Ralph J. Tyser Professor of Management Science
Dr. Fu has a joint appointment with the Institute for Systems Research and an affiliate appointment with the Department of Electrical and Computer Engineering, both in the Clark School of Engineering. He was named a Distinguished Scholar-Teacher at the University of Maryland for 2004-2005. His research interests include simulation modeling and analysis, operations management, applied probability and queueing theory, with application to manufacturing and finance.
He is co-author/editor of four books:Conditional Monte Carlo: Gradient Estimation and Optimization Applications, which was awarded the INFORMS Simulation Society's Outstanding Publication Award in 1998, Simulation-based Algorithms for Markov Decision Processes, Perspectives in Operations Research and Advances in Mathematical Finance. Other awards include the Business School's Allen J. Krowe Award for Teaching Excellence (1995), the Institute for Systems Research Outstanding Faculty Award (2002), the IIE Operations Research Division Award (1999), an Operations Research Meritorious Service Award (1999), and an IIE Transactions Best Paper Award (1998).
He served as the Stochastic Models and Simulation Department Editor of Management Science from 2006-2008 and as the Simulation Area Editor of Operations Research from 2000-2005, and on the editorial boards of INFORMS Journal on Computing, IIE Transactions, and Production and Operations Management. He was also Guest Editor of a special issue on simulation optimization for the ACM Transactions on Modeling and Computer Simulation. His research has been sponsored by grants from the National Science Foundation, the Semiconductor Research Corporation, International SEMATECH, and the Air Force Office of Scientific Research. He is a Fellow of the Institute for Operations Research and the Management Sciences (INFORMS) and the Institute for Electrical and Electronics Engineers (IEEE).
From September 13, 2010 through August 24, 2012 he served as Operations Research Program Director at the National Science Foundation.