D-Index & Metrics Best Publications

D-Index & Metrics D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines.

Discipline name D-index D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines. Citations Publications World Ranking National Ranking
Mathematics D-index 47 Citations 10,389 245 World Ranking 919 National Ranking 446
Engineering and Technology D-index 48 Citations 10,857 250 World Ranking 2228 National Ranking 852

Research.com Recognitions

Awards & Achievements

2007 - Fellow of the Institute for Operations Research and the Management Sciences (INFORMS)

Overview

What is he best known for?

The fields of study he is best known for:

  • Statistics
  • Mathematical optimization
  • Surgery

Mathematical optimization, Stochastic approximation, Markov decision process, Management science and Simulation software are his primary areas of study. His Mathematical optimization research is multidisciplinary, incorporating perspectives in Monte Carlo method, Monte Carlo methods for option pricing, Simultaneous perturbation stochastic approximation and Sensitivity. His Stochastic approximation study combines topics from a wide range of disciplines, such as Stochastic control, Simulation, Stochastic optimization and Applied mathematics.

His studies in Markov decision process integrate themes in fields like Sampling, Adaptive sampling, Curse of dimensionality and Operations research. The study incorporates disciplines such as Simulation optimization, Layered queueing network, Industrial engineering and Computer-aided engineering in addition to Management science. His Commercial software research extends to Simulation software, which is thematically connected.

His most cited work include:

  • Feature Article: Optimization for simulation: Theory vs. Practice (581 citations)
  • Optimization for Simulation: Theory vs. Practice (548 citations)
  • OPTIMIZATION VIA SIMULATION: A REVIEW (358 citations)

What are the main themes of his work throughout his whole career to date?

His primary scientific interests are in Mathematical optimization, Estimator, Applied mathematics, Stochastic approximation and Markov decision process. His study in Mathematical optimization is interdisciplinary in nature, drawing from both Sampling, Monte Carlo method and Markov process. His Estimator research integrates issues from Queueing theory, Quantile, Econometrics and Sensitivity.

His research links Random variable with Applied mathematics. His work carried out in the field of Stochastic approximation brings together such families of science as Stochastic process and Simultaneous perturbation stochastic approximation. In his work, Adaptive sampling is strongly intertwined with Algorithm, which is a subfield of Markov decision process.

He most often published in these fields:

  • Mathematical optimization (46.45%)
  • Estimator (19.15%)
  • Applied mathematics (17.73%)

What were the highlights of his more recent work (between 2017-2021)?

  • Mathematical optimization (46.45%)
  • Applied mathematics (17.73%)
  • Estimator (19.15%)

In recent papers he was focusing on the following fields of study:

Michael C. Fu mainly investigates Mathematical optimization, Applied mathematics, Estimator, Monte Carlo method and Surgery. Michael C. Fu works on Mathematical optimization which deals in particular with Approximation algorithm. His Approximation algorithm study combines topics in areas such as Stochastic approximation, Dynamic programming, Stochastic control, Stochastic optimization and Function approximation.

The concepts of his Estimator study are interwoven with issues in Distribution, Quantile, Truncation and Sensitivity. His research in Monte Carlo method intersects with topics in Artificial neural network, Artificial intelligence, Stochastic process and Probability distribution. Michael C. Fu interconnects Decision tree and Markov decision process in the investigation of issues within Artificial neural network.

Between 2017 and 2021, his most popular works were:

  • Ranking and Selection as Stochastic Control (33 citations)
  • A New Unbiased Stochastic Derivative Estimator for Discontinuous Sample Performances with Structural Parameters (28 citations)
  • Epidemiology of injuries in tennis players. (21 citations)

In his most recent research, the most cited papers focused on:

  • Statistics
  • Mathematical optimization
  • Surgery

His primary areas of study are Mathematical optimization, Applied mathematics, Estimator, Ranking and Selection. His Mathematical optimization research focuses on Approximation algorithm in particular. His research investigates the connection between Applied mathematics and topics such as Derivative that intersect with issues in Conditional expectation, Finite difference algorithm, Numerical differentiation, Logarithm and Finite difference.

His Estimator research incorporates themes from Distribution and Quantile. His Sampling research includes elements of Tree, Monte Carlo tree search, Markov decision process and Search problem. His Cumulative prospect theory research includes themes of Stochastic process, Simultaneous perturbation stochastic approximation, Probabilistic logic and Stochastic optimization.

This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.

Best Publications

Optimization for Simulation: Theory vs. Practice

Michael C. Fu.
(2002)

1259 Citations

Feature Article: Optimization for simulation: Theory vs. Practice

Michael C. Fu.
Informs Journal on Computing (2002)

931 Citations

OPTIMIZATION VIA SIMULATION: A REVIEW

Michael C. Fu.
Annals of Operations Research (1994)

600 Citations

Simulation optimization: a review, new developments, and applications

Michael C. Fu;Fred W. Glover;Jay April.
winter simulation conference (2005)

579 Citations

Simulation-Based Algorithms for Markov Decision Processes

Hyeong Soo Chang;Jiaqiao Hu;Michael C. Fu;Steven I. Marcus.
(2008)

317 Citations

ACM Transactions on Modeling and Computer Simulation: Guest Editorial

Michael Fu;Barry Nelson.
ACM Transactions on Modeling and Computer Simulation (2003)

273 Citations

Pricing Continuous Asian Options: A Comparison of Monte Carlo and Laplace Transform Inversion Methods

Michael C. Fu;Dilip B. Madan;Tong Wang;Robert H. Smith.
Journal of Computational Finance (1998)

253 Citations

Efficient Simulation Budget Allocation for Selecting an Optimal Subset

Chun-Hung Chen;Donghai He;Michael C. Fu;Loo Hay Lee.
Informs Journal on Computing (2008)

253 Citations

Models for multi-echelon repairable item inventory systems with limited repair capacity

Angel Díaz;Michael C. Fu.
European Journal of Operational Research (1997)

249 Citations

Pricing American Options: A Comparison of Monte Carlo Simulation Approaches ⁄

Michael C. Fu;Scott B. Laprise;Dilip B. Madan;Yi Su.
Journal of Computational Finance (2001)

238 Citations

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