Jiaqiao Hu

59 papers Misc 14Journal 35Unranked 9
YearRankTypeTitle / Venue / Authors
2025 J jnl
Generalized likelihood ratio method for stochastic models with uniform random numbers as inputs.
Eur. J. Oper. Res.
Yijie Peng, Michael C. Fu, Jiaqiao Hu, Pierre L'Ecuyer, Bruno Tuffin
2025 J jnl
Quantile Optimization via Multiple-Timescale Local Search for Black-Box Functions.
Oper. Res.
Jiaqiao Hu, Meichen Song, Michael C. Fu
2025 J jnl
Stochastic Approximation Methods for Distortion Risk Measure Optimization.
CoRR
Jinyang Jiang, Bernd Heidergott, Jiaqiao Hu, Yijie Peng
2025 J jnl
Technical Note - On the Convergence Rate of Stochastic Approximation for Gradient-Based Stochastic Optimization.
Oper. Res.
Jiaqiao Hu, Michael C. Fu
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 Misc conf
Distortion Risk Measure-Based Deep Reinforcement Learning.
WSC
Jinyang Jiang, Bernd Heidergott, Jiaqiao Hu, Yijie Peng
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
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
Quantile-Based Deep Reinforcement Learning using Two-Timescale Policy Gradient Algorithms.
CoRR
Jinyang Jiang, Jiaqiao Hu, Yijie Peng
2023 Misc conf
Simultaneous Perturbation-Based Stochastic Approximation For Quantile Optimization.
WSC
Meichen Song, Jiaqiao Hu, Michael C. Fu
2022 J jnl
A Stochastic Approximation Method for Simulation-Based Quantile Optimization.
INFORMS J. Comput.
Jiaqiao Hu, Yijie Peng, Gongbo Zhang, Qi Zhang
2022 J jnl
Actor-Critic-Like Stochastic Adaptive Search for Continuous Simulation Optimization.
Oper. Res.
Qi Zhang, Jiaqiao Hu
2022 Misc conf
Quantile-Based Policy Optimization for Reinforcement Learning.
WSC
Jinyang Jiang, Yijie Peng, Jiaqiao Hu
2022 J jnl
Quantile-Based Policy Optimization for Reinforcement Learning.
CoRR
Jinyang Jiang, Jiaqiao Hu, Yijie Peng
2021 Misc conf
Variance Reduction for Generalized Likelihood Ratio Method in Quantile Sensitivity Estimation.
WSC
Yijie Peng, Michael C. Fu, Jiaqiao Hu, Pierre L'Ecuyer, Bruno Tuffin
2020 Misc conf
Asynchronous Value Iteration for Markov Decision Processes with Continuous State Spaces.
WSC
Xiangyu Yang, Jian-Qiang Hu, Jiaqiao Hu, Yijie Peng
2019 J jnl
An iterative algorithm for optimal variable weighting in K-means clustering.
Commun. Stat. Simul. Comput.
Shaonan Zhang, Shanshan Li, Jiaqiao Hu, Haipeng Xing, Wei Zhu
2019 — conf
Enhancing Random Search with Surrogate Models for Lipschitz Continuous Optimization.
CASE
Qi Zhang, Jiaqiao Hu
2019 J jnl
Simulation Optimization Using Multi-Time-Scale Adaptive Random Search.
Asia Pac. J. Oper. Res.
Qi Zhang, Jiaqiao Hu
2018 J jnl
A minimum deviation approach for improving the consistency of uncertain 2-tuple linguistic preference relations.
Comput. Ind. Eng.
Shengbao Yao, Jiaqiao Hu
2018 J jnl
Some Monotonicity Results for Stochastic Kriging Metamodels in Sequential Settings.
INFORMS J. Comput.
Bing Wang, Jiaqiao Hu
2018 J jnl
Surrogate-Based Promising Area Search for Lipschitz Continuous Simulation Optimization.
INFORMS J. Comput.
Qi Fan, Jiaqiao 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
2017 Misc conf
A two-time-scale adaptive search algorithm for global optimization.
WSC
Qi Zhang, Jiaqiao Hu
2017 J jnl
Combining comparative linguistic expressions and numerical information in multi-attribute group decision making - A simulation-based approach.
J. Intell. Fuzzy Syst.
Shengbao Yao, Jiaqiao Hu
2017 J jnl
Computing equilibrium prices for a capital asset pricing model with heterogeneous beliefs and margin-requirement constraints.
Eur. J. Oper. Res.
Jun Tong, Jiaqiao Hu, Jianqiang Hu
2016 Misc conf
Simulation optimization via promising region search and surrogate model approximation.
WSC
Qi Fan, Jiaqiao Hu
2015 Misc conf
On the monotonic performance of stochastic kriging predictors.
WSC
Bing Wang, Jiaqiao Hu
2014 J jnl
Gradient-Based Adaptive Stochastic Search for Non-Differentiable Optimization.
IEEE Trans. Autom. Control.
Enlu Zhou, Jiaqiao Hu
2014 J jnl
Model-Based Annealing Random Search with Stochastic Averaging.
ACM Trans. Model. Comput. Simul.
Jiaqiao Hu, Enlu Zhou, Qi Fan
2013 Misc conf
Adaptive simulation budget allocation for determining the best design.
WSC
Qi Fan, Jiaqiao Hu
2013 — conf
Voltage and reactive power control using approximate stochastic annealing.
CDC
Eugene A. Feinberg, Jiaqiao Hu, Eting Yuan
2012 J jnl
A Stochastic Approximation Framework for a Class of Randomized Optimization Algorithms.
IEEE Trans. Autom. Control.
Jiaqiao Hu, Ping Hu, Hyeong Soo Chang
2012 J jnl
Approximate stochastic annealing for online control of infinite horizon Markov decision processes.
Autom.
Jiaqiao Hu, Hyeong Soo Chang
2012 Misc conf
Combining gradient-based optimization with stochastic search.
WSC
Enlu Zhou, Jiaqiao Hu
2012 J jnl
On the Probability of Correct Selection in Ordinal Comparison over Dynamic Networks.
J. Optim. Theory Appl.
Hyeong Soo Chang, Jiaqiao Hu
2011 — conf
A rolling horizon approach to distribution feeder reconfiguration with switching costs.
SmartGridComm
Eugene A. Feinberg, Jiaqiao Hu, Kan Huang
2011 Misc conf
Discrete optimization via approximate annealing adaptive search with stochastic averaging.
WSC
Jiaqiao Hu, Chen Wang
2011 J jnl
Dynamic sample budget allocation in model-based optimization.
J. Glob. Optim.
Jiaqiao Hu, Hyeong Soo Chang, Michael C. Fu, Steven I. Marcus
2011 — conf
Model-building semi-Markov adaptive critics.
ADPRL
Abhijit Gosavi, Susan L. Murray, Jiaqiao Hu
2010 J jnl
Adaptive Adversarial Multi-Armed Bandit Approach to Two-Person Zero-Sum Markov Games.
IEEE Trans. Autom. Control.
Hyeong Soo Chang, Jiaqiao Hu, Michael C. Fu, Steven I. Marcus
2010 — conf
An Approximate Stochastic Annealing algorithm for finite horizon Markov decision processes.
CDC
Jiaqiao Hu, Hyeong Soo Chang
2010 Misc conf
An approximate Annealing Search algorithm to global optimization and its connection to stochastic approximation.
WSC
Jiaqiao Hu, Ping Hu
2010 — conf
Dynamic hedge fund asset allocation under multiple regimes.
Allerton
David Cru, Jiaqiao Hu
2009 Misc conf
On the Performance of the Cross-Entropy Method.
WSC
Jiaqiao Hu, Ping Hu
2008 J jnl
A Model Reference Adaptive Search Method for Stochastic Global Optimization.
Commun. Inf. Syst.
Michael C. Fu, Jiaqiao Hu, Steven I. Marcus
2008 — conf
A population-based cross-entropy method with dynamic sample allocation.
CDC
Jiaqiao Hu, Hyeong Soo Chang
2008 J jnl
Bootstrap quantile estimation via importance resampling.
Comput. Stat. Data Anal.
Jiaqiao Hu, Zheng Su
2008 J jnl
Multi-step variance minimization in sequential tests.
Stat. Comput.
Zheng Su, Jiaqiao Hu, Wei Zhu
2007 J jnl
A Model Reference Adaptive Search Method for Global Optimization.
Oper. Res.
Jiaqiao Hu, Michael C. Fu, Steven I. Marcus
2007 — conf
A model reference adaptive search method for stochastic optimization with applications to Markov decision processes.
CDC
Jiaqiao Hu, Michael C. Fu, Steven I. Marcus
2007 J jnl
A survey of some simulation-based algorithms for Markov decision processes.
Commun. Inf. Syst.
Hyeong Soo Chang, Michael C. Fu, Jiaqiao Hu, Steven I. Marcus
2007 J jnl
An Asymptotically Efficient Simulation-Based Algorithm for Finite Horizon Stochastic Dynamic Programming.
IEEE Trans. Autom. Control.
Hyeong Soo Chang, Michael C. Fu, Jiaqiao Hu, Steven I. Marcus
2007 J jnl
An Evolutionary Random Policy Search Algorithm for Solving Markov Decision Processes.
INFORMS J. Comput.
Jiaqiao Hu, Michael C. Fu, Vahid Reza Ramezani, Steven I. Marcus
2007 — conf
Computing and Using Lower and Upper Bounds for Action Elimination in MDP Planning.
SARA
Ugur Kuter, Jiaqiao Hu
2007 J jnl
Recursive Learning Automata Approach to Markov Decision Processes.
IEEE Trans. Autom. Control.
Hyeong Soo Chang, Michael C. Fu, Jiaqiao Hu, Steven I. Marcus
2006 — —
Randomized Search Methods for Solving Markov Decision Processes and Global Optimization.
Jiaqiao Hu
2005 J jnl
An Adaptive Sampling Algorithm for Solving Markov Decision Processes.
Oper. Res.
Hyeong Soo Chang, Michael C. Fu, Jiaqiao Hu, Steven I. Marcus
2005 Misc conf
Stochastic optimization using model reference adaptive search.
WSC
Jiaqiao Hu, Michael C. Fu, Steven I. Marcus