Optimization for simulation: Theory vs. practice MC Fu INFORMS Journal on Computing 14 (3), 192-215, 2002 | 1316 | 2002 |
Simulation optimization: a review, new developments, and applications MC Fu, FW Glover, J April Proceedings of the Winter Simulation Conference, 2005., 13 pp., 2005 | 645 | 2005 |
Optimization via simulation: A review MC Fu Annals of operations research 53, 199-247, 1994 | 613 | 1994 |
Handbook of simulation optimization MC Fu Springer, 2015 | 449 | 2015 |
Conditional Monte Carlo: Gradient estimation and optimization applications MC Fu, JQ Hu Springer Science & Business Media, 2012 | 402 | 2012 |
Gradient estimation MC Fu Handbooks in operations research and management science 13, 575-616, 2006 | 374 | 2006 |
Simulation-based algorithms for Markov decision processes HS Chang, J Hu, MC Fu, SI Marcus Springer, 2013 | 344 | 2013 |
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 | 296 | 2008 |
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 | 264 | 1997 |
Queueing theory in manufacturing: A survey MK Govil, MC Fu Journal of manufacturing systems 18 (3), 214-240, 1999 | 263 | 1999 |
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 | 255 | 1999 |
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 | 247 | 2001 |
A model reference adaptive search method for global optimization J Hu, MC Fu, SI Marcus Operations research 55 (3), 549-568, 2007 | 236 | 2007 |
An adaptive sampling algorithm for solving Markov decision processes HS Chang, MC Fu, J Hu, SI Marcus Operations Research 53 (1), 126-139, 2005 | 201 | 2005 |
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 | 199 | 1998 |
Simulation optimization MC Fu Proceeding of the 2001 Winter Simulation Conference (Cat. No. 01CH37304) 1 …, 2001 | 176 | 2001 |
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 | 170 | 2004 |
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 | 150 | 2000 |
Sample path derivatives for (s, S) inventory systems MC Fu Operations Research 42 (2), 351-364, 1994 | 149 | 1994 |
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 | 144 | 1995 |