Michael C. Fu

Q: What Schools Are Affiliated With Michael C. Fu

Michael C. Fu is affiliated with the following schools: Harvard University, University of Maryland, College Park, University of California, Berkeley, Stanford University, Massachusetts Institute of Technology

Michael C. Fu's AcademicInfluence.com Rankings

Michael C. Fu

Mathematics

#6866

World Rank

#9431

Historical Rank

#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

mathematics Degrees

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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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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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What Schools Are Affiliated With Michael C. Fu?

Michael C. Fu is affiliated with the following schools:

Michael C. Fu's Academic­Influence.com Rankings

Michael C. Fu's Degrees

Similar Degrees You Can Earn

Why Is Michael C. Fu Influential?

Michael C. Fu's Published Works

Published Works

What Schools Are Affiliated With Michael C. Fu?

Michael C. Fu's AcademicInfluence.com Rankings