Articoli con mandati relativi all'accesso pubblico - Michael C. FuUlteriori informazioni
Non disponibili pubblicamente: 24
AlphaGo and Monte Carlo tree search: the simulation optimization perspective
MC Fu
2016 Winter Simulation Conference (WSC), 659-670, 2016
Mandati: US National Science Foundation
Gradient extrapolated stochastic kriging
H Qu, MC Fu
ACM Transactions on Modeling and Computer Simulation (TOMACS) 24 (4), 1-25, 2014
Mandati: National Natural Science Foundation of China
Efficient simulation resource sharing and allocation for selecting the best
Y Peng, CH Chen, MC Fu, JQ Hu
IEEE Transactions on Automatic Control 58 (4), 1017-1023, 2012
Mandati: US National Institutes of Health
Dynamic sampling allocation under finite simulation budget for feasibility determination
Z Shi, Y Peng, L Shi, CH Chen, MC Fu
INFORMS Journal on Computing 34 (1), 557-568, 2022
Mandati: US National Science Foundation, US Department of Defense, National Natural …
Applications of generalized likelihood ratio method to distribution sensitivities and steady-state simulation
L Lei, Y Peng, MC Fu, JQ Hu
Discrete Event Dynamic Systems 28, 109-125, 2018
Mandati: US National Science Foundation, US Department of Defense, National Natural …
Simulation-based algorithms for Markov decision processes: Monte Carlo tree search from AlphaGo to AlphaZero
MC Fu
Asia-Pacific Journal of Operational Research 36 (06), 1940009, 2019
Mandati: US National Science Foundation
Option pricing for a jump-diffusion model with general discrete jump-size distributions
MC Fu, B Li, G Li, R Wu
Management Science 63 (11), 3961-3977, 2017
Mandati: US National Science Foundation, US Department of Defense, National Natural …
Markov decision processes, AlphaGo, and Monte Carlo tree search: Back to the future
MC Fu
Leading Developments from INFORMS Communities, 68-88, 2017
Mandati: US National Science Foundation, US Department of Defense
Monte Carlo tree search with optimal computing budget allocation
Y Li, M Fu, J Xu
2019 IEEE 58th conference on decision and control (CDC), 6332-6337, 2019
Mandati: US National Science Foundation, US Department of Defense
Estimating distribution sensitivity using generalized likelihood ratio method
Y Peng, MC Fu, JQ Hu
2016 13th International Workshop on Discrete Event Systems (WODES), 123-128, 2016
Mandati: US National Science Foundation, National Natural Science Foundation of China
Simulation optimization in the new era of AI
Y Peng, CH Chen, MC Fu
Tutorials in Operations Research: Advancing the Frontiers of OR/MS: From …, 2023
Mandati: US National Science Foundation, US Department of Defense, National Natural …
Estimating quantile sensitivity for financial models with correlations and jumps
Y Peng, MC Fu, JQ Hu, L Lei
2019 Winter Simulation Conference (WSC), 962-973, 2019
Mandati: US National Science Foundation, US Department of Defense, National Natural …
On the regularity conditions and applications for generalized likelihood ratio method
Y Peng, MC Fu, J Hu
2016 Winter Simulation Conference (WSC), 919-930, 2016
Mandati: US National Science Foundation, National Natural Science Foundation of China
Optimal importance sampling for simulation of Lévy processes
G Jiang, MC Fu, C Xu
2015 Winter Simulation Conference (WSC), 3813-3824, 2015
Mandati: National Natural Science Foundation of China
Copula sensitivity analysis for portfolio credit derivatives
L Lei, Y Peng, MC Fu, JQ Hu
European Journal of Operational Research 308 (1), 455-466, 2023
Mandati: National Natural Science Foundation of China
Estimating a conditional expectation with the generalized likelihood ratio method
Y Zhou, MC Fu, IO Ryzhov
2021 Winter Simulation Conference (WSC), 1-12, 2021
Mandati: US Department of Defense
A spectral index for selecting the best alternative
G Sun, Y Li, M Fu
2019 Winter Simulation Conference (WSC), 3404-3415, 2019
Mandati: US National Science Foundation, US Department of Defense
Sequential first-order response surface methodology augmented with direct gradients
Y Li, M Fu
2018 Winter Simulation Conference (WSC), 2143-2154, 2018
Mandati: US National Science Foundation
Importance Sampling for Rare-Event Gradient Estimation
Y Bai, S He, H Lam, G Jiang, MC Fu
2022 Winter Simulation Conference (WSC), 3063-3074, 2022
Mandati: US National Science Foundation, US Department of Defense, National Natural …
Bandit-Based Multi-Start Strategies for Global Continuous Optimization
P Guo, MC Fu
2022 Winter Simulation Conference (WSC), 3194-3205, 2022
Mandati: US Department of Defense
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