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Fu, Michael

Michael Fu
Smith Chair of Management Science
4305 Van Munching; 2229 AV Williams Bldg

Research Interests 

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

Other awards
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

Related News 

Maryland researchers awarded $1M DARPA Lagrange program cooperative agreement
Marcus, Fu, Simon and Babadi will build a scalable, risk-sensitive and real time optimization framework tailored to noninvasive neuroimaging data from the human brain. April 10, 2018

A new unbiased stochastic derivative estimator for simulating complex systems
Read about Michael Fu's research in this story from the UMD Smith School. March 22, 2018

Gary Rubloff named Distinguished University Professor
Rubloff receives highest academic honor conferred by the University of Maryland. August 8, 2016

Sennur Ulukus named UMD Distinguished Scholar-Teacher
Ulukus is the ninth ISR faculty member to be so honored. March 29, 2016

Alumna Enlu Zhou earns tenure at Georgia Tech
The 2009 EE Ph.D. recipient was advised by Steve Marcus and Michael Fu. March 7, 2016

Michael Fu wins NSF grant for simulation-based optimal decision making
Research will develop new algorithms to improve the efficiency of finding optimal decisions for many problems in the manufacturing and service industries. January 15, 2015

Alumna Enlu Zhou wins NSF CAREER Award for optimization and sampling in stochastic simulation
Zhou was co-advised by Steve Marcus and Michael Fu. January 14, 2015

Srivastava, Dey, Mirsky, King win 2014 ISR Awards
Awards honor outstanding faculty, graduate and undergraduate students, and staff. May 7, 2014

Marcus, Fu receive NSF grant for optimization research
The research will develop a new framework for incorporating risk into sequential decision making under uncertainty. March 14, 2014

Reza Ghodssi named UMD Distinguished Scholar-Teacher
Ghodssi is the eighth ISR faculty member to be so honored by the university. March 13, 2014

Min Wu named Distinguished Scholar-Teacher
Wu is the seventh ISR faculty member to be so honored. February 7, 2013

Carol Espy-Wilson named 2012-2013 Distinguished Scholar-Teacher
She is sixth ISR professor to be so honored. February 7, 2012

Alumna Enlu Zhou wins AFOSR Young Investigators award
She will be investigating “Dynamic Decision Making under Uncertainty and Partial Information.” January 13, 2012

2011 ISR Awards Ceremony winners announced
Awards given to faculty, staff, graduate and undergraduate students. June 2, 2011

Avis Cohen honored as 2011–2012 Distinguished Scholar-Teacher
Cohen joins Liu, Fu, Marcus and McAvoy as fifth ISR professor honored with the award. February 10, 2011

Wang wins best student paper award at Winter Simulation Conference
"Model-based Evolutionary Optimization" presents a new framework for solving global optimization problems. January 3, 2011

Work by Zhou, Lin, Marcus and Fu wins 'Best Theoretical Paper' award
'A Numerical Method for Financial Decision Problems under Stochastic Volatility' is honored at the Winter Simulation Conference. December 18, 2009

Marcus, Fu receive NSF grant for particle filtering for stochastic control and global optimization
The resulting algorithms will be tested on problems in industries from telecommunications to manufacturing to finance. September 1, 2009

Fu, Marcus awarded NSF collaborative research grant
Research will make theoretical and practical advances in simulation optimization. June 19, 2009

Fourteen ISR-affiliated students receive Ph.D.s
Congratulations to our ISR-affiliated doctoral graduates! May 22, 2009

Enlu Zhou is a winner at Clark School Doctoral Research Award Competition
Student of Steve Marcus and Michael Fu wins third place for her research. May 6, 2009

Enlu Zhou To Join Faculty at Univ. of Illinois
ECE Ph.D. candidate will serve as Assistant Professor in Industrial & Enterprise Systems Engineering. April 10, 2009

NanoCenter Improves Energy Storage Options
Maryland NanoCenter researchers create new device to store electrical energy. March 16, 2009

Enlu Zhou is named ECE Distinguished Dissertation Fellow
ISR grad student is advised by Steve Marcus and Michael Fu. February 18, 2009

Six ISR students chosen for Clark School's Future Faculty Program
The program aims to increase the number of Ph.D. graduates who obtain academic positions in prestigious engineering schools. February 18, 2009

Six ISR students selected for Future Faculty Program
Clark School program helps students prepare for academic positions. February 15, 2009

ECE Faculty Honored at Inaugural Scholarship & Research Celebration
Twenty-seven ECE faculty members honored, representing 1/8 of researchers recognized university-wide. May 2, 2008

Michael Fu elected as IEEE Fellow
He is honored for contributions to stochastic gradient estimation and simulation optimization. November 15, 2007

Marcus, Fu, Chang and Hu co-author Simulation-based Algorithms for Markov Decision Processes
Book explains recent sampling and population-based numerical algorithms that overcome the difficulties of computing an optimal solution in terms of a policy and/or value function. February 23, 2007

K.J. Ray Liu honored as 2007-2008 Distinguished Scholar-Teacher
Liu joins Fu, Marcus and McAvoy as fourth ISR professor honored with the award in the past decade. December 14, 2006

Jiaqiao Hu accepts SUNY Stony Brook faculty position
Ph.D. candidate joins Applied Mathematics and Statistics Department May 31, 2006

Nau, Subrahmanian are principal investigators for $3.4 million MURI
"Cognitive Architecture for Reasoning about Adversaries" team also includes ISR's Michael Fu March 14, 2006

Two ISR teams awarded NSF DDDAS grants
Ball, Fu, Abed and Subrahmanian are principal investigators March 4, 2006

Congratulations to Michael Fu
Professor has been named a 2004-2005 Distinguished Scholar-Teacher February 6, 2004

New visiting scientist arrives at ISR
Dr. Inn Ho Jee and five new postdoctoral researchers are welcomed January 2, 2004