Michael C. Fu

Michael Chung-Shu Fu

	2011
57		Matthew J. Reindorp, Michael C. Fu: Capital renewal as a real option. European Journal of Operational Research 214(1): 109-117 (2011)
56		Jiaqiao Hu, Hyeong Soo Chang, Michael C. Fu, Steven I. Marcus: Dynamic sample budget allocation in model-based optimization. J. Global Optimization 50(4): 575-596 (2011)
	2010
55		Yongqiang Wang, Michael C. Fu, Steven I. Marcus: Model-based Evolutionary Optimization. Winter Simulation Conference 2010: 1199-1210
54		Lingyan Cao, Michael C. Fu: Estimating Greeks for Variance-Gamma. Winter Simulation Conference 2010: 2620-2628
53		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): (2010)
	2009
52		Yongqiang Wang, Michael C. Fu, Steve I. Marcusz: Dynamic pricing with continuous stochastic demand. CDC 2009: 8531-8536
51		Yongqiang Wang, Michael C. Fu, Steven I. Marcus: Sensitivity Analysis for Barrier Options. Winter Simulation Conference 2009: 1272-1282
50		Enlu Zhou, Lin Kun, Michael C. Fu, Steven I. Marcus: A Numerical Method for Financial Decision Problems under Stochastic Volatility. Winter Simulation Conference 2009: 1299-1310
49		Jeffrey W. Heath, Michael C. Fu, Wolfgang Jank: New global optimization algorithms for model-based clustering. Computational Statistics & Data Analysis 53(12): 3999-4017 (2009)
48		Michael C. Fu, L. Jeff Hong, Jian-Qiang Hu: Conditional Monte Carlo Estimation of Quantile Sensitivities. Management Science 55(12): 2019-2027 (2009)
	2008
47		Enlu Zhou, Michael C. Fu, Steven I. Marcus: A density projection approach to dimension reduction for continuous-state POMDPs. CDC 2008: 5576-5581
46		Michael C. Fu, Chun-Hung Chen, Leyuan Shi: Some topics for simulation optimization. Winter Simulation Conference 2008: 27-38
45		Enlu Zhou, Michael C. Fu, Steven I. Marcus: A particle filtering framework for randomized optimization algorithms. Winter Simulation Conference 2008: 647-654
44		Chun-Hung Chen, Donghai He, Michael C. Fu, Loo Hay Lee: Efficient Simulation Budget Allocation for Selecting an Optimal Subset. INFORMS Journal on Computing 20(4): 579-595 (2008)
	2007
43		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 Journal on Computing 19(1): 101-111 (2007)
42		Jiaqiao Hu, Michael C. Fu, Vahid Reza Ramezani, Steven I. Marcus: An Evolutionary Random Policy Search Algorithm for Solving Markov Decision Processes. INFORMS Journal on Computing 19(2): 161-174 (2007)
41		Jiaqiao Hu, Michael C. Fu, Steven I. Marcus: A Model Reference Adaptive Search Method for Global Optimization. Operations Research 55(3): 549-568 (2007)
	2006
40		Huiju Zhang, Michael C. Fu: Applying model reference adaptive search to American-style option pricing. Winter Simulation Conference 2006: 711-718
39		Scott B. Laprise, Michael C. Fu, Steven I. Marcus, Andrew E. B. Lim, Huiju Zhang: Pricing American-Style Derivatives with European Call Options. Management Science 52(1): 95-110 (2006)
	2005
38		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. Winter Simulation Conference 2005: 1835-1843
37		Jiaqiao Hu, Michael C. Fu, Steven I. Marcus: Stochastic optimization using model reference adaptive search. Winter Simulation Conference 2005: 811-818
36		Michael C. Fu, Fred Glover, Jay April: Simulation optimization: a review, new developments, and applications. Winter Simulation Conference 2005: 83-95
35		Hyeong Soo Chang, Michael C. Fu, Jiaqiao Hu, Steven I. Marcus: An Adaptive Sampling Algorithm for Solving Markov Decision Processes. Operations Research 53(1): 126-139 (2005)
	2004
34		Vahid Reza Ramezani, Steven I. Marcus, Michael C. Fu: Risk and Information in the Estimation of Hidden Markov Models. Winter Simulation Conference 2004: 1596-
33		Michael C. Fu, Jian-Qiang Hu, Chun-Hung Chen, Xiaoping Xiong: Optimal Computing Budget Allocation Under Correlated Sampling. Winter Simulation Conference 2004: 595-603
	2003
32		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. Winter Simulation Conference 2003: 1817-1823
31		Vera Z. Osidach, Michael C. Fu: Public health: computer simulation of a mobile examination center. Winter Simulation Conference 2003: 1868-1875
30		Michael C. Fu, Barry L. Nelson: Guest editorial. ACM Trans. Model. Comput. Simul. 13(2): 105-107 (2003)
29		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)
28		Kefeng Xu, Philip T. Evers, Michael C. Fu: Estimating customer service in a two-location continuous review inventory model with emergency transshipments. European Journal of Operational Research 145(3): 569-584 (2003)
27		Xing Jin, Michael C. Fu, Xiaoping Xiong: Probabilistic Error Bounds for Simulation Quantile Estimators. Management Science 49(2): 230-246 (2003)
26		Rongwen Wu, Michael C. Fu: Optimal Exercise Policies and Simulation-Based Valuation for American-Asian Options. Operations Research 51(1): 52-66 (2003)
	2002
25		Jian Chen, Michael C. Fu: Financial derivatives and real options: hedging beyond duration and convexity. Winter Simulation Conference 2002: 1593-1599
24		Xiaoping Xiong, I-Jeng Wang, Michael C. Fu: Optimization via simulation: randomized-direction stochastic approximation algorithms using deterministic sequences. Winter Simulation Conference 2002: 285-291
23		Xi-Ren Cao, Zhiyuan Ren, Shalabh Bhatnagar, Michael C. Fu, Steven I. Marcus: A time aggregation approach to Markov decision processes. Automatica 38(6): 929-943 (2002)
22		Michael C. Fu, Xiaolan Xie: Derivative Estimation for Buffer Capacity of Continuous Transfer Lines Subject to Operation-Dependent Failures. Discrete Event Dynamic Systems 12(4): 447-469 (2002)
21		Michael C. Fu: Feature Article: Optimization for simulation: Theory vs. Practice. INFORMS Journal on Computing 14(3): 192-215 (2002)
20		Michael C. Fu: Simulation Optimization in the Future: Evolution or Revolution? INFORMS Journal on Computing 14(3): 226-227 (2002)
	2001
19		Scott B. Laprise, Michael C. Fu, Steven I. Marcus, Andrew E. B. Lim: A new approach to pricing American-style derivatives. Winter Simulation Conference 2001: 329-337
18		Michael C. Fu: Simulation optimization. Winter Simulation Conference 2001: 53-61
17		Shalabh Bhatnagar, Michael C. Fu, Steven I. Marcus, Pedram J. Fard: Optimal structured feedback policies for ABR flow control using two-timescale SPSA. IEEE/ACM Trans. Netw. 9(4): 479-491 (2001)
	2000
16		Yi Su, Michael C. Fu: Simulation in financial engineering: importance sampling in derivative securities pricing. Winter Simulation Conference 2000: 587-596
15		Michael C. Fu, Sigrún Andradóttir, John S. Carson II, Fred Glover, Charles R. Harrell, Yu-Chi Ho, James P. Kelly, Stephen M. Robinson: Integrating optimization and simulation: research and practice. Winter Simulation Conference 2000: 610-616
	1998
14		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. Winter Simulation Conference 1998: 1035
	1996
13		Michael C. Fu, Jian-Qiang Hu: A Comparison of Perturbation Analysis Techniques. Winter Simulation Conference 1996: 295-301
	1995
12		Michael C. Fu: Pricing of Financial Derivatives via Simulation. Winter Simulation Conference 1995: 126-132
11		Stacy D. Hill, Michael C. Fu: Transfer Optimization via Simultaneous Perturbation Stochastic Approximation. Winter Simulation Conference 1995: 242-249
10		Michael C. Fu, Jian-Qiang Hu, Rakesh Nagi: Comparison of gradient estimation techniques for queues with non-identical servers. Computers & OR 22(7): 715-729 (1995)
	1994
9		Stacy D. Hill, Michael C. Fu: Simulation optimization via simultaneous perturbation stochastic approximation. Winter Simulation Conference 1994: 1461-1464
8		Michael C. Fu: A tutorial review of techniques for simulation optimization. Winter Simulation Conference 1994: 149-156
	1993
7		Michael C. Fu, Jian-Qiang Hu, Leyuan Shi: An application of perturbation analysis to a replacement problem in maintenance theory. Winter Simulation Conference 1993: 329-337
6		Jennifer D. Michaels, John E. Brennan, Bruce L. Golden, Michael C. Fu: A simulation study of donor scheduling systems for the American Red Cross. Computers & OR 20(2): 199-213 (1993)
5		Michael C. Fu, Jian-Qiang Hu: Smoothed perturbation analysis for queues with finite buffers. Queueing Syst. 14(1-2): 57-78 (1993)
	1992
4		Michael C. Fu, Kevin J. Healy: Simulation Optimization of (s, S) Inventory Systems. Winter Simulation Conference 1992: 506-514
3		Michael C. Fu, Jian-Qiang Hu, Rakesh Nagi: Bias properties of infinitesimal perturbation analysis for systems with parallel servers. Computers & OR 19(5): 409-423 (1992)
	1991
2		Sridhar Bashyam, Michael C. Fu: Application of perturbation analysis to (s, S) inventory systems. Winter Simulation Conference 1991: 994-1003
	1990
1		Michael C. Fu, Jian-Qiang Hu: Bias properties of infinitesimal perturbation analysis for multi-server queues. Winter Simulation Conference 1990: 377-381

Coauthor Index

1	Sigrún Andradóttir	[15]
2	Jay April	[36]
3	Sridhar Bashyam	[2]
4	Rosalind L. Bennett	[38]
5	Shalabh Bhatnagar	[17] [23] [29]
6	John E. Brennan	[6]
7	Steven Brown	[14]
8	Lingyan Cao	[54]
9	Xi-Ren Cao	[23]
10	John S. Carson II	[15]
11	Frank Chance	[14]
12	Hyeong Soo Chang	[35] [56]
13	Chun-Hung Chen	[33] [43] [44] [46] [53]
14	Jian Chen	[25]
15	Sean Cunningham	[14]
16	Philip T. Evers	[28]
17	Pedram J. Fard	[17]
18	John W. Fowler	[14]
19	Fred Glover	[15] [36]
20	Bruce L. Golden	[6]
21	Charles R. Harrell	[15]
22	Donghai He	[44] [53]
23	Kevin J. Healy	[4]
24	Jeffrey W. Heath	[49]
25	Stacy D. Hill	[9] [11]
26	Courtland Hilton	[14]
27	Yu-Chi Ho	[15]
28	L. Jeff Hong	[48]
29	Jian-Qiang Hu	[1] [3] [5] [7] [10] [13] [33] [43] [48]
30	Jiaqiao Hu	[35] [37] [41] [42] [56]
31	James Hutchby	[14]
32	Mani Janakiram	[14]
33	Wolfgang Jank	[49]
34	Robert A. Jarrow	[38]
35	Xing Jin	[27]
36	James P. Kelly	[15]
37	Lin Kun	[50]
38	Scott B. Laprise	[19] [39]
39	Loo Hay Lee	[44] [53]
40	Andrew E. B. Lim	[19] [39]
41	Steven I. Marcus	[17] [19] [23] [29] [34] [35] [37] [39] [41] [42] [45] [47] [50] [51] [55] [56]
42	Steve I. Marcusz	[52]
43	William A. Massey	[32]
44	Jennifer D. Michaels	[6]
45	Rakesh Nagi	[3] [10]
46	Barry L. Nelson	[30]
47	Daniel A. Nuxoll	[38]
48	Vera Z. Osidach	[31]
49	Vahid Reza Ramezani	[34] [42]
50	Matthew J. Reindorp	[57]
51	Zhiyuan Ren	[23]
52	Ahmad D. Ridley	[32]
53	Stephen M. Robinson	[15]
54	Lee W. Schruben (Lee Schruben)	[14]
55	Leyuan Shi	[7] [46]
56	Richard Stafford	[14]
57	Yi Su	[16]
58	I-Jeng Wang	[24] [29]
59	Yongqiang Wang	[51] [52] [55]
60	Segev Wasserkrug	[53]
61	Rongwen Wu	[26]
62	Xiaolan Xie	[22]
63	Xiaoping Xiong	[24] [27] [33] [43]
64	Kefeng Xu	[28]
65	Huiju Zhang	[38] [39] [40]
66	Enlu Zhou	[45] [47] [50]

Colors in the list of coauthors

Last update Wed May 30 22:34:44 2012 CET by the DBLP Team — Data released under the ODC-BY 1.0 license — See also our legal information page