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Efficient simulation budget allocation for selecting an optimal subset

Chen, Chun-hung; He, Donghai; Fu, Michael; Lee, Loo Hay - In: INFORMS journal on computing : JOC 20 (2008) 4, pp. 579-595

Persistent link: https://www.econbiz.de/10003772390

Simulation-based algorithms for Markov decision processes

Fu, Michael; Hu, Jiaqiao; Marcus, Steven I. - 2007

Persistent link: https://www.econbiz.de/10003383997

Sequential selection with unknown correlation structures

Qu, Huashuai; Ryzhov, Ilya O.; Fu, Michael; Ding, Zi - In: Operations research 63 (2015) 4, pp. 931-948

Persistent link: https://www.econbiz.de/10011313170

On estimating quantile sensitivities via infinitesimal perturbation analysis

Jiang, Guangxin; Fu, Michael - In: Operations research 63 (2015) 2, pp. 435-441

Persistent link: https://www.econbiz.de/10010526698

Regression models augmented with direct stochastic gradient estimators

Fu, Michael; Qu, Huashuai - In: INFORMS journal on computing : JOC 26 (2014) 3, pp. 484-499

Persistent link: https://www.econbiz.de/10010399808

Maximum likelihood estimation by Monte Carlo simulation : toward data-driven stochastic modeling

Peng, Yijie; Fu, Michael; Heidergott, Bernd; Lam, Henry - In: Operations research 68 (2020) 6, pp. 1896-1912

Persistent link: https://www.econbiz.de/10012392175

On the variance of single-run unbiased stochastic derivative estimators

Cui, Zhenyu; Fu, Michael; Hu, Jian-Qiang; Liu, Yanchu; … - In: INFORMS journal on computing : JOC 32 (2020) 2, pp. 390-407

Persistent link: https://www.econbiz.de/10012242769

Optimal unbiased estimation for expected cumulative discounted cost

Cui, Zhenyu; Fu, Michael; Peng, Yijie; Zhu, Lingjiong - In: European journal of operational research : EJOR 286 (2020) 2, pp. 604-618

Persistent link: https://www.econbiz.de/10012291551

A new unbiased stochastic derivative estimator for discontinuous sample performances with structural parameters

Peng, Yijie; Fu, Michael; Hu, Jian-Qiang; Heidergott, Bernd - In: Operations research 66 (2018) 2, pp. 487-499

Persistent link: https://www.econbiz.de/10011845997

Handbook of Simulation Optimization

Fu, Michael C. - 2015

The Handbook of Simulation Optimization presents an overview of the state of the art of simulation optimization, providing a survey of the most well-established approaches for optimizing stochastic simulation models and a sampling of recent research advances in theory and methodology. Leading...

Persistent link: https://www.econbiz.de/10012401970