Faculty Profile
Ph.D., Applied Mathematics,
Harvard University
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).
He is on leave from the university from September 13, 2010 through August 24, 2012 serving as Operations Research Program
Director at the National Science Foundation.
