| 2025 | WSC | Simulation Optimization and Stochastic Gradients: Theory & Practice. | Michael C. Fu, Jiaqiao Hu, Ilya O. Ryzhov, Enlu Zhou |
| 2024 | WSC | A Tutorial for Monte Carlo Tree Search in AI. | Michael C. Fu, Daniel Qiu, Jie Xu |
| 2024 | WSC | Generalizing the Generalized Likelihood Ratio Method Through a Push-Out Leibniz Integration Approach. | Xingyu Ren, Michael C. Fu |
| 2024 | WSC | A Kidney Paired Donation Program Simulation. | Zhenyu Yue, Michael C. Fu, Hadi El-Amine, Jie Xu, Chun-Hung Chen |
| 2023 | WSC | Sensitivity Analysis for Stopping Criteria with Application to Organ Transplantations. | Xingyu Ren, Michael C. Fu, Steven I. Marcus |
| 2023 | WSC | Simultaneous Perturbation-Based Stochastic Approximation For Quantile Optimization. | Meichen Song, Jiaqiao Hu, Michael C. Fu |
| 2022 | WSC | Importance Sampling for Rare-Event Gradient Estimation. | Yuanlu Bai, Shengyi He, Henry Lam, Guangxin Jiang, Michael C. Fu |
| 2022 | WSC | Bandit-Based Multi-Start Strategies for Global Continuous Optimization. | Phillip Guo, Michael C. Fu |
| 2022 | WSC | Policy Evaluation with Stochastic Gradient Estimation Techniques. | Yi Zhou, Michael C. Fu, Ilya O. Ryzhov |
| 2021 | WSC | Variance Reduction for Generalized Likelihood Ratio Method in Quantile Sensitivity Estimation. | Yijie Peng, Michael C. Fu, Jiaqiao Hu, Pierre L'Ecuyer, Bruno Tuffin |
| 2021 | WSC | Sensitivity Analysis and Time-Cost Tradeoffs in Stochastic Activity Networks. | Peng Wan, Michael C. Fu, Steven I. Marcus |
| 2021 | WSC | Estimating a Conditional Expectation with the Generalized Likelihood Ratio Method. | Yi Zhou, Michael C. Fu, Ilya O. Ryzhov |
| 2020 | WSC | A Tutorial Introduction to Monte Carlo Tree Search. | Michael C. Fu |
| 2020 | WSC | Sensitivity Analysis of ARC Criticalities in Stochastic Activity Networks. | Peng Wan, Michael C. Fu |
| 2019 | WSC | Estimating Quantile Sensitivity for Financial Models with Correlations and Jumps. | Yijie Peng, Michael C. Fu, Jian-Qiang Hu, Lei Lei |
| 2019 | WSC | A Spectral Index for Selecting the Best Alternative. | Guowei Sun, Yunchuan Li, Michael C. Fu |
| 2019 | WSC | Utility-Based Statistical Selection Procedures. | Guowei Sun, Yunchuan Li, Michael C. Fu |
| 2019 | WSC | Bayesian Sequential Experimental Design for Stochastic Kriging with Jackknife Error Estimates. | Guowei Sun, Yunchuan Li, Michael C. Fu |
| 2018 | WSC | Monte Carlo Tree Search: a Tutorial. | Michael C. Fu |
| 2018 | WSC | On efficiencies of stochastic Optimization Procedures under Importance Sampling. | Henry Lam, Guangxin Jiang, Michael C. Fu |
| 2018 | WSC | Sequential First-order response surface Methodology Augmented with Direct Gradients. | Yunchuan Li, Michael C. Fu |
| 2018 | WSC | European option Pricing with stochastic volatility and jumps: Comparison of Monte Carlo and Fast Fourier transform Methods. | Uro Lyi, Michael C. Fu |
| 2018 | WSC | A Review of Static and Dynamic Optimization for Ranking and Selection. | Yijie Peng, Chun-Hung Chen, Edwin K. P. Chong, Michael C. Fu |
| 2017 | AAAI | Weighted Bandits or: How Bandits Learn Distorted Values That Are Not Expected. | Aditya Gopalan, Prashanth L. A., Michael C. Fu, Steven I. Marcus |
| 2017 | WSC | History of seeking better solutions, AKA simulation optimization. | Michael C. Fu, Shane G. Henderson |
| 2017 | WSC | On the asymptotic analysis of quantile sensitivity estimation by Monte Carlo simulation. | Yijie Peng, Michael C. Fu, Peter W. Glynn, Jianqiang Hu |
| 2017 | WSC | Data-driven adaptive threshold control for bike share systems. | Felisa J. Vzquez-Abad, Silvano Bernabel, Michael C. Fu |
| 2016 | ICML | Cumulative Prospect Theory Meets Reinforcement Learning: Prediction and Control. | Prashanth L. A., Cheng Jie, Michael C. Fu, Steven I. Marcus, Csaba Szepesvri |
| 2016 | WSC | AlphaGo and Monte Carlo tree search: The simulation optimization perspective. | Michael C. Fu |
| 2016 | WSC | On the regularity conditions and applications for generalized likelihood ratio method. | Yijie Peng, Michael C. Fu, Jian-Qiang Hu |
| 2015 | WSC | Optimal importance sampling for simulation of lvy processes. | Guangxin Jiang, Michael C. Fu, Chenglong Xu |
| 2015 | WSC | Non-monotonicity of probability of correct selection. | Yijie Peng, Chun-Hung Chen, Michael C. Fu, Jian-Qiang Hu |
| 2014 | WSC | Regulation of systemic risk through contributory endogenous agent-based modeling. | Aurora J. Bristor, Sean L. Barnes, Michael C. Fu |
| 2014 | WSC | On the sensitivity of greek kernel estimators to bandwidth parameters. | Marie Chau, Michael C. Fu |
| 2014 | WSC | Simulation optimization: a tutorial overview and recent developments in gradient-based methods. | Marie Chau, Michael C. Fu, Huashuai Qu, Ilya O. Ryzhov |
| 2014 | WSC | Simulation optimization: a panel on the state of the art in research and practice. | Michael C. Fu, Gzin Bayraksan, Shane G. Henderson, Barry L. Nelson, Warren B. Powell, Ilya O. Ryzhov, Benjamin G. Thengvall |
| 2013 | SMC | Design and Evaluation of Partial Weight-Bearing Sensor and Haptic Feedback System for Lower-Extremity Orthopedic Patients. | Levi DeLuke, Ying Jean Zheng, Michael C. Fu, Jonathan N. Grauer, Richard E. Fan, John B. Morrell |
| 2013 | WSC | An empirical sensitivity analysis of the Kiefer-Wolfowitz algorithm and its variants. | Marie Chau, Huashuai Qu, Michael C. Fu, Ilya O. Ryzhov |
| 2013 | WSC | A dynamic framework for statistical selection problems. | Yijie Peng, Michael C. Fu, Chun-Hung Chen, Jian-Qiang Hu |
| 2013 | WSC | Learning logistic demand curves in business-to-business pricing. | Huashuai Qu, Ilya O. Ryzhov, Michael C. Fu |
| 2012 | WSC | On direct gradient enhanced simulation metamodels. | Huashuai Qu, Michael C. Fu |
| 2012 | WSC | Ranking and selection with unknown correlation structures. | Huashuai Qu, Ilya O. Ryzhov, Michael C. Fu |
| 2010 | WSC | Estimating Greeks for Variance-Gamma. | Lingyan Cao, Michael C. Fu |
| 2010 | WSC | Model-based Evolutionary Optimization. | Yongqiang Wang, Michael C. Fu, Steven I. Marcus |
| 2009 | WSC | Sensitivity Analysis for Barrier Options. | Yongqiang Wang, Michael C. Fu, Steven I. Marcus |
| 2009 | WSC | A Numerical Method for Financial Decision Problems under Stochastic Volatility. | Enlu Zhou, Lin Kun, Michael C. Fu, Steven I. Marcus |
| 2008 | WSC | Some topics for simulation optimization. | Michael C. Fu, Chun-Hung Chen, Leyuan Shi |
| 2008 | WSC | A particle filtering framework for randomized optimization algorithms. | Enlu Zhou, Michael C. Fu, Steven I. Marcus |
| 2006 | WSC | Applying model reference adaptive search to American-style option pricing. | Huiju Zhang, Michael C. Fu |
| 2005 | WSC | A loss default simulation model of the federal bank deposit insurance funds. | Rosalind L. Bennett, Daniel A. Nuxoll, Robert A. Jarrow, Michael C. Fu, Huiju Zhang |
| 2005 | WSC | Simulation optimization: a review, new developments, and applications. | Michael C. Fu, Fred W. Glover, Jay April |
| 2005 | WSC | Stochastic optimization using model reference adaptive search. | Jiaqiao Hu, Michael C. Fu, Steven I. Marcus |
| 2004 | WSC | Optimal Computing Budget Allocation Under Correlated Sampling. | Michael C. Fu, Jian-Qiang Hu, Chun-Hung Chen, Xiaoping Xiong |
| 2004 | WSC | Risk and Information in the Estimation of Hidden Markov Models. | Vahid Reza Ramezani, Steven I. Marcus, Michael C. Fu |
| 2003 | WSC | Public health: computer simulation of a mobile examination center. | Vera Z. Osidach, Michael C. Fu |
| 2003 | WSC | Customer relations management: call center operations: fluid approximations for a priority call center with time-varying arrivals. | Ahmad D. Ridley, Michael C. Fu, William A. Massey |
| 2002 | WSC | Financial derivatives and real options: hedging beyond duration and convexity. | Jian Chen, Michael C. Fu |
| 2002 | WSC | Optimization via simulation: randomized-direction stochastic approximation algorithms using deterministic sequences. | Xiaoping Xiong, I-Jeng Wang, Michael C. Fu |
| 2001 | WSC | Simulation optimization. | Michael C. Fu |
| 2001 | WSC | A new approach to pricing American-style derivatives. | Scott B. Laprise, Michael C. Fu, Steven I. Marcus, Andrew E. B. Lim |
| 2000 | WSC | Integrating optimization and simulation: research and practice. | Michael C. Fu, Sigrn Andradttir, John S. Carson II, Fred W. Glover, Charles R. Harrell, Yu-Chi Ho, James P. Kelly, Stephen M. Robinson |
| 2000 | WSC | Simulation in financial engineering: importance sampling in derivative securities pricing. | Yi Su, Michael C. Fu |
| 1998 | WSC | Operational Modeling and Simulation in Semiconductor Manufacturing. | John W. Fowler, Michael C. Fu, Lee Schruben, Steven Brown, Frank Chance, Sean Cunningham, Courtland Hilton, Mani Janakiram, Richard Stafford, James Hutchby |
| 1996 | WSC | A Comparison of Perturbation Analysis Techniques. | Michael C. Fu, Jian-Qiang Hu |
| 1995 | WSC | Pricing of Financial Derivatives via Simulation. | Michael C. Fu |
| 1995 | WSC | Transfer Optimization via Simultaneous Perturbation Stochastic Approximation. | Stacy D. Hill, Michael C. Fu |
| 1994 | WSC | A tutorial review of techniques for simulation optimization. | Michael C. Fu |
| 1994 | WSC | Simulation optimization via simultaneous perturbation stochastic approximation. | Stacy D. Hill, Michael C. Fu |
| 1993 | WSC | An application of perturbation analysis to a replacement problem in maintenance theory. | Michael C. Fu, Jian-Qiang Hu, Leyuan Shi |
| 1992 | WSC | Simulation Optimization of (s, S) Inventory Systems. | Michael C. Fu, Kevin J. Healy |
| 1991 | WSC | Application of perturbation analysis to (s, S) inventory systems. | Sridhar Bashyam, Michael C. Fu |
| 1990 | WSC | Bias properties of infinitesimal perturbation analysis for multi-server queues. | Michael C. Fu, Jian-Qiang Hu |
| 1988 | WSC | Using perturbation analysis for gradient estimation, averaging and updating in a stochastic approximation algorithm. | Michael C. Fu, Yu-Chi Ho |