Chun-Hung Chen

Professor of Systems Engineering & Operations Research

Department of Systems Engineering & Operations Research
George Mason University
4400 University Drive, MS 4A6
Fairfax, VA 22030
USA

 

Moving: Prof. Chen is on leave from GMU during 2011-12 and is currently with National Taiwan University's EE Department (ranked as #1 department in science and engineering in the whole country).  You are welcome to visit Prof. Chen’s web site at NTU-EE. You are certainly welcome to visit him in Taiwan.

Teaching

    1. OR 335/SYST 335 Discrete Systems Simulation Modeling-- Undergraduate-level simulation class
    2. OR 442/MATH 442 Stochastic Operations Research -- Introduction to stochastic operations research methods
    3. OR 635 Discrete System Simulation -- Master-level simulation class
    4. OR 645/STAT 645 Stochastic Processes -- Graduate class about stochastic processes modeling and analysis
    5. OR 647 Queueing Theory -- Graduate class about queueing systems analysis and theory
    6. OR 735/SYST 735/IT 735 Advanced Stochastic Simulation -- Ph.D.-level simulation class (also suitable for Master students with OR 635 background)

 

Journal Editorial Boards / Conference Organizing Committees:

Dr. Chen is serving on the editorial boards and organizing/program committees for the following journals/conferences:

==>>>   You are highly encouraged to submit your contributions ~~~~~

Research

Dr. Chen's interests cover a wide range of areas in discrete event systems modeling and simulation, Monte Carlo simulation, optimization, network management, risk analysis, and decision making under uncertainty. Recently, he has been engaged in the development of very efficient approaches for stochastic simulation and decision problems, and in their applications to air traffic systems, semiconductor systems, supply chain management, network design, logistics, missile defense system, and robust design problems. Dr. Chen is the inventor of the novel simulation idea, called Optimal Computing Budget Allocation (OCBA), which can dramatically improve simulation efficiency by orders of magnitude. Sponsored by NAF, NASA and FAA, Dr. Chen has worked on several critical research issues in the analysis and management of US air traffic network with the Center for Air Transportation Systems Research.  For a list of recent funded projects, please click here.

Major Research Subjects:

Book:

A new book about OCBA will be published in early 2010.  The name of the book is “Stochastic Simulation Optimization: An Optimal Computing Budget Allocation”.  This book will give a comprehensive and extensive coverage on this efficient methodology, from basic idea, formal development, to the state-of-art.  Please visit OCBA book web site for details or order it from Amazon.com.

Selected Recent Journal Publications:

(For more recent and complete list of publications, please click the Full CV.)

  • Chen, C. H., E. Yücesan, L. Dai, and H. C. Chen, "Efficient Computation of Optimal Budget Allocation for Discrete Event Simulation Experiment," to appear in IIE Transactions.
  • He, D., L. H. Lee, C. H. Chen, M. Fu, and S. Wasserkrug, “Simulation Optimization Using the Cross-Entropy Method with Optimal Computing Budget Allocation,” to appear in ACM Transactions on Modeling and Computer Simulation.
  • Chen, C. H., D. He, M. Fu, and L. H. Lee, "Efficient Simulation Budget Allocation for Selecting an Optimal Subset," Informs Journal on Computing, Vol. 20, No. 4, pp. 579-595, 2008.
  • Chen, C. H., M. Fu, and L. Shi, “Simulation and Optimization,” Tutorials in Operations Research, pp. 247-260, Informs, Hanover, MD, 2008.
  • Le, L., G. L. Donohue, K. Hoffman, and C. H. Chen, "Optimum Airport Capacity Utilization under Congestion Management at NY LaGuardia Airport," Transportation Planning and Technology Journal, Vol. 31, No. 1, pp. 93-112, 2007.
  • Hsieh, B. W., C. H. Chen, S. C. Chang, "Efficient Simulation-based Composition of Scheduling Policies by Integrating Ordinal Optimization with Design of Experiment," IEEE Transactions on Automation Science and Engineering, Vol. 4, No. 4, pp. 553-568, October 2007.
  • He, D., S. E. Chick, C. H. Chen, "The Opportunity Cost and OCBA Selection Procedures in Ordinal Optimization," IEEE Transactions on Systems, Man, and Cybernetics--Part C, Vol. 37, No. 5, pp. 951-961, September 2007.
  • Romero, V. J., and C. H. Chen, "Refinements in a New Adaptive Ordinal Approach to Continuous-Variable Probabilistic Optimization," AIAA Journal, Vol. 45, No. 7, pp. 1630-1641, July 2007.
  • Fu, M. C., J. Q. Hu, C. H. Chen, and X. Xiong, "Simulation Allocation for Determining the Best Design in the Presence of Correlated Sampling," Informs Journal on Computing, Vol. 19, No. 1, pp. 101–111, 2007.
  • Chen, C. H., D. He, and M. Fu, "Efficient Dynamic Simulation Allocation in Ordinal Optimization," IEEE Transactions on Automatic Control, Vol. 51, No. 12, pp. 2005-2009, December 2006.
  • Romero, V. J., D. V. Ayon, C. H. Chen, "Demonstration of Probabilistic Ordinal Optimization Concepts to Continuous-Variable Optimization Under Uncertainty," Optimization and Engineering, Vol. 7, No. 3, pp. 343-365, September 2006.

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