Michael C. Fu
#146,846
Most Influential Person Now
American academic
Michael C. Fu's AcademicInfluence.com Rankings
Michael C. Fumathematics Degrees
Mathematics
#6866
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#9431
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#1999
USA Rank
Operations Research
#62
World Rank
#64
Historical Rank
#23
USA Rank
Measure Theory
#1670
World Rank
#2056
Historical Rank
#543
USA Rank

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Mathematics
Michael C. Fu's Degrees
- PhD Operations Research Stanford University
- Masters Operations Research Stanford University
- Bachelors Mathematics University of California, Berkeley
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Why Is Michael C. Fu Influential?
(Suggest an Edit or Addition)Michael C. Fu's Published Works
Number of citations in a given year to any of this author's works
Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author
Published Works
- Feature Article: Optimization for simulation: Theory vs. Practice (2002) (598)
- Simulation optimization: a review, new developments, and applications (2005) (435)
- Optimization via simulation: A review (1994) (434)
- Optimization for Simulation: Theory vs. Practice (2002) (398)
- Simulation optimization (2001) (283)
- Handbook of Simulation Optimization (2014) (226)
- Efficient Simulation Budget Allocation for Selecting an Optimal Subset (2008) (220)
- A Model Reference Adaptive Search Method for Global Optimization (2007) (186)
- Queueing theory in manufacturing: A survey (1999) (182)
- Simulation-Based Algorithms for Markov Decision Processes (2013) (178)
- Models for multi-echelon repairable item inventory systems with limited repair capacity (1997) (175)
- Pricing Continuous Asian Options: A Comparison of Monte Carlo and Laplace Transform Inversion Methods (1998) (151)
- Pricing American Options: A Comparison of Monte Carlo Simulation Approaches ⁄ (2001) (145)
- Optimal preventive maintenance scheduling in semiconductor manufacturing (2004) (141)
- An Adaptive Sampling Algorithm for Solving Markov Decision Processes (2005) (138)
- Optimization of( s, S ) inventory systems with random lead times and a service level constraint (1998) (138)
- Conditional Monte Carlo: Gradient Estimation and Optimization Applications (2012) (135)
- Conditional Monte Carlo (1997) (119)
- Integrating optimization and simulation: research and practice (2000) (113)
- Sensitivity Analysis for Monte Carlo Simulation of Option Pricing (1995) (112)
- Two-timescale simultaneous perturbation stochastic approximation using deterministic perturbation sequences (2003) (101)
- Sample Path Derivatives for (s, S) Inventory Systems (1994) (99)
- Stochastic Gradient Estimation (2005) (96)
- Chapter 19 Gradient Estimation (2006) (90)
- Some topics for simulation optimization (2008) (89)
- Optimization of discrete event systems via simultaneous perturbation stochastic approximation (1997) (87)
- A time aggregation approach to Markov decision processes (2002) (81)
- Solving Continuous-State POMDPs via Density Projection (2010) (81)
- Simulation Allocation for Determining the Best Design in the Presence of Correlated Sampling (2007) (80)
- Optimal joint preventive maintenance and production policies (2005) (76)
- Conditional Monte Carlo Estimation of Quantile Sensitivities (2009) (72)
- A Model Reference Adaptive Search Method for Stochastic Global Optimization (2008) (71)
- Cumulative Prospect Theory Meets Reinforcement Learning: Prediction and Control (2015) (71)
- Convergence of a stochastic approximation algorithm for the GI/G/1 queue using infinitesimal perturbation analysis (1990) (69)
- Techniques for optimization via simulation: an experimental study on an (s,S) inventory system (1997) (68)
- Convergence of simultaneous perturbation stochastic approximation for nondifferentiable optimization (2003) (67)
- What you should know about simulation and derivatives (2008) (65)
- Variance-Gamma and Monte Carlo (2007) (62)
- Simulation optimization: A tutorial overview and recent developments in gradient-based methods (2014) (62)
- Simulation optimization using the cross-entropy method with optimal computing budget allocation (2010) (61)
- Addendum to "Extensions and generalizations of smoothed perturbation analysis in a generalized semi-Markov process framework" (1992) (59)
- Ranking and Selection as Stochastic Control (2017) (58)
- Two-timescale algorithms for simulation optimization of hidden Markov models (2001) (58)
- A New Unbiased Stochastic Derivative Estimator for Discontinuous Sample Performances with Structural Parameters (2018) (56)
- Probabilistic Error Bounds for Simulation Quantile Estimators (2003) (54)
- Estimating customer service in a two-location continuous review inventory model with emergency transshipments (2003) (54)
- Minimizing work-in-process and material handling in the facilities layout problem (1997) (52)
- A tutorial review of techniques for simulation optimization (1994) (49)
- Efficient Dynamic Simulation Allocation in Ordinal Optimization (2006) (49)
- Efficient Design and Sensitivity Analysis of Control Charts Using Monte Carlo Simulation (1999) (48)
- Simulation-based Algorithms for Markov Decision Processes (Communications and Control Engineering) (2007) (46)
- Advances in mathematical finance (2007) (46)
- Evolutionary policy iteration for solving Markov decision processes (2005) (44)
- Stochastic Optimization in a Cumulative Prospect Theory Framework (2018) (42)
- A Survey of Some Model-Based Methods for Global Optimization (2012) (39)
- Optimal Exercise Policies and Simulation-Based Valuation for American-Asian Options (2003) (38)
- A Markov decision process model for capacity expansion and allocation (1999) (37)
- A Model Reference Adaptive Search Algorithm for Global Optimization (2005) (37)
- Using perturbation analysis for gradient estimation, averaging and updating in a stochastic approximation algorithm (1988) (36)
- Smoothed perturbation analysis derivative estimation for Markov chains (1994) (36)
- Dynamic Sampling Allocation and Design Selection (2016) (35)
- Optimal structured feedback policies for ABR flow control using two-timescale SPSA (2001) (35)
- Perturbation Analysis (2007) (34)
- Monotone Optimal Policies for a Transient Queueing Staffing Problem (2000) (34)
- Simulation optimization of (s,S) inventory systems (1992) (34)
- Optimal importance sampling in securities pricing (2002) (33)
- Myopic Allocation Policy With Asymptotically Optimal Sampling Rate (2017) (33)
- Pricing American-Style Derivatives with European Call Options (2006) (33)
- ONLINE TRAFFIC LIGHT CONTROL THROUGH GRADIENT ESTIMATION USING STOCHASTIC FLUID MODELS (2005) (32)
- Optimization of preventive maintenance scheduling for semiconductor manufacturing systems: models and implementation (2001) (32)
- Gradient Extrapolated Stochastic Kriging (2014) (32)
- Risk-Sensitive Reinforcement Learning: A Constrained Optimization Viewpoint (2018) (31)
- A New Stochastic Derivative Estimator for Discontinuous Payoff Functions with Application to Financial Derivatives (2012) (30)
- Optimal Preventive Maintenance Scheduling in Semiconductor Manufacturing Systems: Software Tool and Simulation Case Studies (2010) (30)
- A particle filtering framework for randomized optimization algorithms (2008) (29)
- Technical Note - On Estimating Quantile Sensitivities via Infinitesimal Perturbation Analysis (2015) (29)
- Importance sampling in derivative securities pricing (2000) (29)
- Model-Based Randomized Methods for Global Optimization (2006) (28)
- Fluid approximations for a priority call center with time-varying arrivals (2003) (27)
- An Evolutionary Random Policy Search Algorithm for Solving Markov Decision Processes (2007) (27)
- AlphaGo and Monte Carlo tree search: The simulation optimization perspective (2016) (26)
- Adaptive System Optimization Using Random Directions Stochastic Approximation (2015) (26)
- An Asymptotically Efficient Simulation-Based Algorithm for Finite Horizon Stochastic Dynamic Programming (2007) (26)
- Ranking and selection with unknown correlation structures (2012) (26)
- Multi-Echelon Models for Repairable Items: A Review (2005) (26)
- Simulation optimization: A panel on the state of the art in research and practice (2014) (26)
- Application of perturbation analysis to a class of periodic review (s, S) inventory systems (1994) (24)
- Adaptive Adversarial Multi-Armed Bandit Approach to Two-Person Zero-Sum Markov Games (2010) (24)
- An Overview of Stochastic Approximation (2015) (24)
- (s, S) Inventory Systems with Random Lead Times: Harris Recurrence and Its Implications in Sensitivity Analysis (1994) (23)
- Sequential Selection with Unknown Correlation Structures (2015) (22)
- A simulation study of donor scheduling systems for the American Red Cross (1993) (21)
- Maximum Likelihood Estimation by Monte Carlo Simulation: Toward Data-Driven Stochastic Modeling (2020) (20)
- Optimal computing budget allocation under correlated sampling (2004) (20)
- Efficient Simulation Resource Sharing and Allocation for Selecting the Best (2013) (20)
- New global optimization algorithms for model-based clustering (2009) (20)
- Particle Filtering Framework for a Class of Randomized Optimization Algorithms (2014) (20)
- Pricing Asian Options: A Comparison Of Analytical And Monte Carlo Methods (1997) (19)
- Consistency of infinitesimal perturbation analysis for the GI/G/m queue (1991) (19)
- Second Derivative Sample Path Estimators for the GI/G/m Queue (1993) (18)
- A survey of some simulation-based algorithms for Markov decision processes (2007) (18)
- Derivative Estimation for Buffer Capacity of Continuous Transfer Lines Subject to Operation-Dependent Failures (2002) (18)
- Capital renewal as a real option (2011) (18)
- Stochastic optimization using model reference adaptive search (2005) (17)
- Application of perturbation analysis to traffic light signal timing (2003) (16)
- Applications of generalized likelihood ratio method to distribution sensitivities and steady-state simulation (2018) (16)
- On sample average approximation algorithms for determining the optimal importance sampling parameters in pricing financial derivatives on Lévy processes (2016) (15)
- Learning logistic demand curves in business-to-business pricing (2013) (15)
- Transfer optimization via simultaneous perturbation stochastic approximation (1995) (15)
- Gradient-Based Myopic Allocation Policy: An Efficient Sampling Procedure in a Low-Confidence Scenario (2018) (15)
- Sensitivity Analysis in Monte Carlo Simulation of Stochastic Activity Networks (2006) (14)
- Gradient-based simulated maximum likelihood estimation for Lévy-driven Ornstein–Uhlenbeck stochastic volatility models (2014) (14)
- Perturbation Analysis of a Dynamic Priority Call Center (2010) (14)
- On choosing the characterization for smoothed perturbation analysis (1991) (14)
- Recursive Learning Automata Approach to Markov Decision Processes (2007) (14)
- History of seeking better solutions, AKA simulation optimization (2017) (13)
- On the Variance of Single-Run Unbiased Stochastic Derivative Estimators (2019) (13)
- Operational modeling and simulation in semiconductor manufacturing (1998) (13)
- Pricing of financial derivatives via simulation (1995) (13)
- Non-monotonicity of probability of correct selection (2015) (12)
- Option Pricing for a Jump-Diffusion Model with General Discrete Jump-Size Distributions (2017) (12)
- Dynamic sample budget allocation in model-based optimization (2011) (12)
- On the convergence rate of ordinal comparisons of random variables (2001) (12)
- Weighted Bandits or: How Bandits Learn Distorted Values That Are Not Expected (2016) (12)
- A density projection approach to dimension reduction for continuous-state POMDPs (2008) (12)
- Comparison of gradient estimation techniques for queues with non-identical servers (1995) (11)
- Model-based Evolutionary Optimization (2010) (11)
- A model reference adaptive search method for stochastic optimization with applications to Markov decision processes (2007) (11)
- Markov Decision Processes, AlphaGo, and Monte Carlo Tree Search: Back to the Future (2017) (11)
- Computer simulation of a mobile examination center (2003) (11)
- Regression Models Augmented with Direct Stochastic Gradient Estimators (2014) (10)
- Optimal Army officer force profiles (2015) (10)
- Computing Sensitivities for Distortion Risk Measures (2021) (10)
- An asymptotically efficient algorithm for finite horizon stochastic dynamic programming problems (2003) (10)
- Simulation optimization via simultaneous perturbation stochastic approximation (1994) (10)
- A Simulation-Based Policy Iteration Algorithm for Average Cost Unichain Markov Decision Processes (2000) (10)
- Simulation in financial engineering: importance sampling in derivative securities pricing (2000) (10)
- Optimal Multilevel Feedback Policies for ABR Flow Control using Two Timescale SPSA (1999) (10)
- A NOTE ON PERTURBATION ANALYSIS ESTIMATORS FOR AMERICAN-STYLE OPTIONS (2000) (9)
- A tutorial overview of optimization via discrete-event simulation (1994) (9)
- Sensitivity analysis for barrier options (2009) (9)
- MONTE CARLO TREE SEARCH: A TUTORIAL (2018) (9)
- Gradient-based simulated maximum likelihood estimation for stochastic volatility models using characteristic functions (2016) (9)
- Sample Path Derivatives for (s, S) Inventory Systems with Price Determination (2005) (8)
- Perspectives in Operations Research (2006) (8)
- Conditional Monte Carlo Gradient Estimation in Economic Design of Control Limits (2009) (8)
- Predictive Modeling for Epidemic Outbreaks: A New Approach and COVID-19 Case Study (2020) (8)
- A REVIEW OF STATIC AND DYNAMIC OPTIMIZATION FOR RANKING AND SELECTION (2018) (8)
- Smoothed perturbation analysis for queues with finite buffers (1993) (8)
- An Application of Perturbation Analysis to a Replacement Problem in Maintenance Theory (1993) (7)
- A Lower Bounding Result for the Optimal Policy in an Adaptive Staffing Problem (1998) (7)
- Applying Model Reference Adaptive Search to American-Style Option Pricing (2006) (7)
- Randomized Difference Two-Timescale Simultaneous Perturbation Stochastic Approximation Algorithms for Simulation Optimization of Hidden Markov Models (2000) (7)
- Optimizing discrete event systems with the simultaneous perturbation stochastic approximation algorithm (1994) (7)
- Efficient Sampling Allocation Procedures for Optimal Quantile Selection (2020) (7)
- Adaptive Importance Sampling for Efficient Stochastic Root Finding and Quantile Estimation (2021) (7)
- A General Martingale Approach to Measuring and Valuing the Risk to the FDIC Deposit Insurance Funds (2003) (7)
- Efficient Sensitivity Analysis of Mortgage Backed Securities (2001) (7)
- Variance reduction for generalized likelihood ratio method by conditional Monte Carlo and randomized Quasi-Monte Carlo methods (2022) (6)
- Estimating Greeks for Variance-Gamma (2010) (6)
- On unbounded hazard rates for smoothed perturbation analysis (1995) (6)
- Application of perturbation analysis to (s,S) inventory systems (1991) (6)
- Monte Carlo tree search with optimal computing budget allocation (2019) (6)
- An Optimal Computing Budget Allocation Tree Policy for Monte Carlo Tree Search (2020) (6)
- Generalized Likelihood Ratio Method for Stochastic Models with Uniform Random Numbers As Inputs (2020) (5)
- On the asymptotic analysis of quantile sensitivity estimation by Monte Carlo simulation (2017) (5)
- Random Directions Stochastic Approximation With Deterministic Perturbations (2018) (5)
- Simulation Optimization in the Future: Evolution or Revolution? (2002) (5)
- Dynamic Sampling Allocation Under Finite Simulation Budget for Feasibility Determination (2021) (5)
- Technical Note - Central Limit Theorems for Estimated Functions at Estimated Points (2020) (5)
- Estimating distribution sensitivity using generalized likelihood ratio method (2016) (5)
- Randomized-direction stochastic approximation algorithms using deterministic sequences (2002) (5)
- Comparing Gradient Estimation Methods Applied to Stochastic Manufacturing Systems (2000) (5)
- Simulation-Based Algorithms for Markov Decision Processes: Monte Carlo Tree Search from AlphaGo to AlphaZero (2019) (5)
- Fluid approximation and perturbation analysis of a dynamic priority call center (2004) (5)
- On direct gradient enhanced simulation metamodels (2012) (5)
- Simulation-Based Algorithms for Average Cost Markov Decision Processes (1999) (4)
- Importance Splitting for Finite-Time Rare Event Simulation (2018) (4)
- A new approach to pricing American-style derivatives (2001) (4)
- A New Hybrid Stochastic Approximation Algorithm (2014) (4)
- Global Convergence of Model Reference Adaptive Search for Gaussian Mixtures (2007) (4)
- Public health: computer simulation of a mobile examination center (2003) (4)
- A distributed algorithm for solving a class of multi-agent Markov decision problems (2003) (4)
- Variance Properties of Second Derivative Perturbation Analysis Estimators for Single-Server Queues (1990) (4)
- Cumulative Prospect Theory Meets Reinforcement Learning: Estimation and Control (2015) (4)
- Risk-Sensitive Reinforcement Learning via Policy Gradient Search (2018) (4)
- Dynamic estimation of auditory temporal response functions via state-space models with Gaussian mixture process noise (2020) (4)
- On the relationship of capacitated production/inventory models to manufacturing flow control models (1995) (4)
- A numerical method for financial decision problems under stochastic volatility (2009) (4)
- Setting thresholds for periodic order release (1997) (4)
- Conditional Monte Carlo Gradient Estimation (1997) (4)
- Learning Demand Curves in B2B Pricing: A New Framework and Case Study (2020) (4)
- Differentiation via Logarithmic Expansions (2016) (3)
- Application of perturbation analysis to multiproduct capacitated production-inventory control (1995) (3)
- Adversarial multi-armed bandit approach to two-person zero-sum Markov games (2007) (3)
- Adversarial Multi-Armed Bandit Approach to Stochastic Optimization (2006) (3)
- A Large Deviations Analysis of Quantile Estimation with Application to Value at Risk (2005) (3)
- Bias properties of infinitesimal perturbation analysis for multi-server queues (1990) (3)
- On the regularity conditions and applications for generalized likelihood ratio method (2016) (3)
- A Two-Timescale Simulation-Based Gradient Algorithm for Weighted Cost Markov Decision Processes (2005) (3)
- Dynamic lead time promising (2011) (3)
- Simulation-based work load and job release control for semiconductor manufacturing (2015) (3)
- A comparison of perturbation analysis techniques (1996) (3)
- Simulation-Based Approach for Semiconductor Fab-Level Decision Making - Implementation Issues (2000) (3)
- A loss default simulation model of the federal bank deposit insurance funds (2005) (3)
- Population-Based Evolutionary Approaches (2013) (3)
- Risk and information in the estimation of hidden Markov models (2004) (2)
- Application of Perturbation Analysis to the Design and Analysis of Control Charts (1997) (2)
- Optimal importance sampling for simulation of Lévy processes (2015) (2)
- Approximate Policy Iteration for Semiconductor Fab-Level Decision Making - a Case Study (2000) (2)
- Supporting Real-Time COVID-19 Medical Management Decisions: The Transition Matrix Model Approach (2020) (2)
- Variance Reduction for Generalized Likelihood Ratio Method in Quantile Sensitivity Estimation (2021) (2)
- Robust H1 analysis and control of linear systems with integral quadratic constraints (1995) (2)
- Stochastic Gradient Methods For Simulation Optimization (2011) (2)
- Financial derivatives and real options: hedging beyond duration and convexity (2002) (2)
- Overview of the Handbook (2015) (2)
- Recursive Learning Automata for Control of Partially Observable Markov Decision Processes (2005) (2)
- Optimal unbiased estimation for expected cumulative discounted cost (2020) (2)
- A new stochastic gradient estimator for American option pricing (2009) (2)
- Gradient estimation of two-stage continuous transfer lines subject to operation-dependent failures (1998) (2)
- Option pricing under a discrete-time Markov switching stochastic volatility with co-jump model (2020) (2)
- Model Reference Adaptive Search : A New Approach to Global Optimization ∗ (2005) (2)
- Two Timescale SPSA Algorithms for Rate-Based ABR Flow Control (2000) (2)
- Sensitivity Analysis of Portfolio Credit Derivatives by Conditional Monte Carlo Simulation (2019) (2)
- Sample path properties of the G/D/m queue (1993) (2)
- Gradient Estimation and Mountain Range Options (2018) (2)
- Estimating Quantile Sensitivity for Financial Models with Correlations and Jumps (2019) (2)
- Estimation of State-Space Models with Gaussian Mixture Process Noise (2019) (2)
- An empirical sensitivity analysis of the Kiefer-Wolfowitz algorithm and its variants (2013) (2)
- Structured risk-sensitivity for partially observed Markov chains (2004) (1)
- Final Performance Report (2010) (1)
- Localization for a class of two-team zero-sum Markov games (2004) (1)
- Convergence of Sample Path Optimal Policies for Stochastic Dynamic Programming (2005) (1)
- Gradient Estimation for Queues with Non-identical Servers (1993) (1)
- Smoothed Perturbation Analysis: A Retrospective and Prospective Look (2013) (1)
- Optimal Unbiased Estimation for Expected Cumulative Cost (2018) (1)
- Online Appendix for “Gradient-Based Myopic Allocation Policy: An Efficient Sampling Procedure in a Low-Confidence Scenario” (2017) (1)
- Bias properties of infinitesimal perturbation analysis for systems with parallel servers (1992) (1)
- A Tutorial Introduction to Monte Carlo Tree Search (2020) (1)
- Rate-based ABR flow control using two timescale SPSA (1999) (1)
- Simulation-based Algorithms for Markov Decision Processes/ Hyeong Soo Chang ... [et al.] (2013) (1)
- Bias Reduction in Estimating Quantile Sensitivities (2014) (1)
- On the consistency of second derivative perturbation analysis estimators for the M/G/1 Queue (1989) (1)
- Markov decision processes for integrating life cycle dynamics into fab-level decision making (1999) (1)
- Online Supplement to ‘Myopic Allocation Policy with Asymptotically Optimal Sampling Rate’ (2016) (1)
- Estimating a Conditional Expectation with the Generalized Likelihood Ratio Method (2021) (1)
- Nonstochastic Multi-Armed Bandit Approach to Stochastic Discrete Optimization (2007) (1)
- ON EFFICIENCIES OF STOCHASTIC OPTIMIZATION PROCEDURES UNDER IMPORTANCE SAMPLING (2018) (1)
- Data-driven adaptive threshold control for bike share systems (2017) (1)
- Stochastic optimization: algorithms and convergence results (2005) (1)
- Online Appendix for “Ranking and Selection as Stochastic Control” (2017) (1)
- A case study for optimal dynamic simulation allocation in ordinal optimization (2004) (1)
- On Perturbation Propagation for Smoothed Perturbation Analysis (1996) (1)
- Proceedings of the Winter Simulation Conference (2010) (1)
- A dynamic framework for statistical selection problems (2013) (1)
- Stochastic control for organ donations: A review (2023) (1)
- On performance potentials and conditional Monte Carlo for gradient estimationfor Markov chains (1999) (0)
- Copula sensitivity analysis for portfolio credit derivatives (2022) (0)
- New Results - Évaluation des performances (2002) (0)
- Multi-stage Adaptive Sampling Algorithms (2013) (0)
- Using Importance Samping in Estimating Weak Derivative (2022) (0)
- A Lower Bounding Result for theOptimal Policy in an Adaptive (1997) (0)
- A Spectral Index for Selecting the Best Alternative (2019) (0)
- Synopsis and Preview (1997) (0)
- Dynamic pricing with continuous stochastic demand (2009) (0)
- Bandit-Based Multi-Start Strategies for Global Continuous Optimization (2022) (0)
- Asymptotically Optimal Simulation Allocation under Dependent Sampling Xiaoping Xiong (2006) (0)
- Policy Evaluation with Stochastic Gradient Estimation Techniques (2022) (0)
- New Global Optimization Algorithms and Implementations for Model-Based Clustering (2006) (0)
- Utility-Based Statistical Selection Procedures (2019) (0)
- Links to Other Settings (1997) (0)
- On-Line Control Methods via Simulation (2013) (0)
- Final Performance Report on Grant FA9550-07-1-0366 (Simulation-Based and Sampling Method for Global Optimization) (2010) (0)
- Three Extended Examples (1997) (0)
- EUROPEAN OPTION PRICING WITH STOCHASTIC VOLATILITY AND JUMPS: COMPARISON OF MONTE CARLO AND FAST FOURIER TRANSFORM METHODS (2018) (0)
- Simulation-Based Methodologies for Global Optimization and Planning (2013) (0)
- Sensitivity Analysis and Time-Cost Tradeoffs in Stochastic Activity Networks (2021) (0)
- Simulation Optimization Introduction: Optimization in Operations Research (2001) (0)
- Quantile sensitivity estimation for dependent sequences (2016) (0)
- Sensitivity Analysis of ARC Criticalities in Stochastic Activity Networks (2020) (0)
- Applications of generalized likelihood ratio method to distribution sensitivities and steady-state simulation (2017) (0)
- Optimal Army Officer Retirement (2014) (0)
- SEQUENTIAL FIRST-ORDER RESPONSE SURFACE METHODOLOGY AUGMENTED WITH DIRECT GRADIENTS (2018) (0)
- ( s , S ) Inventory Systems (1997) (0)
- Importance Sampling for Rare-Event Gradient Estimation (2022) (0)
- Bayesian Sequential Experimental Design for Stochastic Kriging with Jackknife Error Estimates (2019) (0)
- On the sensitivity of greek kernel estimators to bandwidth parameters (2014) (0)
- Integrated Simulation-Based Methodologies for Planning and Estimation (2004) (0)
- Model Reference Adaptive Search (2013) (0)
- Regulation of systemic risk through contributory endogenous agent-based modeling (2014) (0)
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