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Jiaqiao Hu
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2020 – today
- 2025
- [j30]Yijie Peng
, Michael C. Fu
, Jiaqiao Hu
, Pierre L'Ecuyer
, Bruno Tuffin:
Generalized likelihood ratio method for stochastic models with uniform random numbers as inputs. Eur. J. Oper. Res. 321(2): 493-502 (2025) - 2024
- [j29]Xiangyu Yang
, Jianghua Zhang, Jian-Qiang Hu, Jiaqiao Hu:
Nonparametric multi-product dynamic pricing with demand learning via simultaneous price perturbation. Eur. J. Oper. Res. 319(1): 191-205 (2024) - [j28]Jiaqiao Hu, Xiangyu Yang
, Jian-Qiang Hu, Yijie Peng:
A Q-learning algorithm for Markov decision processes with continuous state spaces. Syst. Control. Lett. 187: 105782 (2024) - [j27]Xiangyu Yang
, Jiaqiao Hu, Jian-Qiang Hu:
Relative Q-Learning for Average-Reward Markov Decision Processes With Continuous States. IEEE Trans. Autom. Control. 69(10): 6546-6560 (2024) - 2023
- [c22]Meichen Song, Jiaqiao Hu, Michael C. Fu:
Simultaneous Perturbation-Based Stochastic Approximation For Quantile Optimization. WSC 2023: 3565-3576 - [i2]Jinyang Jiang, Jiaqiao Hu, Yijie Peng:
Quantile-Based Deep Reinforcement Learning using Two-Timescale Policy Gradient Algorithms. CoRR abs/2305.07248 (2023) - 2022
- [j26]Jiaqiao Hu, Yijie Peng, Gongbo Zhang, Qi Zhang:
A Stochastic Approximation Method for Simulation-Based Quantile Optimization. INFORMS J. Comput. 34(6): 2889-2907 (2022) - [j25]Qi Zhang, Jiaqiao Hu
:
Actor-Critic-Like Stochastic Adaptive Search for Continuous Simulation Optimization. Oper. Res. 70(6): 3519-3537 (2022) - [c21]Jinyang Jiang, Yijie Peng, Jiaqiao Hu:
Quantile-Based Policy Optimization for Reinforcement Learning. WSC 2022: 2712-2723 - [i1]Jinyang Jiang, Jiaqiao Hu, Yijie Peng:
Quantile-Based Policy Optimization for Reinforcement Learning. CoRR abs/2201.11463 (2022) - 2021
- [c20]Yijie Peng, Michael C. Fu, Jiaqiao Hu, Pierre L'Ecuyer, Bruno Tuffin:
Variance Reduction for Generalized Likelihood Ratio Method in Quantile Sensitivity Estimation. WSC 2021: 1-12 - 2020
- [c19]Xiangyu Yang
, Jian-Qiang Hu, Jiaqiao Hu, Yijie Peng:
Asynchronous Value Iteration for Markov Decision Processes with Continuous State Spaces. WSC 2020: 2856-2866
2010 – 2019
- 2019
- [j24]Qi Zhang, Jiaqiao Hu:
Simulation Optimization Using Multi-Time-Scale Adaptive Random Search. Asia Pac. J. Oper. Res. 36(6): 1940014:1-1940014:34 (2019) - [j23]Shaonan Zhang, Shanshan Li, Jiaqiao Hu, Haipeng Xing, Wei Zhu:
An iterative algorithm for optimal variable weighting in K-means clustering. Commun. Stat. Simul. Comput. 48(5): 1346-1365 (2019) - [c18]Qi Zhang, Jiaqiao Hu:
Enhancing Random Search with Surrogate Models for Lipschitz Continuous Optimization. CASE 2019: 768-773 - 2018
- [j22]Shengbao Yao
, Jiaqiao Hu:
A minimum deviation approach for improving the consistency of uncertain 2-tuple linguistic preference relations. Comput. Ind. Eng. 117: 181-190 (2018) - [j21]Bing Wang, Jiaqiao Hu
:
Some Monotonicity Results for Stochastic Kriging Metamodels in Sequential Settings. INFORMS J. Comput. 30(2): 278-294 (2018) - [j20]Qi Fan, Jiaqiao Hu
:
Surrogate-Based Promising Area Search for Lipschitz Continuous Simulation Optimization. INFORMS J. Comput. 30(4): 677-693 (2018) - 2017
- [j19]Jun Tong, Jian-Qiang Hu, Jiaqiao Hu:
A Computational Algorithm for Equilibrium Asset Pricing Under Heterogeneous Information and Short-Sale Constraints. Asia Pac. J. Oper. Res. 34(5): 1750025:1-1750025:16 (2017) - [j18]Jun Tong, Jiaqiao Hu, Jianqiang Hu:
Computing equilibrium prices for a capital asset pricing model with heterogeneous beliefs and margin-requirement constraints. Eur. J. Oper. Res. 256(1): 24-34 (2017) - [j17]Shengbao Yao, Jiaqiao Hu:
Combining comparative linguistic expressions and numerical information in multi-attribute group decision making - A simulation-based approach. J. Intell. Fuzzy Syst. 33(6): 3835-3852 (2017) - [c17]Qi Zhang, Jiaqiao Hu:
A two-time-scale adaptive search algorithm for global optimization. WSC 2017: 2069-2079 - 2016
- [c16]Qi Fan, Jiaqiao Hu:
Simulation optimization via promising region search and surrogate model approximation. WSC 2016: 649-658 - 2015
- [c15]Bing Wang, Jiaqiao Hu:
On the monotonic performance of stochastic kriging predictors. WSC 2015: 3825-3833 - 2014
- [j16]Enlu Zhou, Jiaqiao Hu:
Gradient-Based Adaptive Stochastic Search for Non-Differentiable Optimization. IEEE Trans. Autom. Control. 59(7): 1818-1832 (2014) - [j15]Jiaqiao Hu, Enlu Zhou, Qi Fan:
Model-Based Annealing Random Search with Stochastic Averaging. ACM Trans. Model. Comput. Simul. 24(4): 21:1-21:23 (2014) - 2013
- [c14]Eugene A. Feinberg, Jiaqiao Hu, Eting Yuan:
Voltage and reactive power control using approximate stochastic annealing. CDC 2013: 6954-6959 - [c13]Qi Fan, Jiaqiao Hu:
Adaptive simulation budget allocation for determining the best design. WSC 2013: 888-897 - 2012
- [j14]Jiaqiao Hu, Hyeong Soo Chang:
Approximate stochastic annealing for online control of infinite horizon Markov decision processes. Autom. 48(9): 2182-2188 (2012) - [j13]Hyeong Soo Chang, Jiaqiao Hu:
On the Probability of Correct Selection in Ordinal Comparison over Dynamic Networks. J. Optim. Theory Appl. 155(2): 594-604 (2012) - [j12]Jiaqiao Hu, Ping Hu, Hyeong Soo Chang:
A Stochastic Approximation Framework for a Class of Randomized Optimization Algorithms. IEEE Trans. Autom. Control. 57(1): 165-178 (2012) - [c12]Enlu Zhou, Jiaqiao Hu:
Combining gradient-based optimization with stochastic search. WSC 2012: 18:1-18:12 - 2011
- [j11]Jiaqiao Hu, Hyeong Soo Chang, Michael C. Fu, Steven I. Marcus:
Dynamic sample budget allocation in model-based optimization. J. Glob. Optim. 50(4): 575-596 (2011) - [c11]Abhijit Gosavi
, Susan L. Murray, Jiaqiao Hu:
Model-building semi-Markov adaptive critics. ADPRL 2011: 170-175 - [c10]Eugene A. Feinberg, Jiaqiao Hu, Kan Huang:
A rolling horizon approach to distribution feeder reconfiguration with switching costs. SmartGridComm 2011: 339-344 - [c9]Jiaqiao Hu, Chen Wang:
Discrete optimization via approximate annealing adaptive search with stochastic averaging. WSC 2011: 4206-4216 - 2010
- [j10]Hyeong Soo Chang, Jiaqiao Hu, Michael C. Fu, Steven I. Marcus:
Adaptive Adversarial Multi-Armed Bandit Approach to Two-Person Zero-Sum Markov Games. IEEE Trans. Autom. Control. 55(2): 463-468 (2010) - [c8]David Cru, Jiaqiao Hu:
Dynamic hedge fund asset allocation under multiple regimes. Allerton 2010: 1376-1383 - [c7]Jiaqiao Hu, Hyeong Soo Chang:
An Approximate Stochastic Annealing algorithm for finite horizon Markov decision processes. CDC 2010: 5338-5343 - [c6]Jiaqiao Hu, Ping Hu:
An approximate Annealing Search algorithm to global optimization and its connection to stochastic approximation. WSC 2010: 1223-1234
2000 – 2009
- 2009
- [c5]Jiaqiao Hu, Ping Hu:
On the Performance of the Cross-Entropy Method. WSC 2009: 459-468 - 2008
- [j9]Michael C. Fu, Jiaqiao Hu, Steven I. Marcus:
A Model Reference Adaptive Search Method for Stochastic Global Optimization. Commun. Inf. Syst. 8(3): 245-276 (2008) - [j8]Jiaqiao Hu, Zheng Su:
Bootstrap quantile estimation via importance resampling. Comput. Stat. Data Anal. 52(12): 5136-5142 (2008) - [j7]Zheng Su, Jiaqiao Hu, Wei Zhu:
Multi-step variance minimization in sequential tests. Stat. Comput. 18(1): 101-108 (2008) - [c4]Jiaqiao Hu, Hyeong Soo Chang:
A population-based cross-entropy method with dynamic sample allocation. CDC 2008: 2426-2431 - 2007
- [j6]Hyeong Soo Chang, Michael C. Fu, Jiaqiao Hu, Steven I. Marcus:
A survey of some simulation-based algorithms for Markov decision processes. Commun. Inf. Syst. 7(1): 59-92 (2007) - [j5]Jiaqiao Hu, Michael C. Fu, Vahid Reza Ramezani, Steven I. Marcus:
An Evolutionary Random Policy Search Algorithm for Solving Markov Decision Processes. INFORMS J. Comput. 19(2): 161-174 (2007) - [j4]Jiaqiao Hu, Michael C. Fu, Steven I. Marcus:
A Model Reference Adaptive Search Method for Global Optimization. Oper. Res. 55(3): 549-568 (2007) - [j3]Hyeong Soo Chang, Michael C. Fu, Jiaqiao Hu, Steven I. Marcus:
An Asymptotically Efficient Simulation-Based Algorithm for Finite Horizon Stochastic Dynamic Programming. IEEE Trans. Autom. Control. 52(1): 89-94 (2007) - [j2]Hyeong Soo Chang, Michael C. Fu, Jiaqiao Hu, Steven I. Marcus:
Recursive Learning Automata Approach to Markov Decision Processes. IEEE Trans. Autom. Control. 52(7): 1349-1355 (2007) - [c3]Jiaqiao Hu, Michael C. Fu, Steven I. Marcus:
A model reference adaptive search method for stochastic optimization with applications to Markov decision processes. CDC 2007: 975-980 - [c2]Ugur Kuter, Jiaqiao Hu:
Computing and Using Lower and Upper Bounds for Action Elimination in MDP Planning. SARA 2007: 243-257 - 2006
- [b1]Jiaqiao Hu:
Randomized Search Methods for Solving Markov Decision Processes and Global Optimization. University of Maryland, College Park, MD, USA, 2006 - 2005
- [j1]Hyeong Soo Chang, Michael C. Fu, Jiaqiao Hu, Steven I. Marcus:
An Adaptive Sampling Algorithm for Solving Markov Decision Processes. Oper. Res. 53(1): 126-139 (2005) - [c1]Jiaqiao Hu, Michael C. Fu, Steven I. Marcus:
Stochastic optimization using model reference adaptive search. WSC 2005: 811-818
Coauthor Index
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last updated on 2025-01-21 00:23 CET by the dblp team
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