Simulation modeling and analysis, production/inventory control, applied probability, and queueing theory; stochastic derivative estimation, simulation optimization of discrete-event systems, Markov decision processes; with application to supply chain management and financial engineering
Dr. Fu received his M.S. and PhD. degrees in applied mathematics from Harvard University in 1986 and 1989, respectively. He received S.B. and S.M. degrees in electrical engineering and a S.B. degree in mathematics from the Massachusetts Institute of Technology in 1985. Since 1989, he has been at the University of Maryland in the Robert H. Smith School of Business.
Dr. Fu is a Fellow of IEEE and the Institute for Operations Research and the Management Sciences (INFORMS). He served as the Stochastic Models and Simulation Department Editor of Management Science from 2006-2008, was Simulation Area Editor of Operations Research from 2000-2005, and has served on the Editorial Boards of the INFORMS Journal on Computing, Production and Operations Management; Mathematics of Operations Research; and IIE Transactions. He was named a Distinguished Scholar-Teacher at the University of Maryland for 2004-2005.
In 1995, he received the Maryland Business School's annual Allen J. Krowe Award for Teaching Excellence. He is the co-author (with Jian-Qiang Hu) of the book, Conditional Monte Carlo: Gradient Estimation and Optimization Applications (1997), which received the 1998 INFORMS College on Simulation Outstanding Publication Award. Other awards include the 1999 IIE Operations Research Division Award and a 1998 IIE Transactions Best Paper Award. In 2002, he received ISR's Outstanding Systems Engineering Faculty Award.
Dr. Fu served as Program Director for the Operations Research Program in the National Science Foundation’s Division of Civil, Mechanical and Manufacturing Innovation (Engineering Directorate) from September 2010-August 2012.
Honors and Awards
Institute for Operations Research and the Management Sciences 2007
Institute of Electrical and Electronics Engineers, 2007
Operations Research Meritorious Service Award, 1999
IIE Operations Research Division Award, 1999
Best Paper Award for “Optimization of Discrete Event Systems via Simultaneous Perturbation Stochastic Approximation," 1999
Outstanding Simulation Publication Award for research monograph Conditional Monte Carlo: Gradient Estimation and Optimization Applications, 1998
University of Maryland awards
Distinguished Scholar-Teacher Award, 2004
ISR Outstanding Systems Engineering Faculty Award, 2002
Allen J. Krowe Award for Teaching Excellence, 1995
- Particle Filtering for Stochastic Control and Global Optimization
- Combining Gradient and Adaptive Search in Simulation Optimization
- NSF: A New Approach to Nonconvex Risk-Sensitive Stochastic Optimization
- NSF CMMI: New Approaches for Simulation-Based Optimal Decision Making
- AFOSR: Simulation-Based and Risk-Sensitive Methodologies for Stochastic Optimization and Control