: 1868-1875 - 2002
- [j18]Xi-Ren Cao, Zhiyuan Ren, Shalabh Bhatnagar
, Michael C. Fu, Steven I. Marcus:
A time aggregation approach to Markov decision processes. Autom. 38(6): 929-943 (2002) - [j17]Michael C. Fu, Xiaolan Xie:
Derivative Estimation for Buffer Capacity of Continuous Transfer Lines Subject to Operation-Dependent Failures. Discret. Event Dyn. Syst. 12(4): 447-469 (2002) - [j16]Michael C. Fu:
Feature Article: Optimization for simulation: Theory vs. Practice. INFORMS J. Comput. 14(3): 192-215 (2002) - [j15]Michael C. Fu:
Simulation Optimization in the Future: Evolution or Revolution? INFORMS J. Comput. 14(3): 226-227 (2002) - [c17]Xiaoping Xiong, I-Jeng Wang, Michael C. Fu:
Optimization via simulation: randomized-direction stochastic approximation algorithms using deterministic sequences. WSC 2002: 285-291 - [c16]Jian Chen, Michael C. Fu:
Financial derivatives and real options: hedging beyond duration and convexity. WSC 2002: 1593-1599 - 2001
- [j14]Michael C. Fu, Xing Jin:
On the convergence rate of ordinal comparisons of random variables. IEEE Trans. Autom. Control. 46(12): 1950-1954 (2001) - [j13]Shalabh Bhatnagar
, Michael C. Fu, Steven I. Marcus, Pedram Jaefari Fard:
Optimal structured feedback policies for ABR flow control using two-timescale SPSA. IEEE/ACM Trans. Netw. 9(4): 479-491 (2001) - [c15]Michael C. Fu:
Simulation optimization. WSC 2001: 53-61 - [c14]Scott B. Laprise, Michael C. Fu, Steven I. Marcus, Andrew E. B. Lim:
A new approach to pricing American-style derivatives. WSC 2001: 329-337 - 2000
- [j12]Michael C. Fu, Steven I. Marcus, I-Jeng Wang:
Monotone Optimal Policies for a Transient Queueing Staffing Problem. Oper. Res. 48(2): 327-331 (2000) - [c13]Yi Su, Michael C. Fu:
Simulation in financial engineering: importance sampling in derivative securities pricing. WSC 2000: 587-596 - [c12]Michael C. Fu, Sigrún Andradóttir, John S. Carson II, Fred W. Glover, Charles R. Harrell, Yu-Chi Ho, James P. Kelly, Stephen M. Robinson:
Integrating optimization and simulation: research and practice. WSC 2000: 610-616
1990 – 1999
- 1999
- [j11]Xi-Ren Cao, Michael C. Fu, Jian-Qiang Hu:
On performance potentials and conditional Monte Carlo for gradient estimationfor Markov chains. Ann. Oper. Res. 87: 263-272 (1999) - 1998
- [c11]John W. Fowler, Michael C. Fu, Lee Schruben, Steven Brown, Frank Chance, Sean Cunningham, Courtland Hilton, Mani Janakiram, Richard Stafford, James Hutchby:
Operational Modeling and Simulation in Semiconductor Manufacturing. WSC 1998: 1035 - 1997
- [j10]Michael C. Fu, Jeffrey W. Herrmann, Murali Narayanaswamy:
Setting thresholds for periodic order release. J. Intell. Manuf. 8(5): 369-383 (1997) - 1996
- [c10]Michael C. Fu, Jian-Qiang Hu:
A Comparison of Perturbation Analysis Techniques. WSC 1996: 295-301 - 1995
- [j9]Michael C. Fu, Jian-Qiang Hu, Rakesh Nagi
:
Comparison of gradient estimation techniques for queues with non-identical servers. Comput. Oper. Res. 22(7): 715-729 (1995) - [j8]Michael C. Fu, Jian-Qiang Hu:
On the relationship of capacitated production/inventory models to manufacturing flow control models. Oper. Res. Lett. 18(1): 15-24 (1995) - [j7]Michael C. Fu, Jian-Qiang Hu
:
Addendum to "Extensions and generalizations of smoothed perturbation analysis in a generalized semi-Markov process framework". IEEE Trans. Autom. Control. 40(7): 1286-1287 (1995) - [c9]Michael C. Fu:
Pricing of Financial Derivatives via Simulation. WSC 1995: 126-132 - [c8]Stacy D. Hill, Michael C. Fu:
Transfer Optimization via Simultaneous Perturbation Stochastic Approximation. WSC 1995: 242-249 - 1994
- [j6]Michael C. Fu:
Optimization via simulation: A review. Ann. Oper. Res. 53(1): 199-247 (1994) - [j5]Michael C. Fu:
Sample Path Derivatives for (s, S) Inventory Systems. Oper. Res. 42(2): 351-364 (1994) - [j4]Michael C. Fu, Jian-Qiang Hu:
Smoothed perturbation analysis derivative estimation for Markov chains. Oper. Res. Lett. 15(5): 241-251 (1994) - [c7]Michael C. Fu:
A tutorial review of techniques for simulation optimization. WSC 1994: 149-156 - [c6]Stacy D. Hill, Michael C. Fu:
Simulation optimization via simultaneous perturbation stochastic approximation. WSC 1994: 1461-1464 - 1993
- [j3]Jennifer D. Michaels, John E. Brennan, Bruce L. Golden, Michael C. Fu:
A simulation study of donor scheduling systems for the American Red Cross. Comput. Oper. Res. 20(2): 199-213 (1993) - [j2]Michael C. Fu, Jian-Qiang Hu:
Smoothed perturbation analysis for queues with finite buffers. Queueing Syst. Theory Appl. 14(1-2): 57-78 (1993) - [c5]Michael C. Fu, Jian-Qiang Hu
, Leyuan Shi:
An application of perturbation analysis to a replacement problem in maintenance theory. WSC 1993: 329-337 - 1992
- [j1]Michael C. Fu, Jian-Qiang Hu
, Rakesh Nagi
:
Bias properties of infinitesimal perturbation analysis for systems with parallel servers. Comput. Oper. Res. 19(5): 409-423 (1992) - [c4]Michael C. Fu, Kevin J. Healy:
Simulation Optimization of (s, S) Inventory Systems. WSC 1992: 506-514 - 1991
- [c3]Sridhar Bashyam, Michael C. Fu:
Application of perturbation analysis to (s, S) inventory systems. WSC 1991: 994-1003 - 1990
- [c2]Michael C. Fu, Jian-Qiang Hu:
Bias properties of infinitesimal perturbation analysis for multi-server queues. WSC 1990: 377-381
1980 – 1989
Coauthor Index
aka: Jianqiang Hu
![](https://dblp1.uni-trier.de/img/cog.dark.24x24.png)
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
Unpaywalled article links
Add open access links from to the list of external document links (if available).
Privacy notice: By enabling the option above, your browser will contact the API of unpaywall.org to load hyperlinks to open access articles. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Unpaywall privacy policy.
Archived links via Wayback Machine
For web page which are no longer available, try to retrieve content from the of the Internet Archive (if available).
Privacy notice: By enabling the option above, your browser will contact the API of archive.org to check for archived content of web pages that are no longer available. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Internet Archive privacy policy.
Reference lists
Add a list of references from ,
, and
to record detail pages.
load references from crossref.org and opencitations.net
Privacy notice: By enabling the option above, your browser will contact the APIs of crossref.org, opencitations.net, and semanticscholar.org to load article reference information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Crossref privacy policy and the OpenCitations privacy policy, as well as the AI2 Privacy Policy covering Semantic Scholar.
Citation data
Add a list of citing articles from and
to record detail pages.
load citations from opencitations.net
Privacy notice: By enabling the option above, your browser will contact the API of opencitations.net and semanticscholar.org to load citation information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the OpenCitations privacy policy as well as the AI2 Privacy Policy covering Semantic Scholar.
OpenAlex data
Load additional information about publications from .
Privacy notice: By enabling the option above, your browser will contact the API of openalex.org to load additional information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the information given by OpenAlex.
last updated on 2024-07-20 21:24 CEST by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint