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Michael C. Fu: [Publications] [Author Rank by year] [Co-authors] [Prefers] [Cites] [Cited by]

Publications of Author

  1. Michael C. Fu
    Simulation optimization. [Citation Graph (0, 0)][DBLP]
    Winter Simulation Conference, 2001, pp:53-61 [Conf]
  2. Michael C. Fu
    A tutorial review of techniques for simulation optimization. [Citation Graph (0, 0)][DBLP]
    Winter Simulation Conference, 1994, pp:149-156 [Conf]
  3. Michael C. Fu
    Pricing of Financial Derivatives via Simulation. [Citation Graph (0, 0)][DBLP]
    Winter Simulation Conference, 1995, pp:126-132 [Conf]
  4. Michael C. Fu, Jian-Qiang Hu
    Bias properties of infinitesimal perturbation analysis for multi-server queues. [Citation Graph (0, 0)][DBLP]
    Winter Simulation Conference, 1990, pp:377-381 [Conf]
  5. Michael C. Fu, Jian-Qiang Hu
    A Comparison of Perturbation Analysis Techniques. [Citation Graph (0, 0)][DBLP]
    Winter Simulation Conference, 1996, pp:295-301 [Conf]
  6. Michael C. Fu, Jian-Qiang Hu, Chun-Hung Chen, Xiaoping Xiong
    Optimal Computing Budget Allocation Under Correlated Sampling. [Citation Graph (0, 0)][DBLP]
    Winter Simulation Conference, 2004, pp:595-603 [Conf]
  7. Michael C. Fu, Kevin J. Healy
    Simulation Optimization of (s, S) Inventory Systems. [Citation Graph (0, 0)][DBLP]
    Winter Simulation Conference, 1992, pp:506-514 [Conf]
  8. Sridhar Bashyam, Michael C. Fu
    Application of perturbation analysis to (s, S) inventory systems. [Citation Graph (0, 0)][DBLP]
    Winter Simulation Conference, 1991, pp:994-1003 [Conf]
  9. 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. [Citation Graph (0, 0)][DBLP]
    Winter Simulation Conference, 2005, pp:1835-1843 [Conf]
  10. Jian Chen, Michael C. Fu
    Financial derivatives and real options: hedging beyond duration and convexity. [Citation Graph (0, 0)][DBLP]
    Winter Simulation Conference, 2002, pp:1593-1599 [Conf]
  11. 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. [Citation Graph (0, 0)][DBLP]
    Winter Simulation Conference, 1998, pp:1035- [Conf]
  12. 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. [Citation Graph (0, 0)][DBLP]
    Winter Simulation Conference, 2000, pp:610-616 [Conf]
  13. Michael C. Fu, Fred Glover, Jay April
    Simulation optimization: a review, new developments, and applications. [Citation Graph (0, 0)][DBLP]
    Winter Simulation Conference, 2005, pp:83-95 [Conf]
  14. Michael C. Fu, Jian-Qiang Hu, Leyuan Shi
    An application of perturbation analysis to a replacement problem in maintenance theory. [Citation Graph (0, 0)][DBLP]
    Winter Simulation Conference, 1993, pp:329-337 [Conf]
  15. Stacy D. Hill, Michael C. Fu
    Simulation optimization via simultaneous perturbation stochastic approximation. [Citation Graph (0, 0)][DBLP]
    Winter Simulation Conference, 1994, pp:1461-1464 [Conf]
  16. Stacy D. Hill, Michael C. Fu
    Transfer Optimization via Simultaneous Perturbation Stochastic Approximation. [Citation Graph (0, 0)][DBLP]
    Winter Simulation Conference, 1995, pp:242-249 [Conf]
  17. Jiaqiao Hu, Michael C. Fu, Steven I. Marcus
    Stochastic optimization using model reference adaptive search. [Citation Graph (0, 0)][DBLP]
    Winter Simulation Conference, 2005, pp:811-818 [Conf]
  18. Scott B. Laprise, Michael C. Fu, Steven I. Marcus, Andrew E. B. Lim
    A new approach to pricing American-style derivatives. [Citation Graph (0, 0)][DBLP]
    Winter Simulation Conference, 2001, pp:329-337 [Conf]
  19. Vera Z. Osidach, Michael C. Fu
    Public health: computer simulation of a mobile examination center. [Citation Graph (0, 0)][DBLP]
    Winter Simulation Conference, 2003, pp:1868-1875 [Conf]
  20. 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. [Citation Graph (0, 0)][DBLP]
    Winter Simulation Conference, 2003, pp:1817-1823 [Conf]
  21. Yi Su, Michael C. Fu
    Simulation in financial engineering: importance sampling in derivative securities pricing. [Citation Graph (0, 0)][DBLP]
    Winter Simulation Conference, 2000, pp:587-596 [Conf]
  22. Vahid R. Ramezani, Steven I. Marcus, Michael C. Fu
    Risk and Information in the Estimation of Hidden Markov Models. [Citation Graph (0, 0)][DBLP]
    Winter Simulation Conference, 2004, pp:1596-0 [Conf]
  23. Xiaoping Xiong, I-Jeng Wang, Michael C. Fu
    Optimization via simulation: randomized-direction stochastic approximation algorithms using deterministic sequences. [Citation Graph (0, 0)][DBLP]
    Winter Simulation Conference, 2002, pp:285-291 [Conf]
  24. Huiju Zhang, Michael C. Fu
    Applying model reference adaptive search to American-style option pricing. [Citation Graph (0, 0)][DBLP]
    Winter Simulation Conference, 2006, pp:711-718 [Conf]
  25. Michael C. Fu, Jian-Qiang Hu, Rakesh Nagi
    Bias properties of infinitesimal perturbation analysis for systems with parallel servers. [Citation Graph (0, 0)][DBLP]
    Computers & OR, 1992, v:19, n:5, pp:409-423 [Journal]
  26. Michael C. Fu, Jian-Qiang Hu, Rakesh Nagi
    Comparison of gradient estimation techniques for queues with non-identical servers. [Citation Graph (0, 0)][DBLP]
    Computers & OR, 1995, v:22, n:7, pp:715-729 [Journal]
  27. Jennifer D. Michaels, John E. Brennan, Bruce L. Golden, Michael C. Fu
    A simulation study of donor scheduling systems for the American Red Cross. [Citation Graph (0, 0)][DBLP]
    Computers & OR, 1993, v:20, n:2, pp:199-213 [Journal]
  28. Michael C. Fu
    Feature Article: Optimization for simulation: Theory vs. Practice. [Citation Graph (0, 0)][DBLP]
    INFORMS Journal on Computing, 2002, v:14, n:3, pp:192-215 [Journal]
  29. Michael C. Fu
    Simulation Optimization in the Future: Evolution or Revolution? [Citation Graph (0, 0)][DBLP]
    INFORMS Journal on Computing, 2002, v:14, n:3, pp:226-227 [Journal]
  30. Shalabh Bhatnagar, Michael C. Fu, Steven I. Marcus, I-Jeng Wang
    Two-timescale simultaneous perturbation stochastic approximation using deterministic perturbation sequences. [Citation Graph (0, 0)][DBLP]
    ACM Trans. Model. Comput. Simul., 2003, v:13, n:2, pp:180-209 [Journal]
  31. Michael C. Fu, Barry L. Nelson
    Guest editorial. [Citation Graph (0, 0)][DBLP]
    ACM Trans. Model. Comput. Simul., 2003, v:13, n:2, pp:105-107 [Journal]
  32. Shalabh Bhatnagar, Michael C. Fu, Steven I. Marcus, Pedram J. Fard
    Optimal structured feedback policies for ABR flow control using two-timescale SPSA. [Citation Graph (0, 0)][DBLP]
    IEEE/ACM Trans. Netw., 2001, v:9, n:4, pp:479-491 [Journal]
  33. Kefeng Xu, Philip T. Evers, Michael C. Fu
    Estimating customer service in a two-location continuous review inventory model with emergency transshipments. [Citation Graph (0, 0)][DBLP]
    European Journal of Operational Research, 2003, v:145, n:3, pp:569-584 [Journal]

  34. A particle filtering framework for randomized optimization algorithms. [Citation Graph (, )][DBLP]


  35. Some topics for simulation optimization. [Citation Graph (, )][DBLP]


  36. A Numerical Method for Financial Decision Problems under Stochastic Volatility. [Citation Graph (, )][DBLP]


  37. Sensitivity Analysis for Barrier Options. [Citation Graph (, )][DBLP]


  38. A density projection approach to dimension reduction for continuous-state POMDPs. [Citation Graph (, )][DBLP]


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