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Gradient-based simulated maxim...
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Simulation
15
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11
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9
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Fu, Michael C.
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27
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11
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10
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European journal of operational research : EJOR
8
INFORMS journal on computing : JOC
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
European Journal of Operational Research
7
Management Science
6
Operations research
6
Operations research : the journal of the Operations Research Society of America
6
SpringerLink / Bücher
3
Naval research logistics : an international journal
2
Operations research letters
2
The journal of computational finance
2
Communications and control engineering
1
Computational Statistics & Data Analysis
1
IIE transactions / Institute of Industrial Engineers, Norcross, Ga : industrial engineering and development
1
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
1
International Series in Operations Research & Management Science
1
International Series in Operations Research and Management Science Ser.
1
International journal of production economics
1
Journal of global optimization : an international journal dealing with theoretical and computational aspects of seeking global optima and their applications in science, management and engineering
1
Journal of management science and engineering
1
Operations Research/Computer Science Interfaces Series
1
Operations research, Management science : OR MS ; the international literature digest
1
Perspectives in operations research : papers in honor of Saul Gass' 80th birthday
1
Production and Operations Management
1
Production and operations management : an international journal of the Production and Operations Management Society
1
Simulation
1
Springer eBook Collection / Business and Economics
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ECONIS (ZBW)
33
OLC EcoSci
23
RePEc
14
BASE
2
Other ZBW resources
1
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51
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
Saved in:
52
Probabilistic Error Bounds for Simulation Quantile Estimators
Jin, Xing
;
Fu, Michael C.
;
Xiong, Xiaoping
- In:
Management science : journal of the Institute for …
49
(
2003
)
2
,
pp. 230-246
Persistent link: https://www.econbiz.de/10006084824
Saved in:
53
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
Saved in:
54
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
Saved in:
55
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
Saved in:
56
What you should know about simulation and derivatives
Fu, Michael C.
- In:
Naval research logistics : an international journal
55
(
2008
)
8
,
pp. 723-736
Persistent link: https://www.econbiz.de/10008145597
Saved in:
57
A New Stochastic Derivative Estimator for Discontinuous Payoff Functions with Application to Financial Derivatives
Wang, Yongqiang
;
Fu, Michael C.
;
Marcus, Steven I.
- In:
Operations research : the journal of the Operations …
60
(
2012
)
2
,
pp. 447-461
Persistent link: https://www.econbiz.de/10009973778
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58
ARTICLES - Monotone Optimal Policies for a Transient Queueing Staffing Problem
Fu, Michael C.
;
Marcus, Steven I.
;
Wang, I.-Jeng
- In:
Operations research : the journal of the Operations …
48
(
2000
)
2
,
pp. 327-331
Persistent link: https://www.econbiz.de/10006419266
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59
Sample Path Derivatives for (s, S) Inventory Systems
Fu, Michael C.
- In:
Operations research : the journal of the Operations …
42
(
1994
)
2
,
pp. 351-364
Persistent link: https://www.econbiz.de/10006421032
Saved in:
60
Rejoinder - Simulation Optimization in the Future: Evolution or Revolution?
Fu, Michael C.
- In:
INFORMS journal on computing : JOC
14
(
2002
)
3
,
pp. 226-227
Persistent link: https://www.econbiz.de/10007108526
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