Michael C. Fu 0001 - researchr alias

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Viewing Publication 1 - 43 from 43

2023

2022

Risk-Sensitive Reinforcement Learning via Policy Gradient SearchPrashanth L. A., Michael C. Fu 0001. ftml, 15(5):537-693, 2022. [doi]

Importance Sampling for Rare-Event Gradient EstimationYuanlu Bai, Shengyi He, Henry Lam, Guangxin Jiang, Michael C. Fu 0001. wsc 2022: 3063-3074 [doi]

Bandit-Based Multi-Start Strategies for Global Continuous OptimizationPhillip Guo, Michael C. Fu 0001. wsc 2022: 3194-3205 [doi]

An Optimal Computing Budget Allocation Tree Policy for Monte Carlo Tree SearchYunchuan Li, Michael C. Fu 0001, Jie Xu 0004. tac, 67(6):2685-2699, 2022. [doi]

Dynamic Sampling Allocation Under Finite Simulation Budget for Feasibility DeterminationZhongshun Shi, Yijie Peng, Leyuan Shi, Chun-Hung Chen, Michael C. Fu 0001. informs, 34(1):557-568, 2022. [doi]

Policy Evaluation with Stochastic Gradient Estimation TechniquesYi Zhou, Michael C. Fu 0001, Ilya O. Ryzhov. wsc 2022: 3039-3050 [doi]

2021

2020

A Tutorial Introduction to Monte Carlo Tree SearchMichael C. Fu 0001. wsc 2020: 1178-1193 [doi]

Differentiation via Logarithmic ExpansionsMichael C. Fu 0001, Bernd Heidergott, Haralambie Leahu, Felisa J. Vázquez-Abad. apjor, 37(1), 2020. [doi]

Random Directions Stochastic Approximation With Deterministic PerturbationsPrashanth L. A., Shalabh Bhatnagar, Nirav Bhavsar, Michael C. Fu 0001, Steven I. Marcus. tac, 65(6):2450-2465, 2020. [doi]

Predictive Modeling for Epidemic Outbreaks: A New Approach and COVID-19 Case StudyJian Chen, Michael C. Fu 0001, Wenhong Zhang, Junhua Zheng. apjor, 37(3), 2020. [doi]

On the Variance of Single-Run Unbiased Stochastic Derivative EstimatorsZhenyu Cui, Michael C. Fu 0001, Jian-Qiang Hu, Yanchu Liu, Yijie Peng, Lingjiong Zhu. informs, 32(2):390-407, 2020. [doi]

Optimal unbiased estimation for expected cumulative discounted costZhenyu Cui, Michael C. Fu 0001, Yijie Peng, Lingjiong Zhu. eor, 286(2):604-618, 2020. [doi]

Technical Note - Central Limit Theorems for Estimated Functions at Estimated PointsPeter W. Glynn, Lin Fan, Michael C. Fu 0001, Jian-Qiang Hu, Yijie Peng. ior, 68(5):1557-1563, 2020. [doi]

Dynamic estimation of auditory temporal response functions via state-space models with Gaussian mixture process noiseSina Miran, Alessandro Presacco, Jonathan Z. Simon, Michael C. Fu 0001, Steven I. Marcus, Behtash Babadi. ploscb, 16(8), 2020. [doi]

Maximum Likelihood Estimation by Monte Carlo Simulation: Toward Data-Driven Stochastic ModelingYijie Peng, Michael C. Fu 0001, Bernd Heidergott, Henry Lam. ior, 68(6):1896-1912, 2020. [doi]

Sensitivity Analysis of ARC Criticalities in Stochastic Activity NetworksPeng Wan, Michael C. Fu 0001. wsc 2020: 2911-2922 [doi]

2019

2008

A Model Reference Adaptive Search Method for Stochastic Global OptimizationMichael C. Fu 0001, Jiaqiao Hu, Steven I. Marcus. cominfsys, 8(3):245-276, 2008. [doi]

2007

A survey of some simulation-based algorithms for Markov decision processesHyeong Soo Chang, Michael C. Fu 0001, Jiaqiao Hu, Steven I. Marcus. cominfsys, 7(1):59-92, 2007. [doi]

2006

Chapter 19 Gradient EstimationMichael C. Fu 0001. In Shane G. Henderson, Barry L. Nelson, editors, Simulation. Volume 13 of Handbooks in Operations Research and Management Science, pages 575-616, North-Holland, 2006. [doi]

Adversarial Multi-Armed Bandit Approach to Stochastic OptimizationHyeong Soo Chang, Michael C. Fu 0001, Steven I. Marcus. cdc 2006: 5681-5686 [doi]

2005

A Two-Timescale Simulation-Based Gradient Algorithm for Weighted Cost Markov Decision ProcessesYing He 0014, Michael C. Fu 0001, Steven I. Marcus. cdc 2005: 8022-8027 [doi]

Recursive Learning Automata for Control of Partially Observable Markov Decision ProcessesHyeong Soo Chang, Michael C. Fu 0001, Steven I. Marcus. cdc 2005: 6091-6096 [doi]

2004

2003

Application of perturbation analysis to traffic light signal timingMichael C. Fu 0001, William C. Howell. cdc 2003: 4837-4840 [doi]

An asymptotically efficient algorithm for finite horizon stochastic dynamic programming problemsHyeong Soo Chang, Michael C. Fu 0001, Steven I. Marcus. cdc 2003: 3818-3823 [doi]

A distributed algorithm for solving a class of multi-agent Markov decision problemsHyeong Soo Chang, Michael C. Fu 0001. cdc 2003: 5341-5346 [doi]

1995

Addendum to "Extensions and generalizations of smoothed perturbation analysis in a generalized semi-Markov process framework"Michael C. Fu 0001, Jian-Qiang Hu. tac, 40(7):1286-1287, 1995. [doi]

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Publications by 'Michael C. Fu 0001'

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1995

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2023

2022

2021

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2008

2007

2006

2005

2004

2003

1995

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