Using perturbation analysis for gradient estimation, averaging and updating in a stochastic approximation algorithm. - Michael C. Fu 001; Yu-Chi Ho (WSC, 1988)

Bias properties of infinitesimal perturbation analysis for multi-server queues. - Michael C. Fu 001; Jian-Qiang Hu (WSC, 1990)

Application of perturbation analysis to (s, S) inventory systems. - Sridhar Bashyam; Michael C. Fu 001 (WSC, 1991)

Simulation Optimization of (s, S) Inventory Systems. - Michael C. Fu 001; Kevin J. Healy (WSC, 1992)

Bias properties of infinitesimal perturbation analysis for systems with parallel servers. - Michael C. Fu 001; Jian-Qiang Hu; Rakesh Nagi (Comput. Oper. Res., 1992)

An application of perturbation analysis to a replacement problem in maintenance theory. - Michael C. Fu 001; Jian-Qiang Hu; Leyuan Shi (WSC, 1993)

A simulation study of donor scheduling systems for the American Red Cross. - Jennifer D. Michaels; John E. Brennan; Bruce L. Golden; Michael C. Fu 001 (Comput. Oper. Res., 1993)

Smoothed perturbation analysis for queues with finite buffers. - Michael C. Fu 001; Jian-Qiang Hu (Queueing Syst. Theory Appl., 1993)

A tutorial review of techniques for simulation optimization. - Michael C. Fu 001 (WSC, 1994)

Simulation optimization via simultaneous perturbation stochastic approximation. - Stacy D. Hill; Michael C. Fu 001 (WSC, 1994)

Optimization via simulation: A review. - Michael C. Fu 001 (Ann. Oper. Res., 1994)

Sample Path Derivatives for (s, S) Inventory Systems. - Michael C. Fu 001 (Oper. Res., 1994)

Smoothed perturbation analysis derivative estimation for Markov chains. - Michael C. Fu 001; Jian-Qiang Hu (Oper. Res. Lett., 1994)

Pricing of Financial Derivatives via Simulation. - Michael C. Fu 001 (WSC, 1995)

Transfer Optimization via Simultaneous Perturbation Stochastic Approximation. - Stacy D. Hill; Michael C. Fu 001 (WSC, 1995)

Comparison of gradient estimation techniques for queues with non-identical servers. - Michael C. Fu 001; Jian-Qiang Hu; Rakesh Nagi (Comput. Oper. Res., 1995)

On the relationship of capacitated production/inventory models to manufacturing flow control models. - Michael C. Fu 001; Jian-Qiang Hu (Oper. Res. Lett., 1995)

Addendum to "Extensions and generalizations of smoothed perturbation analysis in a generalized semi-Markov process framework". - Michael C. Fu 001; Jian-Qiang Hu (IEEE Trans. Autom. Control., 1995)

A Comparison of Perturbation Analysis Techniques. - Michael C. Fu 001; Jian-Qiang Hu (WSC, 1996)

Setting thresholds for periodic order release. - Michael C. Fu 001; Jeffrey W. Herrmann; Murali Narayanaswamy (J. Intell. Manuf., 1997)

Operational Modeling and Simulation in Semiconductor Manufacturing. - John W. Fowler; Michael C. Fu 001; Lee Schruben; Steven Brown; Frank Chance; Sean Cunningham; Courtland Hilton; Mani Janakiram; Richard Stafford; James Hutchby (WSC, 1998)

On performance potentials and conditional Monte Carlo for gradient estimationfor Markov chains. - Xi-Ren Cao; Michael C. Fu 001; Jian-Qiang Hu (Ann. Oper. Res., 1999)

Integrating optimization and simulation: research and practice. - Michael C. Fu 001; Sigrún Andradóttir; John S. Carson II; Fred W. Glover; Charles R. Harrell; Yu-Chi Ho; James P. Kelly; Stephen M. Robinson (WSC, 2000)

Simulation in financial engineering: importance sampling in derivative securities pricing. - Yi Su; Michael C. Fu 001 (WSC, 2000)

Monotone Optimal Policies for a Transient Queueing Staffing Problem. - Michael C. Fu 001; Steven I. Marcus; I-Jeng Wang (Oper. Res., 2000)

Simulation optimization. - Michael C. Fu 001 (WSC, 2001)

A new approach to pricing American-style derivatives. - Scott B. Laprise; Michael C. Fu 001; Steven I. Marcus; Andrew E. B. Lim (WSC, 2001)

On the convergence rate of ordinal comparisons of random variables. - Michael C. Fu 001; Xing Jin (IEEE Trans. Autom. Control., 2001)

Optimal structured feedback policies for ABR flow control using two-timescale SPSA. - Shalabh Bhatnagar; Michael C. Fu 001; Steven I. Marcus; Pedram Jaefari Fard (IEEE/ACM Trans. Netw., 2001)

Financial derivatives and real options: hedging beyond duration and convexity. - Jian Chen; Michael C. Fu 001 (WSC, 2002)

Optimization via simulation: randomized-direction stochastic approximation algorithms using deterministic sequences. - Xiaoping Xiong; I-Jeng Wang; Michael C. Fu 001 (WSC, 2002)

A time aggregation approach to Markov decision processes. - Xi-Ren Cao; Zhiyuan Ren; Shalabh Bhatnagar; Michael C. Fu 001; Steven I. Marcus (Autom., 2002)

Derivative Estimation for Buffer Capacity of Continuous Transfer Lines Subject to Operation-Dependent Failures. - Michael C. Fu 001; Xiaolan Xie (Discret. Event Dyn. Syst., 2002)

Feature Article: Optimization for simulation: Theory vs. Practice. - Michael C. Fu 001 (INFORMS J. Comput., 2002)

Simulation Optimization in the Future: Evolution or Revolution? - Michael C. Fu 001 (INFORMS J. Comput., 2002)

Application of perturbation analysis to traffic light signal timing. - Michael C. Fu 001; William C. Howell (CDC, 2003)

A distributed algorithm for solving a class of multi-agent Markov decision problems. - Hyeong Soo Chang; Michael C. Fu 001 (CDC, 2003)

An asymptotically efficient algorithm for finite horizon stochastic dynamic programming problems. - Hyeong Soo Chang; Michael C. Fu 001; Steven I. Marcus (CDC, 2003)

Public health: computer simulation of a mobile examination center. - Vera Z. Osidach; Michael C. Fu 001 (WSC, 2003)

Customer relations management: call center operations: fluid approximations for a priority call center with time-varying arrivals. - Ahmad D. Ridley; Michael C. Fu 001; William A. Massey (WSC, 2003)

Estimating customer service in a two-location continuous review inventory model with emergency transshipments. - Kefeng Xu; Philip T. Evers; Michael C. Fu 001 (Eur. J. Oper. Res., 2003)

Optimal Exercise Policies and Simulation-Based Valuation for American-Asian Options. - Rongwen Wu; Michael C. Fu 001 (Oper. Res., 2003)

Probabilistic Error Bounds for Simulation Quantile Estimators. - Xing Jin; Michael C. Fu 001; Xiaoping Xiong (Manag. Sci., 2003)

Convergence of simultaneous perturbation stochastic approximation for nondifferentiable optimization. - Ying He 014; Michael C. Fu 001; Steven I. Marcus (IEEE Trans. Autom. Control., 2003)

Two-timescale simultaneous perturbation stochastic approximation using deterministic perturbation sequences. - Shalabh Bhatnagar; Michael C. Fu 001; Steven I. Marcus; I-Jeng Wang (ACM Trans. Model. Comput. Simul., 2003)

Guest editorial. - Michael C. Fu 001; Barry L. Nelson (ACM Trans. Model. Comput. Simul., 2003)

A case study for optimal dynamic simulation allocation in ordinal optimization. - Chun-Hung Chen; Donghai He; Michael C. Fu 001 (ACC, 2004)

Localization for a class of two-team zero-sum Markov games. - Hyeong Soo Chang; Michael C. Fu 001 (CDC, 2004)

Fluid approximation and perturbation analysis of a dynamic priority call center. - Min Chen; Jian-Qiang Hu; Michael C. Fu 001 (CDC, 2004)

Structured risk-sensitivity for partially observed Markov chains. - Vahid Reza Ramezani; Steven I. Marcus; Michael C. Fu 001 (CDC, 2004)

Optimal Computing Budget Allocation Under Correlated Sampling. - Michael C. Fu 001; Jian-Qiang Hu; Chun-Hung Chen; Xiaoping Xiong (WSC, 2004)

Risk and Information in the Estimation of Hidden Markov Models. - Vahid Reza Ramezani; Steven I. Marcus; Michael C. Fu 001 (WSC, 2004)

Recursive Learning Automata for Control of Partially Observable Markov Decision Processes. - Hyeong Soo Chang; Michael C. Fu 001; Steven I. Marcus (CDC/ECC, 2005)

A Two-Timescale Simulation-Based Gradient Algorithm for Weighted Cost Markov Decision Processes. - Ying He 014; Michael C. Fu 001; Steven I. Marcus (CDC/ECC, 2005)

A loss default simulation model of the federal bank deposit insurance funds. - Rosalind L. Bennett; Daniel A. Nuxoll; Robert A. Jarrow; Michael C. Fu 001; Huiju Zhang (WSC, 2005)

Simulation optimization: a review, new developments, and applications. - Michael C. Fu 001; Fred W. Glover; Jay April (WSC, 2005)

Stochastic optimization using model reference adaptive search. - Jiaqiao Hu; Michael C. Fu 001; Steven I. Marcus (WSC, 2005)

An Adaptive Sampling Algorithm for Solving Markov Decision Processes. - Hyeong Soo Chang; Michael C. Fu 001; Jiaqiao Hu; Steven I. Marcus (Oper. Res., 2005)

Evolutionary policy iteration for solving Markov decision processes. - Hyeong Soo Chang; Hong-Gi Lee; Michael C. Fu 001; Steven I. Marcus (IEEE Trans. Autom. Control., 2005)

Chapter 19 Gradient Estimation. - Michael C. Fu 001 (Simulation, 2006)

Adversarial Multi-Armed Bandit Approach to Stochastic Optimization. - Hyeong Soo Chang; Michael C. Fu 001; Steven I. Marcus (CDC, 2006)

Applying model reference adaptive search to American-style option pricing. - Huiju Zhang; Michael C. Fu 001 (WSC, 2006)

Pricing American-Style Derivatives with European Call Options. - Scott B. Laprise; Michael C. Fu 001; Steven I. Marcus; Andrew E. B. Lim; Huiju Zhang (Manag. Sci., 2006)

Efficient Dynamic Simulation Allocation in Ordinal Optimization. - Chun-Hung Chen; Donghai He; Michael C. Fu 001 (IEEE Trans. Autom. Control., 2006)

Adversarial multi-armed bandit approach to two-person zero-sum Markov games. - Hyeong Soo Chang; Michael C. Fu 001; Steven I. Marcus (CDC, 2007)

A model reference adaptive search method for stochastic optimization with applications to Markov decision processes. - Jiaqiao Hu; Michael C. Fu 001; Steven I. Marcus (CDC, 2007)

A survey of some simulation-based algorithms for Markov decision processes. - Hyeong Soo Chang; Michael C. Fu 001; Jiaqiao Hu; Steven I. Marcus (Commun. Inf. Syst., 2007)

Simulation Allocation for Determining the Best Design in the Presence of Correlated Sampling. - Michael C. Fu 001; Jian-Qiang Hu; Chun-Hung Chen; Xiaoping Xiong (INFORMS J. Comput., 2007)

An Evolutionary Random Policy Search Algorithm for Solving Markov Decision Processes. - Jiaqiao Hu; Michael C. Fu 001; Vahid Reza Ramezani; Steven I. Marcus (INFORMS J. Comput., 2007)

A Model Reference Adaptive Search Method for Global Optimization. - Jiaqiao Hu; Michael C. Fu 001; Steven I. Marcus (Oper. Res., 2007)

An Asymptotically Efficient Simulation-Based Algorithm for Finite Horizon Stochastic Dynamic Programming. - Hyeong Soo Chang; Michael C. Fu 001; Jiaqiao Hu; Steven I. Marcus (IEEE Trans. Autom. Control., 2007)

Recursive Learning Automata Approach to Markov Decision Processes. - Hyeong Soo Chang; Michael C. Fu 001; Jiaqiao Hu; Steven I. Marcus (IEEE Trans. Autom. Control., 2007)

A density projection approach to dimension reduction for continuous-state POMDPs. - Enlu Zhou; Michael C. Fu 001; Steven I. Marcus (CDC, 2008)

Some topics for simulation optimization. - Michael C. Fu 001; Chun-Hung Chen; Leyuan Shi (WSC, 2008)

A particle filtering framework for randomized optimization algorithms. - Enlu Zhou; Michael C. Fu 001; Steven I. Marcus (WSC, 2008)

A Model Reference Adaptive Search Method for Stochastic Global Optimization. - Michael C. Fu 001; Jiaqiao Hu; Steven I. Marcus (Commun. Inf. Syst., 2008)

Efficient Simulation Budget Allocation for Selecting an Optimal Subset. - Chun-Hung Chen; Donghai He; Michael C. Fu 001; Loo Hay Lee (INFORMS J. Comput., 2008)

Dynamic pricing with continuous stochastic demand. - Yongqiang Wang 009; Michael C. Fu 001; Steven I. Marcus (CDC, 2009)

A new stochastic gradient estimator for American option pricing. - Yongqiang Wang 009; Michael C. Fu 001; Steven I. Marcus (ECC, 2009)

Sensitivity Analysis for Barrier Options. - Yongqiang Wang 009; Michael C. Fu 001; Steven I. Marcus (WSC, 2009)

A Numerical Method for Financial Decision Problems under Stochastic Volatility. - Enlu Zhou; Lin Kun; Michael C. Fu 001; Steven I. Marcus (WSC, 2009)

New global optimization algorithms for model-based clustering. - Jeffrey W. Heath; Michael C. Fu 001; Wolfgang Jank (Comput. Stat. Data Anal., 2009)

Conditional Monte Carlo Estimation of Quantile Sensitivities. - Michael C. Fu 001; L. Jeff Hong; Jian-Qiang Hu (Manag. Sci., 2009)

Estimating Greeks for Variance-Gamma. - Lingyan Cao; Michael C. Fu 001 (WSC, 2010)

Model-based Evolutionary Optimization. - Yongqiang Wang 009; Michael C. Fu 001; Steven I. Marcus (WSC, 2010)

Adaptive Adversarial Multi-Armed Bandit Approach to Two-Person Zero-Sum Markov Games. - Hyeong Soo Chang; Jiaqiao Hu; Michael C. Fu 001; Steven I. Marcus (IEEE Trans. Autom. Control., 2010)

Perturbation Analysis of a Dynamic Priority Call Center. - Min Chen; Jian-Qiang Hu; Michael C. Fu 001 (IEEE Trans. Autom. Control., 2010)

Solving Continuous-State POMDPs via Density Projection. - Enlu Zhou; Michael C. Fu 001; Steven I. Marcus (IEEE Trans. Autom. Control., 2010)

Simulation optimization using the cross-entropy method with optimal computing budget allocation. - Donghai He; Loo Hay Lee; Chun-Hung Chen; Michael C. Fu 001; Segev Wasserkrug (ACM Trans. Model. Comput. Simul., 2010)

Dynamic lead time promising. - Matthew J. Reindorp; Michael C. Fu 001 (ADPRL, 2011)

Capital renewal as a real option. - Matthew J. Reindorp; Michael C. Fu 001 (Eur. J. Oper. Res., 2011)

Dynamic sample budget allocation in model-based optimization. - Jiaqiao Hu; Hyeong Soo Chang; Michael C. Fu 001; Steven I. Marcus (J. Glob. Optim., 2011)

On direct gradient enhanced simulation metamodels. - Huashuai Qu; Michael C. Fu 001 (WSC, 2012)

Ranking and selection with unknown correlation structures. - Huashuai Qu; Ilya O. Ryzhov; Michael C. Fu 001 (WSC, 2012)

A New Stochastic Derivative Estimator for Discontinuous Payoff Functions with Application to Financial Derivatives. - Yongqiang Wang 009; Michael C. Fu 001; Steven I. Marcus (Oper. Res., 2012)

An empirical sensitivity analysis of the Kiefer-Wolfowitz algorithm and its variants. - Marie Chau; Huashuai Qu; Michael C. Fu 001; Ilya O. Ryzhov (WSC, 2013)

A dynamic framework for statistical selection problems. - Yijie Peng; Michael C. Fu 001; Chun-Hung Chen; Jian-Qiang Hu (WSC, 2013)

Learning logistic demand curves in business-to-business pricing. - Huashuai Qu; Ilya O. Ryzhov; Michael C. Fu 001 (WSC, 2013)

Efficient Simulation Resource Sharing and Allocation for Selecting the Best. - Yijie Peng; Chun-Hung Chen; Michael C. Fu 001; Jian-Qiang Hu (IEEE Trans. Autom. Control., 2013)

A New Hybrid Stochastic Approximation Algorithm. - Marie Chau; Huashuai Qu; Michael C. Fu 001 (WODES, 2014)

Regulation of systemic risk through contributory endogenous agent-based modeling. - Aurora J. Bristor; Sean L. Barnes; Michael C. Fu 001 (WSC, 2014)

On the sensitivity of greek kernel estimators to bandwidth parameters. - Marie Chau; Michael C. Fu 001 (WSC, 2014)

Simulation optimization: a tutorial overview and recent developments in gradient-based methods. - Marie Chau; Michael C. Fu 001; Huashuai Qu; Ilya O. Ryzhov (WSC, 2014)

Simulation optimization: a panel on the state of the art in research and practice. - Michael C. Fu 001; Güzin Bayraksan; Shane G. Henderson; Barry L. Nelson; Warren B. Powell; Ilya O. Ryzhov; Benjamin G. Thengvall (WSC, 2014)

Regression Models Augmented with Direct Stochastic Gradient Estimators. - Michael C. Fu 001; Huashuai Qu (INFORMS J. Comput., 2014)

Particle Filtering Framework for a Class of Randomized Optimization Algorithms. - Enlu Zhou; Michael C. Fu 001; Steven I. Marcus (IEEE Trans. Autom. Control., 2014)

Gradient Extrapolated Stochastic Kriging. - Huashuai Qu; Michael C. Fu 001 (ACM Trans. Model. Comput. Simul., 2014)

Simulation-based work load and job release control for semiconductor manufacturing. - Keiichiro Urayama; Michael C. Fu 001; Steven I. Marcus (CDC, 2015)

Optimal importance sampling for simulation of lévy processes. - Guangxin Jiang; Michael C. Fu 001; Chenglong Xu (WSC, 2015)

Non-monotonicity of probability of correct selection. - Yijie Peng; Chun-Hung Chen; Michael C. Fu 001; Jian-Qiang Hu (WSC, 2015)

Cumulative Prospect Theory Meets Reinforcement Learning: Estimation and Control. - Prashanth L. A.; Cheng Jie; Michael C. Fu 001; Steven I. Marcus (CoRR, 2015)

Technical Note - On Estimating Quantile Sensitivities via Infinitesimal Perturbation Analysis. - Guangxin Jiang; Michael C. Fu 001 (Oper. Res., 2015)

Sequential Selection with Unknown Correlation Structures. - Huashuai Qu; Ilya O. Ryzhov; Michael C. Fu 001; Zi Ding (Oper. Res., 2015)

Optimal Army officer force profiles. - Andrew O. Hall; Michael C. Fu 001 (Optim. Lett., 2015)

Cumulative Prospect Theory Meets Reinforcement Learning: Prediction and Control. - Prashanth L. A.; Cheng Jie; Michael C. Fu 001; Steven I. Marcus; Csaba Szepesvári (ICML, 2016)

Estimating distribution sensitivity using generalized likelihood ratio method. - Yijie Peng; Michael C. Fu 001; Jian-Qiang Hu (WODES, 2016)

AlphaGo and Monte Carlo tree search: The simulation optimization perspective. - Michael C. Fu 001 (WSC, 2016)

On the regularity conditions and applications for generalized likelihood ratio method. - Yijie Peng; Michael C. Fu 001; Jian-Qiang Hu (WSC, 2016)

Dynamic Sampling Allocation and Design Selection. - Yijie Peng; Chun-Hung Chen; Michael C. Fu 001; Jian-Qiang Hu (INFORMS J. Comput., 2016)

Quantile sensitivity estimation for dependent sequences. - Guangxin Jiang; Michael C. Fu 001 (J. Appl. Probab., 2016)

On sample average approximation algorithms for determining the optimal importance sampling parameters in pricing financial derivatives on Lévy processes. - Guangxin Jiang; Chenglong Xu; Michael C. Fu 001 (Oper. Res. Lett., 2016)

Weighted Bandits or: How Bandits Learn Distorted Values That Are Not Expected. - Aditya Gopalan; Prashanth L. A.; Michael C. Fu 001; Steven I. Marcus (AAAI, 2017)

History of seeking better solutions, AKA simulation optimization. - Michael C. Fu 001; Shane G. Henderson (WSC, 2017)

On the asymptotic analysis of quantile sensitivity estimation by Monte Carlo simulation. - Yijie Peng; Michael C. Fu 001; Peter W. Glynn; Jianqiang Hu (WSC, 2017)

Data-driven adaptive threshold control for bike share systems. - Felisa J. Vázquez-Abad; Silvano Bernabel; Michael C. Fu 001 (WSC, 2017)

Option Pricing for a Jump-Diffusion Model with General Discrete Jump-Size Distributions. - Michael C. Fu 001; Bingqing Li; Guozhen Li; Rongwen Wu (Manag. Sci., 2017)

Adaptive System Optimization Using Random Directions Stochastic Approximation. - Prashanth L. A.; Shalabh Bhatnagar; Michael C. Fu 001; Steven I. Marcus (IEEE Trans. Autom. Control., 2017)

Myopic Allocation Policy With Asymptotically Optimal Sampling Rate. - Yijie Peng; Michael C. Fu 001 (IEEE Trans. Autom. Control., 2017)

Monte Carlo Tree Search: a Tutorial. - Michael C. Fu 001 (WSC, 2018)

On efficiencies of stochastic Optimization Procedures under Importance Sampling. - Henry Lam; Guangxin Jiang; Michael C. Fu 001 (WSC, 2018)

Sequential First-order response surface Methodology Augmented with Direct Gradients. - Yunchuan Li; Michael C. Fu 001 (WSC, 2018)

European option Pricing with stochastic volatility and jumps: Comparison of Monte Carlo and Fast Fourier transform Methods. - Uro Lyi; Michael C. Fu 001 (WSC, 2018)

A Review of Static and Dynamic Optimization for Ranking and Selection. - Yijie Peng; Chun-Hung Chen; Edwin K. P. Chong; Michael C. Fu 001 (WSC, 2018)

Risk-Sensitive Reinforcement Learning: A Constrained Optimization Viewpoint. - Prashanth L. A.; Michael C. Fu 001 (CoRR, 2018)

Applications of generalized likelihood ratio method to distribution sensitivities and steady-state simulation. - Lei Lei 005; Yijie Peng; Michael C. Fu 001; Jian-Qiang Hu (Discret. Event Dyn. Syst., 2018)

A New Unbiased Stochastic Derivative Estimator for Discontinuous Sample Performances with Structural Parameters. - Yijie Peng; Michael C. Fu 001; Jian-Qiang Hu; Bernd Heidergott (Oper. Res., 2018)

Importance Splitting for Finite-Time Rare Event Simulation. - Guangxin Jiang; Michael C. Fu 001 (IEEE Trans. Autom. Control., 2018)

Stochastic Optimization in a Cumulative Prospect Theory Framework. - Cheng Jie; Prashanth L. A.; Michael C. Fu 001; Steven I. Marcus; Csaba Szepesvári (IEEE Trans. Autom. Control., 2018)

Ranking and Selection as Stochastic Control. - Yijie Peng; Edwin K. P. Chong; Chun-Hung Chen; Michael C. Fu 001 (IEEE Trans. Autom. Control., 2018)

Gradient-Based Myopic Allocation Policy: An Efficient Sampling Procedure in a Low-Confidence Scenario. - Yijie Peng; Chun-Hung Chen; Michael C. Fu 001; Jian-Qiang Hu (IEEE Trans. Autom. Control., 2018)

Monte Carlo tree search with optimal computing budget allocation. - Yunchuan Li; Michael C. Fu 001; Jie Xu 004 (CDC, 2019)

Estimation of State-Space Models with Gaussian Mixture Process Noise. - Sina Miran; Jonathan Z. Simon; Michael C. Fu 001; Steven I. Marcus; Behtash Babadi (DSW, 2019)

Estimating Quantile Sensitivity for Financial Models with Correlations and Jumps. - Yijie Peng; Michael C. Fu 001; Jian-Qiang Hu; Lei Lei 005 (WSC, 2019)

A Spectral Index for Selecting the Best Alternative. - Guowei Sun; Yunchuan Li; Michael C. Fu 001 (WSC, 2019)

Utility-Based Statistical Selection Procedures. - Guowei Sun; Yunchuan Li; Michael C. Fu 001 (WSC, 2019)

Bayesian Sequential Experimental Design for Stochastic Kriging with Jackknife Error Estimates. - Guowei Sun; Yunchuan Li; Michael C. Fu 001 (WSC, 2019)

Simulation-Based Algorithms for Markov Decision Processes: Monte Carlo Tree Search from AlphaGo to AlphaZero. - Michael C. Fu 001 (Asia Pac. J. Oper. Res., 2019)

A Tutorial Introduction to Monte Carlo Tree Search. - Michael C. Fu 001 (WSC, 2020)

Sensitivity Analysis of ARC Criticalities in Stochastic Activity Networks. - Peng Wan; Michael C. Fu 001 (WSC, 2020)

Differentiation via Logarithmic Expansions. - Michael C. Fu 001; Bernd Heidergott; Haralambie Leahu; Felisa J. Vázquez-Abad (Asia Pac. J. Oper. Res., 2020)

Predictive Modeling for Epidemic Outbreaks: A New Approach and COVID-19 Case Study. - Jian Chen; Michael C. Fu 001; Wenhong Zhang; Junhua Zheng (Asia Pac. J. Oper. Res., 2020)

Optimal unbiased estimation for expected cumulative discounted cost. - Zhenyu Cui; Michael C. Fu 001; Yijie Peng; Lingjiong Zhu (Eur. J. Oper. Res., 2020)

On the Variance of Single-Run Unbiased Stochastic Derivative Estimators. - Zhenyu Cui; Michael C. Fu 001; Jian-Qiang Hu; Yanchu Liu; Yijie Peng; Lingjiong Zhu (INFORMS J. Comput., 2020)

Technical Note - Central Limit Theorems for Estimated Functions at Estimated Points. - Peter W. Glynn; Lin Fan; Michael C. Fu 001; Jian-Qiang Hu; Yijie Peng (Oper. Res., 2020)

Maximum Likelihood Estimation by Monte Carlo Simulation: Toward Data-Driven Stochastic Modeling. - Yijie Peng; Michael C. Fu 001; Bernd Heidergott; Henry Lam (Oper. Res., 2020)

Dynamic estimation of auditory temporal response functions via state-space models with Gaussian mixture process noise. - Sina Miran; Alessandro Presacco; Jonathan Z. Simon; Michael C. Fu 001; Steven I. Marcus; Behtash Babadi (PLoS Comput. Biol., 2020)

Random Directions Stochastic Approximation With Deterministic Perturbations. - Prashanth L. A.; Shalabh Bhatnagar; Nirav Bhavsar; Michael C. Fu 001; Steven I. Marcus (IEEE Trans. Autom. Control., 2020)

Variance Reduction for Generalized Likelihood Ratio Method in Quantile Sensitivity Estimation. - Yijie Peng; Michael C. Fu 001; Jiaqiao Hu; Pierre L'Ecuyer; Bruno Tuffin (WSC, 2021)

Sensitivity Analysis and Time-Cost Tradeoffs in Stochastic Activity Networks. - Peng Wan; Michael C. Fu 001; Steven I. Marcus (WSC, 2021)

Estimating a Conditional Expectation with the Generalized Likelihood Ratio Method. - Yi Zhou; Michael C. Fu 001; Ilya O. Ryzhov (WSC, 2021)

Computing Sensitivities for Distortion Risk Measures. - Peter W. Glynn; Yijie Peng; Michael C. Fu 001; Jian-Qiang Hu (INFORMS J. Comput., 2021)

Efficient Sampling Allocation Procedures for Optimal Quantile Selection. - Yijie Peng; Chun-Hung Chen; Michael C. Fu 001; Jian-Qiang Hu; Ilya O. Ryzhov (INFORMS J. Comput., 2021)

Importance Sampling for Rare-Event Gradient Estimation. - Yuanlu Bai; Shengyi He; Henry Lam; Guangxin Jiang; Michael C. Fu 001 (WSC, 2022)

Bandit-Based Multi-Start Strategies for Global Continuous Optimization. - Phillip Guo; Michael C. Fu 001 (WSC, 2022)

Policy Evaluation with Stochastic Gradient Estimation Techniques. - Yi Zhou; Michael C. Fu 001; Ilya O. Ryzhov (WSC, 2022)

Optimal Acceptance of Incompatible Kidneys. - Xingyu Ren; Michael C. Fu 001; Steven I. Marcus (CoRR, 2022)

Risk-Sensitive Reinforcement Learning via Policy Gradient Search. - Prashanth L. A.; Michael C. Fu 001 (Found. Trends Mach. Learn., 2022)

Dynamic Sampling Allocation Under Finite Simulation Budget for Feasibility Determination. - Zhongshun Shi; Yijie Peng; Leyuan Shi; Chun-Hung Chen; Michael C. Fu 001 (INFORMS J. Comput., 2022)

An Optimal Computing Budget Allocation Tree Policy for Monte Carlo Tree Search. - Yunchuan Li; Michael C. Fu 001; Jie Xu 004 (IEEE Trans. Autom. Control., 2022)

Sensitivity Analysis for Stopping Criteria with Application to Organ Transplantations. - Xingyu Ren; Michael C. Fu 001; Steven I. Marcus (WSC, 2023)

Simultaneous Perturbation-Based Stochastic Approximation For Quantile Optimization. - Meichen Song; Jiaqiao Hu; Michael C. Fu 001 (WSC, 2023)

Stochastic control for organ donations: A review. - Xingyu Ren; Michael C. Fu 001; Steven I. Marcus (Syst. Control. Lett., 2023)

Copula sensitivity analysis for portfolio credit derivatives. - Lei Lei 005; Yijie Peng; Michael C. Fu 001; Jian-Qiang Hu (Eur. J. Oper. Res., 2023)

A Tutorial for Monte Carlo Tree Search in AI. - Michael C. Fu 001; Daniel Qiu; Jie Xu 004 (WSC, 2024)

Generalizing the Generalized Likelihood Ratio Method Through a Push-Out Leibniz Integration Approach. - Xingyu Ren; Michael C. Fu 001 (WSC, 2024)

A Kidney Paired Donation Program Simulation. - Zhenyu Yue; Michael C. Fu 001; Hadi El-Amine; Jie Xu 004; Chun-Hung Chen (WSC, 2024)

Adaptive Importance Sampling for Efficient Stochastic Root Finding and Quantile Estimation. - Shengyi He; Guangxin Jiang; Henry Lam; Michael C. Fu 001 (Oper. Res., 2024)

Sequential Learning with a Similarity Selection Index. - Yi Zhou; Michael C. Fu 001; Ilya O. Ryzhov (Oper. Res., 2024)

Escalator Etiquette: Stand or Walk? A Systems Analysis. - Michael C. Fu 001 (Syst., 2024)

Contagion network, portfolio credit risk, and financial crisis. - Michael C. Fu 001; Bingqing Li; Fei Li; Rongwen Wu (Eur. J. Oper. Res., 2025)

Generalized likelihood ratio method for stochastic models with uniform random numbers as inputs. - Yijie Peng; Michael C. Fu 001; Jiaqiao Hu; Pierre L'Ecuyer; Bruno Tuffin (Eur. J. Oper. Res., 2025)

Technical Note - On the Convergence Rate of Stochastic Approximation for Gradient-Based Stochastic Optimization. - Jiaqiao Hu; Michael C. Fu 001 (Oper. Res., 2025)

Quantile Optimization via Multiple-Timescale Local Search for Black-Box Functions. - Jiaqiao Hu; Meichen Song; Michael C. Fu 001 (Oper. Res., 2025)