Fu Michael C

Michael C Fu

Information about the author Michael C Fu will soon be added to the site.
Found 7 papers in total
Technical Note–On Estimating Quantile Sensitivities via Infinitesimal Perturbation Analysis
Technical Note–On Estimating Quantile Sensitivities via Infinitesimal Perturbation Analysis
2015
Hong (2009) [Hong LJ (2009) Estimating quantile sensitivities. Oper. Res....
Sequential Selection with Unknown Correlation Structures
Sequential Selection with Unknown Correlation Structures
2015
We create the first computationally tractable Bayesian statistical model for learning...
Capital renewal as a real option
Capital renewal as a real option
2011
We consider the timing of replacement of obsolete subsystems within an extensive,...
Conditional Monte Carlo estimation of quantile sensitivities
Conditional Monte Carlo estimation of quantile sensitivities
2009
Estimating quantile sensitivities is important in many optimization applications, from...
What you should know about simulation and derivatives
What you should know about simulation and derivatives
2008
Derivatives (or gradients) are important for both sensitivity analysis and...
Simulation Allocation for Determining the Best Design in the Presence of Correlated Sampling
Simulation Allocation for Determining the Best Design in the Presence of Correlated Sampling
2007
We consider the problem of efficiently allocating simulation replications in order to...
An Evolutionary Random Policy Search Algorithm for Solving Markov Decision Processes
An Evolutionary Random Policy Search Algorithm for Solving Markov Decision Processes
2007
This paper presents a new randomized search method called evolutionary random policy...
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