Michael C. Fu

Michael Chung-Shu Fu

List of publications from the DBLP Bibliography Server - FAQ
Coauthor Index - Ask others: ACM DL/Guide - CiteSeer - CSB - Google - MSN - Yahoo
Home Page

38EEMichael C. Fu, Chun-Hung Chen, Leyuan Shi: Some topics for simulation optimization. Winter Simulation Conference 2008: 27-38
37EEEnlu Zhou, Michael C. Fu, Steven I. Marcus: A particle filtering framework for randomized optimization algorithms. Winter Simulation Conference 2008: 647-654
36EEChun-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)
35EEHuiju Zhang, Michael C. Fu: Applying model reference adaptive search to American-style option pricing. Winter Simulation Conference 2006: 711-718
34EERosalind 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
33EEJiaqiao Hu, Michael C. Fu, Steven I. Marcus: Stochastic optimization using model reference adaptive search. Winter Simulation Conference 2005: 811-818
32EEMichael C. Fu, Fred Glover, Jay April: Simulation optimization: a review, new developments, and applications. Winter Simulation Conference 2005: 83-95
31EEVahid R. Ramezani, Steven I. Marcus, Michael C. Fu: Risk and Information in the Estimation of Hidden Markov Models. Winter Simulation Conference 2004: 1596-
30EEMichael C. Fu, Jian-Qiang Hu, Chun-Hung Chen, Xiaoping Xiong: Optimal Computing Budget Allocation Under Correlated Sampling. Winter Simulation Conference 2004: 595-603
29EEAhmad 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
28EEVera Z. Osidach, Michael C. Fu: Public health: computer simulation of a mobile examination center. Winter Simulation Conference 2003: 1868-1875
27EEMichael C. Fu, Barry L. Nelson: Guest editorial. ACM Trans. Model. Comput. Simul. 13(2): 105-107 (2003)
26EEShalabh 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)
25EEKefeng 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)
24EEJian Chen, Michael C. Fu: Financial derivatives and real options: hedging beyond duration and convexity. Winter Simulation Conference 2002: 1593-1599
23EEXiaoping Xiong, I-Jeng Wang, Michael C. Fu: Optimization via simulation: randomized-direction stochastic approximation algorithms using deterministic sequences. Winter Simulation Conference 2002: 285-291
22EEMichael 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)
21EEMichael C. Fu: Feature Article: Optimization for simulation: Theory vs. Practice. INFORMS Journal on Computing 14(3): 192-215 (2002)
20EEMichael C. Fu: Simulation Optimization in the Future: Evolution or Revolution? INFORMS Journal on Computing 14(3): 226-227 (2002)
19EEScott 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
18EEMichael C. Fu: Simulation optimization. Winter Simulation Conference 2001: 53-61
17EEShalabh 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)
16EEYi Su, Michael C. Fu: Simulation in financial engineering: importance sampling in derivative securities pricing. Winter Simulation Conference 2000: 587-596
15EEMichael 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
14EEJohn 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
13EEMichael C. Fu, Jian-Qiang Hu: A Comparison of Perturbation Analysis Techniques. Winter Simulation Conference 1996: 295-301
12EEMichael C. Fu: Pricing of Financial Derivatives via Simulation. Winter Simulation Conference 1995: 126-132
11EEStacy D. Hill, Michael C. Fu: Transfer Optimization via Simultaneous Perturbation Stochastic Approximation. Winter Simulation Conference 1995: 242-249
10EEMichael 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)
9EEStacy D. Hill, Michael C. Fu: Simulation optimization via simultaneous perturbation stochastic approximation. Winter Simulation Conference 1994: 1461-1464
8EEMichael C. Fu: A tutorial review of techniques for simulation optimization. Winter Simulation Conference 1994: 149-156
7EEMichael 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
6EEJennifer 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)
5EEMichael C. Fu, Jian-Qiang Hu: Smoothed perturbation analysis for queues with finite buffers. Queueing Syst. 14(1-2): 57-78 (1993)
4EEMichael C. Fu, Kevin J. Healy: Simulation Optimization of (s, S) Inventory Systems. Winter Simulation Conference 1992: 506-514
3EEMichael 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)
2EESridhar Bashyam, Michael C. Fu: Application of perturbation analysis to (s, S) inventory systems. Winter Simulation Conference 1991: 994-1003
1EEMichael C. Fu, Jian-Qiang Hu: Bias properties of infinitesimal perturbation analysis for multi-server queues. Winter Simulation Conference 1990: 377-381

Coauthor Index

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

Colors in the list of coauthors

Copyright © Sun May 17 03:24:02 2009 by Michael Ley (ley@uni-trier.de)