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 A. James 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 received an S.B. in mathematics and S.B./S.M. in electrical engineering & computer science from MIT in 1985 and a Ph.D. in applied mathematics from Harvard University in 1989.
He is co-author/editor of six 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, Advances in Mathematical Finance, Encyclopedia of Operations Research and Management Science (3rd edition), and Handbook of Simulation Optimization. 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. He served as Program Chair for the 2011 Winter Simulation Conference. 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).
From September 13, 2010 through August 24, 2012 and in 2015, he served as Operations Research Program Director at the National Science Foundation.
From January 1, 2017 through December 31, 2018, he served INFORMS as Treasurer and as an Executive Committee Board Member.
From January 8, 2017 through June 30, 2020, he served as Chairperson of the Decision, Operations & Information Technologies (DO&IT) Department in the Smith School.