Michael C. Fu

Michael Chung-Shu Fu

2008
38	EE	Michael C. Fu, Chun-Hung Chen, Leyuan Shi: Some topics for simulation optimization. Winter Simulation Conference 2008: 27-38
37	EE	Enlu Zhou, Michael C. Fu, Steven I. Marcus: A particle filtering framework for randomized optimization algorithms. Winter Simulation Conference 2008: 647-654
36	EE	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)
2006
35	EE	Huiju Zhang, Michael C. Fu: Applying model reference adaptive search to American-style option pricing. Winter Simulation Conference 2006: 711-718
2005
34	EE	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
33	EE	Jiaqiao Hu, Michael C. Fu, Steven I. Marcus: Stochastic optimization using model reference adaptive search. Winter Simulation Conference 2005: 811-818
32	EE	Michael C. Fu, Fred Glover, Jay April: Simulation optimization: a review, new developments, and applications. Winter Simulation Conference 2005: 83-95
2004
31	EE	Vahid R. Ramezani, Steven I. Marcus, Michael C. Fu: Risk and Information in the Estimation of Hidden Markov Models. Winter Simulation Conference 2004: 1596-
30	EE	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
29	EE	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
28	EE	Vera Z. Osidach, Michael C. Fu: Public health: computer simulation of a mobile examination center. Winter Simulation Conference 2003: 1868-1875
27	EE	Michael C. Fu, Barry L. Nelson: Guest editorial. ACM Trans. Model. Comput. Simul. 13(2): 105-107 (2003)
26	EE	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)
25	EE	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)
2002
24	EE	Jian Chen, Michael C. Fu: Financial derivatives and real options: hedging beyond duration and convexity. Winter Simulation Conference 2002: 1593-1599
23	EE	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
22	EE	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	EE	Michael C. Fu: Feature Article: Optimization for simulation: Theory vs. Practice. INFORMS Journal on Computing 14(3): 192-215 (2002)
20	EE	Michael C. Fu: Simulation Optimization in the Future: Evolution or Revolution? INFORMS Journal on Computing 14(3): 226-227 (2002)
2001
19	EE	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	EE	Michael C. Fu: Simulation optimization. Winter Simulation Conference 2001: 53-61
17	EE	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	EE	Yi Su, Michael C. Fu: Simulation in financial engineering: importance sampling in derivative securities pricing. Winter Simulation Conference 2000: 587-596
15	EE	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	EE	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	EE	Michael C. Fu, Jian-Qiang Hu: A Comparison of Perturbation Analysis Techniques. Winter Simulation Conference 1996: 295-301
1995
12	EE	Michael C. Fu: Pricing of Financial Derivatives via Simulation. Winter Simulation Conference 1995: 126-132
11	EE	Stacy D. Hill, Michael C. Fu: Transfer Optimization via Simultaneous Perturbation Stochastic Approximation. Winter Simulation Conference 1995: 242-249
10	EE	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	EE	Stacy D. Hill, Michael C. Fu: Simulation optimization via simultaneous perturbation stochastic approximation. Winter Simulation Conference 1994: 1461-1464
8	EE	Michael C. Fu: A tutorial review of techniques for simulation optimization. Winter Simulation Conference 1994: 149-156
1993
7	EE	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	EE	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	EE	Michael C. Fu, Jian-Qiang Hu: Smoothed perturbation analysis for queues with finite buffers. Queueing Syst. 14(1-2): 57-78 (1993)
1992
4	EE	Michael C. Fu, Kevin J. Healy: Simulation Optimization of (s, S) Inventory Systems. Winter Simulation Conference 1992: 506-514
3	EE	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	EE	Sridhar Bashyam, Michael C. Fu: Application of perturbation analysis to (s, S) inventory systems. Winter Simulation Conference 1991: 994-1003
1990
1	EE	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	[32]
3	Sridhar Bashyam	[2]
4	Rosalind L. Bennett	[34]
5	Shalabh Bhatnagar	[17] [26]
6	John E. Brennan	[6]
7	Steven Brown	[14]
8	John S. Carson II	[15]
9	Frank Chance	[14]
10	Chun-Hung Chen	[30] [36] [38]
11	Jian Chen	[24]
12	Sean Cunningham	[14]
13	Philip T. Evers	[25]
14	Pedram J. Fard	[17]
15	John W. Fowler	[14]
16	Fred Glover	[15] [32]
17	Bruce L. Golden	[6]
18	Charles R. Harrell	[15]
19	Donghai He	[36]
20	Kevin J. Healy	[4]
21	Stacy D. Hill	[9] [11]
22	Courtland Hilton	[14]
23	Yu-Chi Ho	[15]
24	Jian-Qiang Hu	[1] [3] [5] [7] [10] [13] [30]
25	Jiaqiao Hu	[33]
26	James Hutchby	[14]
27	Mani Janakiram	[14]
28	Robert A. Jarrow	[34]
29	James P. Kelly	[15]
30	Scott B. Laprise	[19]
31	Loo Hay Lee	[36]
32	Andrew E. B. Lim	[19]
33	Steven I. Marcus	[17] [19] [26] [31] [33] [37]
34	William A. Massey	[29]
35	Jennifer D. Michaels	[6]
36	Rakesh Nagi	[3] [10]
37	Barry L. Nelson	[27]
38	Daniel A. Nuxoll	[34]
39	Vera Z. Osidach	[28]
40	Vahid R. Ramezani	[31]
41	Ahmad D. Ridley	[29]
42	Stephen M. Robinson	[15]
43	Lee W. Schruben (Lee Schruben)	[14]
44	Leyuan Shi	[7] [38]
45	Richard Stafford	[14]
46	Yi Su	[16]
47	I-Jeng Wang	[23] [26]
48	Xiaolan Xie	[22]
49	Xiaoping Xiong	[23] [30]
50	Kefeng Xu	[25]
51	Huiju Zhang	[34] [35]
52	Enlu Zhou	[37]

Colors in the list of coauthors