Jian-Qiang Hu

78 papers A* 1C 3Misc 10Journal 62Unranked 2
YearRankTypeTitle / Venue / Authors
2026 J jnl
Queues with auto-correlated inter-arrival times.
Queueing Syst. Theory Appl.
Qixin Wang, Jian-Qiang Hu, Weimin Dai
2026 J jnl
Queues with auto-correlated service times.
Discret. Event Dyn. Syst.
Weimin Dai, Jian-Qiang Hu, Qixin Wang
2025 J jnl
Infinitesimal perturbation analysis (IPA) derivative estimation with unknown parameters.
Autom.
Hao Cao, Jian-Qiang Hu, Teng Lian, Xiangyu Yang
2025 J jnl
Optimal computation budget allocation with Gaussian process regression.
Eur. J. Oper. Res.
Mingjie Hu, Jie Xu, Chun-Hung Chen, Jian-Qiang Hu
2025 J jnl
Ranking and selection with two-stage decision.
Eur. J. Oper. Res.
Tianxiang Wang, Jie Xu, Juergen Branke, Jian-Qiang Hu, Chun-Hung Chen
2024 J jnl
A Q-learning algorithm for Markov decision processes with continuous state spaces.
Syst. Control. Lett.
Jiaqiao Hu, Xiangyu Yang, Jian-Qiang Hu, Yijie Peng
2024 J jnl
Correlated Queues with Inter-Arrival Times Depending on Service Times.
Asia Pac. J. Oper. Res.
Zhenzhen Jia, Weimin Dai, Jian-Qiang Hu
2024 J jnl
Nonparametric multi-product dynamic pricing with demand learning via simultaneous price perturbation.
Eur. J. Oper. Res.
Xiangyu Yang, Jianghua Zhang, Jian-Qiang Hu, Jiaqiao Hu
2024 J jnl
Queues with correlated inter-arrival and service times.
Queueing Syst. Theory Appl.
Qixin Wang, Jian-Qiang Hu
2024 J jnl
Relative Q-Learning for Average-Reward Markov Decision Processes With Continuous States.
IEEE Trans. Autom. Control.
Xiangyu Yang, Jiaqiao Hu, Jian-Qiang Hu
2023 J jnl
A gradient-based method to calculate (
Oper. Res. Lett.
Weimin Dai, Jian-Qiang Hu, Chenbo Zhu
2023 J jnl
Copula sensitivity analysis for portfolio credit derivatives.
Eur. J. Oper. Res.
Lei Lei, Yijie Peng, Michael C. Fu, Jian-Qiang Hu
2023 J jnl
Efficient estimation of a risk measure requiring two-stage simulation optimization.
Eur. J. Oper. Res.
Tianxiang Wang, Jie Xu, Jian-Qiang Hu, Chun-Hung Chen
2023 J jnl
On comparison of steady-state infinitesimal perturbation analysis and likelihood ratio derivative estimates.
Discret. Event Dyn. Syst.
Jian-Qiang Hu, Teng Lian
2022 J jnl
Correlated queues with service times depending on inter-arrival times.
Queueing Syst. Theory Appl.
Weimin Dai, Jian-Qiang Hu
2021 J jnl
A Study on Efficient Computing Budget Allocation for a Two-Stage Problem.
Asia Pac. J. Oper. Res.
Tianxiang Wang, Jie Xu, Jian-Qiang Hu
2021 J jnl
Computing Sensitivities for Distortion Risk Measures.
INFORMS J. Comput.
Peter W. Glynn, Yijie Peng, Michael C. Fu, Jian-Qiang Hu
2021 J jnl
Efficient Sampling Allocation Procedures for Optimal Quantile Selection.
INFORMS J. Comput.
Yijie Peng, Chun-Hung Chen, Michael C. Fu, Jian-Qiang Hu, Ilya O. Ryzhov
2021 J jnl
Optimal Computing Budget Allocation for regression with gradient information.
Autom.
Tianxiang Wang, Jie Xu, Jian-Qiang Hu, Chun-Hung Chen
2020 Misc conf
Asynchronous Value Iteration for Markov Decision Processes with Continuous State Spaces.
WSC
Xiangyu Yang, Jian-Qiang Hu, Jiaqiao Hu, Yijie Peng
2020 J jnl
On the Variance of Single-Run Unbiased Stochastic Derivative Estimators.
INFORMS J. Comput.
Zhenyu Cui, Michael C. Fu, Jian-Qiang Hu, Yanchu Liu, Yijie Peng, Lingjiong Zhu
2020 J jnl
Technical Note - Central Limit Theorems for Estimated Functions at Estimated Points.
Oper. Res.
Peter W. Glynn, Lin Fan, Michael C. Fu, Jian-Qiang Hu, Yijie Peng
2019 J jnl
Asynchronous Algorithms for Computing Equilibrium Prices in a Capital Asset Pricing Model.
Asia Pac. J. Oper. Res.
Jun Tong, Jian-Qiang Hu, Jianxin You
2019 Misc conf
Estimating Quantile Sensitivity for Financial Models with Correlations and Jumps.
WSC
Yijie Peng, Michael C. Fu, Jian-Qiang Hu, Lei Lei
2019 J jnl
Flight Schedule Recovery: A Simulation-Based Approach.
Asia Pac. J. Oper. Res.
Derui Wang, Yanfeng Wu, Jian-Qiang Hu, Miaomiao Liu, Peiwen Yu, Cheng Zhang, Yan Wu
2018 J jnl
A New Unbiased Stochastic Derivative Estimator for Discontinuous Sample Performances with Structural Parameters.
Oper. Res.
Yijie Peng, Michael C. Fu, Jian-Qiang Hu, Bernd Heidergott
2018 J jnl
Applications of generalized likelihood ratio method to distribution sensitivities and steady-state simulation.
Discret. Event Dyn. Syst.
Lei Lei, Yijie Peng, Michael C. Fu, Jian-Qiang Hu
2018 J jnl
Gradient-Based Myopic Allocation Policy: An Efficient Sampling Procedure in a Low-Confidence Scenario.
IEEE Trans. Autom. Control.
Yijie Peng, Chun-Hung Chen, Michael C. Fu, Jian-Qiang Hu
2017 J jnl
A Computational Algorithm for Equilibrium Asset Pricing Under Heterogeneous Information and Short-Sale Constraints.
Asia Pac. J. Oper. Res.
Jun Tong, Jian-Qiang Hu, Jiaqiao Hu
2016 J jnl
Balancing Search and Estimation in Random Search Based Stochastic Simulation Optimization.
IEEE Trans. Autom. Control.
Chenbo Zhu, Jie Xu, Chun-Hung Chen, Loo Hay Lee, Jian-Qiang Hu
2016 J jnl
Cooperative tracking for nonlinear multi-agent systems with hybrid time-delayed protocol.
Neurocomputing
Jian-Qiang Hu, Jinde Cao, Kun Yuan, Tasawar Hayat
2016 J jnl
Dynamic Sampling Allocation and Design Selection.
INFORMS J. Comput.
Yijie Peng, Chun-Hung Chen, Michael C. Fu, Jian-Qiang Hu
2016 — conf
Estimating distribution sensitivity using generalized likelihood ratio method.
WODES
Yijie Peng, Michael C. Fu, Jian-Qiang Hu
2016 Misc conf
On the regularity conditions and applications for generalized likelihood ratio method.
WSC
Yijie Peng, Michael C. Fu, Jian-Qiang Hu
2015 Misc conf
Non-monotonicity of probability of correct selection.
WSC
Yijie Peng, Chun-Hung Chen, Michael C. Fu, Jian-Qiang Hu
2014 C conf
Adaptive Pinning Synchronization of Coupled Inertial Delayed Neural Networks.
ISNN
Jian-Qiang Hu, Jinde Cao, Quanxin Cheng
2014 J jnl
Guest Editors' Introduction to Special Issue on the 2012 NSF workshop.
ACM Trans. Model. Comput. Simul.
L. Jeff Hong, Jian-Qiang Hu, Seong-Hee Kim
2013 Misc conf
A dynamic framework for statistical selection problems.
WSC
Yijie Peng, Michael C. Fu, Chun-Hung Chen, Jian-Qiang Hu
2013 J jnl
Efficient Simulation Resource Sharing and Allocation for Selecting the Best.
IEEE Trans. Autom. Control.
Yijie Peng, Chun-Hung Chen, Michael C. Fu, Jian-Qiang Hu
2012 J jnl
On the tour planning problem.
Ann. Oper. Res.
Chenbo Zhu, Jian-Qiang Hu, Fengchun Wang, Yifan Xu, Rongzeng Cao
2010 J jnl
Perturbation Analysis of a Dynamic Priority Call Center.
IEEE Trans. Autom. Control.
Min Chen, Jian-Qiang Hu, Michael C. Fu
2009 J jnl
Conditional Monte Carlo Estimation of Quantile Sensitivities.
Manag. Sci.
Michael C. Fu, L. Jeff Hong, Jian-Qiang Hu
2009 J jnl
Hand Gesture Contour Tracking Based on Skin Color Probability and State Estimation Model.
J. Multim.
Qiu-Yu Zhang, Moyi Zhang, Jian-Qiang Hu
2007 J jnl
Simulation Allocation for Determining the Best Design in the Presence of Correlated Sampling.
INFORMS J. Comput.
Michael C. Fu, Jian-Qiang Hu, Chun-Hung Chen, Xiaoping Xiong
2004 J jnl
Capacity and Production Managment in a Single Product Manufacturing System.
Ann. Oper. Res.
Jian-Qiang Hu, Pirooz Vakili, Lei Huang
2004 C conf
Development of a discrete event dynamic systems curriculum using a Web-based "real-time" simulated factory.
ACC
Christos G. Cassandras, Meimei Deng, Jian-Qiang Hu, Christos G. Panayiotou, Pirooz Vakili, Chenming Zhao
2004 — conf
Fluid approximation and perturbation analysis of a dynamic priority call center.
CDC
Min Chen, Jian-Qiang Hu, Michael C. Fu
2004 Misc conf
Optimal Computing Budget Allocation Under Correlated Sampling.
WSC
Michael C. Fu, Jian-Qiang Hu, Chun-Hung Chen, Xiaoping Xiong
2004 A* conf
Traffic Grooming, Routing, and Wavelength Assignment in Optical WDM Mesh Networks.
INFOCOM
Jian-Qiang Hu, Brett Leida
2003 J jnl
Diverse routing in optical mesh networks.
IEEE Trans. Commun.
Jian-Qiang Hu
2001 J jnl
Approximations for the departure process of the G/G/1 queue with Markov-modulated arrivals.
Eur. J. Oper. Res.
Muckai K. Girish, Jian-Qiang Hu
2000 C conf
Formulation of the Traffic Engineering Problems in MPLS Based IP Networks.
ISCC
Muckai K. Girish, Bei Zhou, Jian-Qiang Hu
2000 J jnl
Higher order approximations for the single server queue with splitting, merging and feedback.
Eur. J. Oper. Res.
Muckai K. Girish, Jian-Qiang Hu
1999 J jnl
On performance potentials and conditional Monte Carlo for gradient estimationfor Markov chains.
Ann. Oper. Res.
Xi-Ren Cao, Michael C. Fu, Jian-Qiang Hu
1997 J jnl
An Interpolation Approximation for the GI/G/1 Queue Based on Multipoint Padé Approximation.
Queueing Syst. Theory Appl.
Muckai K. Girish, Jian-Qiang Hu
1996 Misc conf
A Comparison of Perturbation Analysis Techniques.
WSC
Michael C. Fu, Jian-Qiang Hu
1996 J jnl
Higher Order Approximations for Tandem Queueing Networks.
Queueing Syst. Theory Appl.
Muckai K. Girish, Jian-Qiang Hu
1996 J jnl
The Departure Process of the
Oper. Res.
Jian-Qiang Hu
1995 J jnl
Addendum to "Extensions and generalizations of smoothed perturbation analysis in a generalized semi-Markov process framework".
IEEE Trans. Autom. Control.
Michael C. Fu, Jian-Qiang Hu
1995 J jnl
Analyticity of single-server queues in light traffic.
Queueing Syst. Theory Appl.
Jian-Qiang Hu
1995 J jnl
Comparison of gradient estimation techniques for queues with non-identical servers.
Comput. Oper. Res.
Michael C. Fu, Jian-Qiang Hu, Rakesh Nagi
1995 J jnl
On the ordering of optimal hedging points in a class of manufacturing flow control models.
IEEE Trans. Autom. Control.
George Liberopoulos, Jian-Qiang Hu
1995 J jnl
On the relationship of capacitated production/inventory models to manufacturing flow control models.
Oper. Res. Lett.
Michael C. Fu, Jian-Qiang Hu
1995 J jnl
Optimal control for systems with deterministic production cycles.
IEEE Trans. Autom. Control.
Jian-Qiang Hu, Dong Xiang
1995 J jnl
Parallel simulation of DEDS via event synchronization.
Discret. Event Dyn. Syst.
Jian-Qiang Hu
1995 J jnl
Production rate control for failure-prone production systems with no backlog permitted.
IEEE Trans. Autom. Control.
Jian-Qiang Hu
1994 J jnl
Optimality of hedging point policies in the production control of failure prone manufacturing systems.
IEEE Trans. Autom. Control.
Jian-Qiang Hu, Pirooz Vakili, Guo-Xiang Yu
1994 J jnl
Smoothed perturbation analysis derivative estimation for Markov chains.
Oper. Res. Lett.
Michael C. Fu, Jian-Qiang Hu
1994 J jnl
Structural properties of optimal production controllers in failure-prone manufacturing systems.
IEEE Trans. Autom. Control.
Jian-Qiang Hu, Dong Xiang
1993 J jnl
A sample path analysis of M/GI/1 queues with workload restrictions.
Queueing Syst. Theory Appl.
Jian-Qiang Hu, Michael A. Zazanis
1993 Misc conf
An application of perturbation analysis to a replacement problem in maintenance theory.
WSC
Michael C. Fu, Jian-Qiang Hu, Leyuan Shi
1993 J jnl
Smoothed perturbation analysis for queues with finite buffers.
Queueing Syst. Theory Appl.
Michael C. Fu, Jian-Qiang Hu
1993 J jnl
The queueing equivalence to a manufacturing system with failures.
IEEE Trans. Autom. Control.
Jian-Qiang Hu, Dong Xiang
1992 J jnl
Bias properties of infinitesimal perturbation analysis for systems with parallel servers.
Comput. Oper. Res.
Michael C. Fu, Jian-Qiang Hu, Rakesh Nagi
1992 Misc conf
Effect of Correlated Estimation Errors in Ordinal Optimization.
WSC
Mei Deng, Yu-Chi Ho, Jian-Qiang Hu
1992 J jnl
Variance properties of sample path derivatives of parametric random variables.
Oper. Res. Lett.
Jian-Qiang Hu
1991 J jnl
Consistency of Infinitesimal Perturbation Analysis Estimators with Rates.
Queueing Syst. Theory Appl.
Jian-Qiang Hu
1990 Misc conf
Bias properties of infinitesimal perturbation analysis for multi-server queues.
WSC
Michael C. Fu, Jian-Qiang Hu