Michael Fu

Ralph J. Tyser Professor of Management Science
Decision, Operations, and Information Technologies Department, Robert H. Smith School of Business
  joint appointment with the Institute for Systems Research
  affiliate appointment with the Department of Electrical and Computer Engineering, A. James Clark School of Engineering

offices: 4305 Van Munching Hall, 2229 A.V. Williams Building, (301) 405-2241
e-mail: mfu (at) umd (dot) edu


Recent Invited Talks

Birthday Symposium/Conference Celebrations

EDUCATION Math Genealogy Tree

Ph.D., Applied Mathematics, Harvard University, 1989; M.S., 1986;
National Science Foundation Graduate Fellow, 1995-98.
S.M., S.B., Electrical Engineering and Computer Science, S.B., Mathematics, MIT, 1985.


Simulation modeling and analysis, production/inventory control, applied probability, and queueing theory;

stochastic derivative estimation, simulation optimization, Markov decision processes;

with application to supply chain management and financial engineering.

Current and Recent Research Projects

Publications (click here for pdf file listing publications, including conference proceedings, book chapters, etc.)


Selected JOURNAL ARTICLES, Conference Proceedings, and Recent Working Papers

Markov decision processes

randomized global optimization

gradient estimation (note: some papers also cross-listed under particular application area)

simulation optimization, stochastic approximation

simulation efficiency

financial engineering/computational finance

semiconductor manufacturing and supply chain management

queueing and inventory

Note: other unpublished Technical Reports can be found at the ISR TR Web site.


Courses Taught

PhD students current

PhD students graduated

1.            Sridhar Bashyam, currently at Frito Lay.

2.          Angel Díaz, currently on faculty at Instituto de Empresa, Madrid, Spain.

3.          Jae-sin Yoo (co-advisor Arjang Assad).

4.          Kefeng Xu (co-advisor Phil Evers), currently on faculty at University of Texas–San Antonio.

5.          Tong Wang (co-advisor Dilip Madan), currently at the World Bank.

6.          Yi Su (co-advisor Dilip Madan).

7.          Rongwen Wu (co-advisor Dilip Madan), currently senior director at Capitol One (previously Freddie Mac).

8.          Xing Jin (co-advisor Dilip Madan), currently on faculty at Warwick Business School (previously in math department at National University of Singapore).

9.          Scott Laprise, currently at BAE Systems.

10.       Ying He (co-advisor Steve Marcus), currently at Fannie Mae (previously NIH, IMF).

11.        Xiaodong Yao (co-advisor Steve Marcus), currently at SAS.

12.       Jian Chen, currently at (previously at Fannie Mae, Freddie Mac).

13.       Ahmad Ridley (co-advisor Bill Massey), currently at MitreTek.

14.       Xiaoping Xiong, currently at Freddie Mac.

15.    Sun-Hee Kim (co-advisor Dilip Madan).

16.    Jiaqiao Hu (co-advisor Steve Marcus), currently on Applied Mathematics & Statistics faculty at SUNY Stony Brook.

17.    William Howell, previously at BAE Systems.

18.    Huiju Zhang, currently VP at Morgan Stanley (previously Fitch Ratings, Capital One).

19.    Jeff Heath (co-advisor Wolfgang Jank), currently on faculty at Centre College.

20.   Colonel Scott Nestler (co-advisor Dilip Madan), currently at U.S. Army War College (previously on faculty of U.S. Military Academy at West Point, Naval Postgraduate School).

21.   Lt. Colonel Andrew Hall, currently on The Joint Staff at the Pentagon (previously on faculty of U.S. Military Academy at West Point).

22.   Enlu Zhou (co-advisor Steve Marcus), currently on faculty of University of Illinois.

23.   Matthew Reindorp, currently on faculty of Technical University of Eindhoven.

24.   Lingyan Cao (co-advisor Dilip Madan), currently at IMF.

25.   Yongqiang Wang (co-advisor Steve Marcus), currently at Campbell and Company.

Postdoctoral Fellows supervised (all jointly with Steve Marcus)



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