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Fu, Michael
17
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8
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3
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3
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2
Cui, Zhenyu
2
Heidergott, Bernd
2
Jiang, Guangxin
2
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2
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2
Lam, Henry
2
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2
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2
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2
Zhu, Lingjiong
2
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1
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1
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1
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1
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1
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1
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1
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A study on energy-water-food-carbon nexus in typical Chinese northern rural households
Liu, Gengyuan
;
Du, Shupan
;
Gao, Yuan
;
Xiong, Xiaoping
; …
- In:
Energy policy : the international journal of the …
188
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10015116947
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2
Regression models augmented with direct stochastic gradient estimators
Fu, Michael
;
Qu, Huashuai
- In:
INFORMS journal on computing : JOC
26
(
2014
)
3
,
pp. 484-499
Persistent link: https://www.econbiz.de/10010399808
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3
Simulation-based quantile estimation and stochastic dynamic programming with applications to finance
Jin, Xing
-
2002
Persistent link: https://www.econbiz.de/10003629739
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4
Efficient simulation budget allocation for selecting an optimal subset
Chen, Chun-hung
;
He, Donghai
;
Fu, Michael
;
Lee, Loo Hay
- In:
INFORMS journal on computing : JOC
20
(
2008
)
4
,
pp. 579-595
Persistent link: https://www.econbiz.de/10003772390
Saved in:
5
Simulation-based algorithms for Markov decision processes
Fu, Michael
;
Hu, Jiaqiao
;
Marcus, Steven I.
-
2007
Persistent link: https://www.econbiz.de/10003383997
Saved in:
6
A state-space partitioning method for pricing high-dimensional American-style options
Jin, Xing
;
Hwee Huat Tan
;
Sun, Junhua
- In:
Mathematical finance : an international journal of …
17
(
2007
)
3
,
pp. 399-426
Persistent link: https://www.econbiz.de/10003626559
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7
Sequential selection with unknown correlation structures
Qu, Huashuai
;
Ryzhov, Ilya O.
;
Fu, Michael
;
Ding, Zi
- In:
Operations research
63
(
2015
)
4
,
pp. 931-948
Persistent link: https://www.econbiz.de/10011313170
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8
On estimating quantile sensitivities via infinitesimal perturbation analysis
Jiang, Guangxin
;
Fu, Michael
- In:
Operations research
63
(
2015
)
2
,
pp. 435-441
Persistent link: https://www.econbiz.de/10010526698
Saved in:
9
A new unbiased stochastic derivative estimator for discontinuous sample performances with structural parameters
Peng, Yijie
;
Fu, Michael
;
Hu, Jian-Qiang
;
Heidergott, Bernd
- In:
Operations research
66
(
2018
)
2
,
pp. 487-499
Persistent link: https://www.econbiz.de/10011845997
Saved in:
10
On the variance of single-run unbiased stochastic derivative estimators
Cui, Zhenyu
;
Fu, Michael
;
Hu, Jian-Qiang
;
Liu, Yanchu
; …
- In:
INFORMS journal on computing : JOC
32
(
2020
)
2
,
pp. 390-407
Persistent link: https://www.econbiz.de/10012242769
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