Michael C. Fu
Optimization & Training · with 5 · 2001–2015
A researcher in the Science corpus: 9 papers; trusts 30 researchers and is trusted by 4 researchers here, as inferred from the citation graph.
Subfields
- Optimization & Training — 24 citations into it; #1,587 of 2,601 by trust here, #2,378 by citations
- Management Science and Operations Research — 20 citations into it; #5,413 of 11,946 by trust here, #5,316 by citations
- Statistics and Probability — 15 citations into it
- Artificial Intelligence — 11 citations into it
- Computational Theory and Mathematics — 11 citations into it
- Mathematical Optimization — 9 citations into it
- Finance — 8 citations into it; #9,571 of 10,518 by trust here, #6,671 by citations
- Probabilistic & Bayesian Methods — 8 citations into it
Whom Michael C. Fu trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Paul Glasserman
- James C. Spall
- Dilip B Madan 5
- Alexander Shapiro
- Iroon Polytechniou
- J. Kiefer
- Harold J. Kushner
- Bernard Delyon
- Ali Hirsa
- Michael C. Fu
Who trusts Michael C. Fu overall
- L. Jeff Hong
- Hamed Rahimian
- Peter I. Frazier
- Warrren B Powell
- Christiane Lemieux
- Sanjay Mehrotra
- Barry L. Nelson
- Leonora Bianchi
- Fred W. Glover
- Richard Cheng
Papers from Michael C. Fu's perspective
Ordered by how strongly the researchers Michael C. Fu trusts endorse each paper. Same corpus, a different order for every researcher.
- Acceleration of stochastic approximation by averaging
- Simulation Modeling and Analysis
- A Stochastic Approximation Method
- Lectures on Stochastic Programming: Modeling and Theory
- Stochastic Approximation approach to Stochastic Programming
- Valuing American Options by Simulation: A Simple Least-Squares Approach
- Discrete Event Systems: Sensitivity Analysis and Stochastic Optimization by the Score Function Method
- Multivariate stochastic approximation using a simultaneous perturbation gradient approximation
- Monte Carlo Methods in Financial Engineering
- The Cross-Entropy Method: A Unified Approach to Combinatorial Optimization, Monte-Carlo Simulation, and Machine Learning
Their papers
- An Overview of Stochastic Approximation (2015) — 39 citations
- Chapter 19 Gradient Estimation (2006) — 107 citations
- Simulation optimization: a review, new developments, and applications (2005) — 448 citations
- Handbook of Simulation Optimization (2014) — 295 citations
- Advances in mathematical finance (2007) — 48 citations
- Variance-Gamma and Monte Carlo (2007) — 59 citations
- Feature Article: Optimization for simulation: Theory vs. Practice (2002) — 630 citations
- Optimization for Simulation: Theory vs. Practice (2002) — 337 citations
- Pricing American Options: A Comparison of Monte Carlo Simulation Approaches ⁄ (2001) — 155 citations