Similar Search Results

Efficient Design and Sensitivity Analysis of Control Charts Using Monte Carlo Simulation

Fu, Michael C.; Hu, Jian-Qiang - In: Management Science 45 (1999) 3, pp. 395-413

The design of control charts in statistical quality control addresses the optimal selection of the design parameters (such as the sampling frequency and the control limits) and includes sensitivity analysis with respect to system parameters (such as the various process parameters and the...

Persistent link: https://www.econbiz.de/10009214156

Conditional Monte Carlo Estimation of Quantile Sensitivities

Fu, Michael C.; Hong, L. Jeff; Hu, Jian-Qiang - In: Management Science 55 (2009) 12, pp. 2019-2027

Estimating quantile sensitivities is important in many optimization applications, from hedging in financial engineering to service-level constraints in inventory control to more general chance constraints in stochastic programming. Recently, Hong (Hong, L. J. 2009. Estimating quantile...

Persistent link: https://www.econbiz.de/10009208830

Two-timescale algorithms for simulation optimization of hidden Markov models

Bhatnagar, Shalabh; Fu, Michael C.; Marcus, Steven I.; … - In: IIE transactions / Institute of Industrial Engineers, … 33 (2001) 3, pp. 245-258

Persistent link: https://www.econbiz.de/10006183244

Optimal joint preventive maintenance and production policies

Yao, Xiaodong; Xie, Xiaolan; Fu, Michael C.; Marcus, … - In: Naval research logistics : an international journal 52 (2005) 7, pp. 668-681

Persistent link: https://www.econbiz.de/10005920912

Pricing American-Style Derivatives with European Call Options

Laprise, Scott B.; Fu, Michael C.; Marcus, Steven I.; … - In: Management science : journal of the Institute for … 52 (2006) 1, pp. 95-110

Persistent link: https://www.econbiz.de/10006075519

Efficent Design and Sensitivity Analysis of Control Charts Using Monte Carlo Simulation

Fu, Michael C.; Hu, Jian-Qiang - In: Management science : journal of the Institute for … 45 (1999) 3, pp. 395-413

Persistent link: https://www.econbiz.de/10006096805

Optimization of (s, S) Inventory Systems with Random Lead Times and a Service Level Constraint

Bashyam, Sridhar; Fu, Michael C. - In: Management science : journal of the Institute for … 44 (1998) 12, pp. 243-256

Persistent link: https://www.econbiz.de/10006098319

Second Derivative Sample Path Estimators for the Gl-G-m Queue

Fu, Michael C.; Hu, Jian-Qiang - In: Management science : journal of the Institute for … 39 (1993) 3, pp. 359-383

Persistent link: https://www.econbiz.de/10006106589

Estimating customer service in a two-location continuous review inventory model with emergency transshipments

Xu, Kefeng; Evers, Philip T.; Fu, Michael C. - In: European journal of operational research : EJOR 145 (2003) 3, pp. 569-584

Persistent link: https://www.econbiz.de/10006652055

D MODELING AND SYSTEMS ANALYSIS - Optimization for simulation: Theory vs. practice De:000

Fu, Michael C. - In: Operations research, Management science : OR MS ; the … 43 (2003) 3, pp. 313-314

Persistent link: https://www.econbiz.de/10006506480