Michael C. Fu
University of Maryland
H-index: 51
North America-United States
Top articles of Michael C. Fu
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
On the convergence rate of stochastic approximation for gradient-based stochastic optimization | Operations Research | Jiaqiao Hu Michael C Fu | 2024/3/8 |
Quantile Optimization via Multiple-Timescale Local Search for Black-Box Functions | Operations Research | Jiaqiao Hu Meichen Song Michael C Fu | 2024/3/12 |
Adaptive importance sampling for efficient stochastic root finding and quantile estimation | Operations Research | Shengyi He Guangxin Jiang Henry Lam Michael C Fu | 2023/6/2 |
Sequential learning with a similarity selection index | Operations Research | Yi Zhou Michael C Fu Ilya O Ryzhov | 2023/5/17 |
Sensitivity Analysis for Stopping Criteria with Application to Organ Transplantations | Xingyu Ren Michael C Fu Steven I Marcus | 2023/12/10 | |
Stochastic control for organ donations: A review | Xingyu Ren Michael C Fu Steven I Marcus | 2023/3/1 | |
Simultaneous Perturbation-Based Stochastic Approximation For Quantile Optimization | Meichen Song Jiaqiao Hu Michael C Fu | 2023/12/10 | |
Simulation Optimization in the New Era of AI | Yijie Peng Chun-Hung Chen Michael C Fu | 2023/10 | |
Copula sensitivity analysis for portfolio credit derivatives | European Journal of Operational Research | Lei Lei Yijie Peng Michael C Fu Jian-Qiang Hu | 2023/7/1 |
Dynamic sampling allocation under finite simulation budget for feasibility determination | INFORMS Journal on Computing | Zhongshun Shi Yijie Peng Leyuan Shi Chun-Hung Chen Michael C Fu | 2022/1 |
Policy Evaluation with Stochastic Gradient Estimation Techniques | Yi Zhou Michael C Fu Ilya O Ryzhov | 2022/12/11 | |
Optimal Acceptance of Incompatible Kidneys | arXiv preprint arXiv:2212.01808 | Xingyu Ren Michael C Fu Steven I Marcus | 2022/12/4 |
Variance reduction for generalized likelihood ratio method by conditional Monte Carlo and randomized Quasi-Monte Carlo methods | Journal of Management Science and Engineering | Yijie Peng Michael C Fu Jiaqiao Hu Pierre L’Ecuyer Bruno Tuffin | 2022/12/1 |
Using Importance Samping in Estimating Weak Derivative | arXiv preprint arXiv:2209.13184 | Cheng Jie Michael C Fu | 2022/9/27 |
Importance Sampling for Rare-Event Gradient Estimation | Yuanlu Bai Shengyi He Henry Lam Guangxin Jiang Michael C Fu | 2022/12/11 | |
Risk-sensitive reinforcement learning via policy gradient search | Foundations and Trends® in Machine Learning | LA Prashanth Michael C Fu | 2022/6/14 |
Bandit-Based Multi-Start Strategies for Global Continuous Optimization | Phillip Guo Michael C Fu | 2022/12/11 | |
Efficient sampling allocation procedures for optimal quantile selection | INFORMS Journal on Computing | Yijie Peng Chun-Hung Chen Michael C Fu Jian-Qiang Hu Ilya O Ryzhov | 2021/1 |
Sensitivity analysis and time-cost tradeoffs in stochastic activity networks | Peng Wan Michael C Fu Steven I Marcus | 2021/12/12 | |
Estimating a conditional expectation with the generalized likelihood ratio method | Yi Zhou Michael C Fu Ilya O Ryzhov | 2021/12/12 |
