Handbook of Simulation Optimization

Dr. Michael C. Fu received his Ph.D. in applied mathematics from Harvard University and master's and bachelor's degrees in EECS and mathematics from MIT. Since 1989, he has been at the University of Maryland in the Robert H. Smith School of Business, where he is currently Ralph J. Tyser Professor of Management Science, with a joint appointment in the Institute for Systems Research (ISR) and an affiliate appointment in the Electrical and Computer Engineering Department, A. James Clark School of Engineering. At the University of Maryland, he was named a Distinguished Scholar-Teacher and received the ISR’s Outstanding Systems Engineering Faculty Award and the Business School's Allen J. Krowe Award for Teaching Excellence. He served as the Stochastic Models and Simulation Department Editor of 
Management Science
 from 2006-2008, as Simulation Area Editor of 
Operations Research
 from 2000-2005 and on the Editorial Boards of the 
INFORMS Journal on Computing
, 
Mathematics of Operations Research
, 
Production and Operations Management
and 
IIE Transactions
. He served as Program Chair of the 2011 Winter Simulation Conference and as Operations Research Program Director at the National Science Foundation from 2010-2012. His co-authored book,
Conditional Monte Carlo: Gradient Estimation and Optimization Applications
 received the INFORMS College on Simulation Outstanding Publication Award. He also co-authored the research monograph
Simulation-based Algorithms for Markov Decision Processes
and co-edited the books
Perspectives in Operations Research
,
Advances in Mathematical Finance
and the 3rd edition of the
Encyclopedia of Operations Research and Management Science
. He is a
Fellow
of IEEE and the Institute of Operations Research and the Management Sciences (INFORMS).