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


Phone: 703-993-3572

Fax: 703-993-1521

Office Location: Nguyen Engineering Building, Room 2213, in the Fairfax Campus.

Directions: click here for directions to Fairfax campus and location of Engineering Building. Use Shenandoah Parking Deck (old name: Sandy Creek Parking Deck) for parking.

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Full CV (in pdf format)







Sponsored by the NSF, NIH, DOE, NASA, FAA and AFOSR, Dr. Chen has worked on the development of highly efficient methodology for stochastic simulation optimization. Dr. Chen is the inventor of the novel simulation idea, called Optimal Computing Budget Allocation (OCBA), which can drastically improve simulation efficiency by orders of magnitude. Details about OCBA can also be found at the OCBA Wikipedia site.

For a list of his funded projects and publications, please click the Full CV.


Dr. Chen is a co-author of the book "Stochastic Simulation Optimization: An Optimal Computing Budget Allocation", published in 2011. This book gives a comprehensive and extensive coverage on this efficient simulation optimization methodology, from basic idea, formal development, to the state-of-art.


Dr. Chen is also a co-author of another book: "Stochastic Simulation Optimization for Discrete Event Systems - Perturbation Analysis, Ordinal Optimization, and Beyond", published in 2013. Perturbation analysis and ordinal optimization are two important techniques in stochastic simulation optimization and discrete-event systems. This book presents the state-of-the-art and discusses some of the future research directions in both fields.


    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 (undergraduate level)
    3. OR 542 Operations Research: Stochastic Models -- Introduction to stochastic operations research (master level)
    4. OR 635 Discrete System Simulation -- Master-level simulation class
    5. OR 645/STAT 645 Stochastic Processes -- Graduate class about stochastic processes modeling and analysis
    6. OR 647 Queueing Theory -- Graduate class about queueing systems analysis and theory
    7. OR 735/SYST 735 Advanced Stochastic Simulation -- Ph.D.-level simulation class (also suitable for Master students with OR 635 background)

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