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Michael C. Fu
Titel
Zitiert von
Zitiert von
Jahr
Optimization for simulation: Theory vs. practice
MC Fu
INFORMS Journal on Computing 14 (3), 192-215, 2002
13012002
Simulation optimization: a review, new developments, and applications
MC Fu, FW Glover, J April
Proceedings of the Winter Simulation Conference, 2005., 13 pp., 2005
6392005
Optimization via simulation: A review
MC Fu
Annals of operations research 53, 199-247, 1994
6081994
Handbook of simulation optimization
MC Fu
Springer, 2015
4182015
Conditional Monte Carlo: Gradient estimation and optimization applications
MC Fu, JQ Hu
Springer Science & Business Media, 2012
3952012
Gradient estimation
MC Fu
Handbooks in operations research and management science 13, 575-616, 2006
3652006
Simulation-based algorithms for Markov decision processes
HS Chang, J Hu, MC Fu, SI Marcus
Springer, 2013
3402013
Efficient simulation budget allocation for selecting an optimal subset
CH Chen, D He, M Fu, LH Lee
INFORMS Journal on Computing 20 (4), 579-595, 2008
2892008
Models for multi-echelon repairable item inventory systems with limited repair capacity
A Diaz, MC Fu
European Journal of Operational Research 97 (3), 480-492, 1997
2631997
Queueing theory in manufacturing: A survey
MK Govil, MC Fu
Journal of manufacturing systems 18 (3), 214-240, 1999
2621999
Pricing continuous Asian options: a comparison of Monte Carlo and Laplace transform inversion methods
MC Fu, DB Madan, T Wang
Journal of Computational Finance 2 (2), 49-74, 1999
2551999
Pricing American options: A comparison of Monte Carlo simulation approaches
MC Fu, SB Laprise, DB Madan, Y Su, R Wu
Journal of Computational Finance 4 (3), 39-88, 2001
2442001
A model reference adaptive search method for global optimization
J Hu, MC Fu, SI Marcus
Operations research 55 (3), 549-568, 2007
2292007
Optimization of (s, S) inventory systems with random lead times and a service level constraint
S Bashyam, MC Fu
Management Science 44 (12-part-2), S243-S256, 1998
1951998
An adaptive sampling algorithm for solving Markov decision processes
HS Chang, MC Fu, J Hu, SI Marcus
Operations Research 53 (1), 126-139, 2005
1942005
Simulation optimization
MC Fu
Proceeding of the 2001 Winter Simulation Conference (Cat. No. 01CH37304) 1 …, 2001
1752001
Optimal preventive maintenance scheduling in semiconductor manufacturing
X Yao, E Fernández-Gaucherand, MC Fu, SI Marcus
IEEE Transactions on Semiconductor Manufacturing 17 (3), 345-356, 2004
1682004
Integrating optimization and simulation: research and practice
MC Fu, S Andradóttir, JS Carson, F Glover, CR Harrell, YC Ho, JP Kelly, ...
Winter Simulation Conference 1, 610-616, 2000
1492000
Sample path derivatives for (s, S) inventory systems
MC Fu
Operations Research 42 (2), 351-364, 1994
1491994
Sensitivity analysis for Monte Carlo simulation of option pricing
MC Fu, JQ Hu
Probability in the Engineering and Informational Sciences 9 (3), 417-446, 1995
1411995
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