Jian-Qiang Hu

Publication Activity (10 Years)

Years Active: 1990-2024
Publications (10 Years): 25

Top Topics

Continuous State Spaces

Markov Decision Process

Likelihood Ratio

Top Venues

INFORMS J. Comput.

Asia Pac. J. Oper. Res.

Discret. Event Dyn. Syst.

Publications

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 (2024)
Tianxiang Wang, Jie Xu, Jian-Qiang Hu, Chun-Hung Chen
Efficient estimation of a risk measure requiring two-stage simulation optimization. Eur. J. Oper. Res. 305 (3) (2023)
Weimin Dai, Jian-Qiang Hu, Chenbo Zhu
) policies. Oper. Res. Lett. 51 (4) (2023)
Lei Lei, Yijie Peng, Michael C. Fu, Jian-Qiang Hu
Copula sensitivity analysis for portfolio credit derivatives. Eur. J. Oper. Res. 308 (1) (2023)
Jian-Qiang Hu, Teng Lian
On comparison of steady-state infinitesimal perturbation analysis and likelihood ratio derivative estimates. Discret. Event Dyn. Syst. 33 (2) (2023)
Weimin Dai, Jian-Qiang Hu
Correlated queues with service times depending on inter-arrival times. Queueing Syst. Theory Appl. 100 (1-2) (2022)
Tianxiang Wang, Jie Xu, Jian-Qiang Hu
A Study on Efficient Computing Budget Allocation for a Two-Stage Problem. Asia Pac. J. Oper. Res. 38 (2) (2021)
Peter W. Glynn, Yijie Peng, Michael C. Fu, Jian-Qiang Hu
Computing Sensitivities for Distortion Risk Measures. INFORMS J. Comput. 33 (4) (2021)
Yijie Peng, Chun-Hung Chen, Michael C. Fu, Jian-Qiang Hu, Ilya O. Ryzhov
Efficient Sampling Allocation Procedures for Optimal Quantile Selection. INFORMS J. Comput. 33 (1) (2021)
Tianxiang Wang, Jie Xu, Jian-Qiang Hu, Chun-Hung Chen
Optimal Computing Budget Allocation for regression with gradient information. Autom. 134 (2021)
Zhenyu Cui, Michael C. Fu, Jian-Qiang Hu, Yanchu Liu, Yijie Peng, Lingjiong Zhu
On the Variance of Single-Run Unbiased Stochastic Derivative Estimators. INFORMS J. Comput. 32 (2) (2020)
Peter W. Glynn, Lin Fan, Michael C. Fu, Jian-Qiang Hu, Yijie Peng
Technical Note - Central Limit Theorems for Estimated Functions at Estimated Points. Oper. Res. 68 (5) (2020)
Xiangyu Yang, Jian-Qiang Hu, Jiaqiao Hu, Yijie Peng
Asynchronous Value Iteration for Markov Decision Processes with Continuous State Spaces. WSC (2020)
Jun Tong, Jian-Qiang Hu, Jianxin You
Asynchronous Algorithms for Computing Equilibrium Prices in a Capital Asset Pricing Model. Asia Pac. J. Oper. Res. 36 (5) (2019)
Yijie Peng, Michael C. Fu, Jian-Qiang Hu, Lei Lei
Estimating Quantile Sensitivity for Financial Models with Correlations and Jumps. WSC (2019)
Derui Wang, Yanfeng Wu, Jian-Qiang Hu, Miaomiao Liu, Peiwen Yu, Cheng Zhang, Yan Wu
Flight Schedule Recovery: A Simulation-Based Approach. Asia Pac. J. Oper. Res. 36 (6) (2019)
Yijie Peng, Chun-Hung Chen, Michael C. Fu, Jian-Qiang Hu
Gradient-Based Myopic Allocation Policy: An Efficient Sampling Procedure in a Low-Confidence Scenario. IEEE Trans. Autom. Control. 63 (9) (2018)
Lei Lei, Yijie Peng, Michael C. Fu, Jian-Qiang Hu
Applications of generalized likelihood ratio method to distribution sensitivities and steady-state simulation. Discret. Event Dyn. Syst. 28 (1) (2018)
Yijie Peng, Michael C. Fu, Jian-Qiang Hu, Bernd Heidergott
A New Unbiased Stochastic Derivative Estimator for Discontinuous Sample Performances with Structural Parameters. Oper. Res. 66 (2) (2018)
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) (2017)
Chenbo Zhu, Jie Xu, Chun-Hung Chen, Loo Hay Lee, Jian-Qiang Hu
Balancing Search and Estimation in Random Search Based Stochastic Simulation Optimization. IEEE Trans. Autom. Control. 61 (11) (2016)
Yijie Peng, Chun-Hung Chen, Michael C. Fu, Jian-Qiang Hu
Dynamic Sampling Allocation and Design Selection. INFORMS J. Comput. 28 (2) (2016)
Yijie Peng, Michael C. Fu, Jian-Qiang Hu
Estimating distribution sensitivity using generalized likelihood ratio method. WODES (2016)
Yijie Peng, Michael C. Fu, Jian-Qiang Hu
On the regularity conditions and applications for generalized likelihood ratio method. WSC (2016)
Jian-Qiang Hu, Jinde Cao, Kun Yuan, Tasawar Hayat
Cooperative tracking for nonlinear multi-agent systems with hybrid time-delayed protocol. Neurocomputing 171 (2016)
Yijie Peng, Chun-Hung Chen, Michael C. Fu, Jian-Qiang Hu
Non-monotonicity of probability of correct selection. WSC (2015)
L. Jeff Hong, Jian-Qiang Hu, Seong-Hee Kim
Guest Editors' Introduction to Special Issue on the 2012 NSF workshop. ACM Trans. Model. Comput. Simul. 24 (4) (2014)
Jian-Qiang Hu, Jinde Cao, Quanxin Cheng
Adaptive Pinning Synchronization of Coupled Inertial Delayed Neural Networks. ISNN (2014)
Yijie Peng, Chun-Hung Chen, Michael C. Fu, Jian-Qiang Hu
Efficient Simulation Resource Sharing and Allocation for Selecting the Best. IEEE Trans. Autom. Control. 58 (4) (2013)
Yijie Peng, Michael C. Fu, Chun-Hung Chen, Jian-Qiang Hu
A dynamic framework for statistical selection problems. WSC (2013)
Chenbo Zhu, Jian-Qiang Hu, Fengchun Wang, Yifan Xu, Rongzeng Cao
On the tour planning problem. Ann. Oper. Res. 192 (1) (2012)
Min Chen, Jian-Qiang Hu, Michael C. Fu
Perturbation Analysis of a Dynamic Priority Call Center. IEEE Trans. Autom. Control. 55 (5) (2010)
Michael C. Fu, L. Jeff Hong, Jian-Qiang Hu
Conditional Monte Carlo Estimation of Quantile Sensitivities. Manag. Sci. 55 (12) (2009)
Michael C. Fu, Jian-Qiang Hu, Chun-Hung Chen, Xiaoping Xiong
Simulation Allocation for Determining the Best Design in the Presence of Correlated Sampling. INFORMS J. Comput. 19 (1) (2007)
Jian-Qiang Hu, Brett Leida
Traffic Grooming, Routing, and Wavelength Assignment in Optical WDM Mesh Networks. INFOCOM (2004)
Christos G. Cassandras, Meimei Deng, Jian-Qiang Hu, Christos G. Panayiotou, Pirooz Vakili, Chenming Zhao
Development of a discrete event dynamic systems curriculum using a Web-based "real-time" simulated factory. ACC (2004)
Michael C. Fu, Jian-Qiang Hu, Chun-Hung Chen, Xiaoping Xiong
Optimal Computing Budget Allocation Under Correlated Sampling. WSC (2004)
Min Chen, Jian-Qiang Hu, Michael C. Fu
Fluid approximation and perturbation analysis of a dynamic priority call center. CDC (2004)
Jian-Qiang Hu, Pirooz Vakili, Lei Huang
Capacity and Production Managment in a Single Product Manufacturing System. Ann. Oper. Res. 125 (1-4) (2004)
Jian-Qiang Hu
Diverse routing in optical mesh networks. IEEE Trans. Commun. 51 (3) (2003)
Muckai K. Girish, Jian-Qiang Hu
Approximations for the departure process of the G/G/1 queue with Markov-modulated arrivals. Eur. J. Oper. Res. 134 (3) (2001)
Muckai K. Girish, Jian-Qiang Hu
Higher order approximations for the single server queue with splitting, merging and feedback. Eur. J. Oper. Res. 124 (3) (2000)
Muckai K. Girish, Bei Zhou, Jian-Qiang Hu
Formulation of the Traffic Engineering Problems in MPLS Based IP Networks. ISCC (2000)
Xi-Ren Cao, Michael C. Fu, Jian-Qiang Hu
On performance potentials and conditional Monte Carlo for gradient estimationfor Markov chains. Ann. Oper. Res. 87 (1999)
Muckai K. Girish, Jian-Qiang Hu
An Interpolation Approximation for the GI/G/1 Queue Based on Multipoint Padé Approximation. Queueing Syst. Theory Appl. 26 (3-4) (1997)
Jian-Qiang Hu
/1 Queue and Its MacLaurin Series. Oper. Res. 44 (5) (1996)
Muckai K. Girish, Jian-Qiang Hu
Higher Order Approximations for Tandem Queueing Networks. Queueing Syst. Theory Appl. 22 (3-4) (1996)
Michael C. Fu, Jian-Qiang Hu
A Comparison of Perturbation Analysis Techniques. WSC (1996)
Jian-Qiang Hu
Analyticity of single-server queues in light traffic. Queueing Syst. Theory Appl. 19 (1-2) (1995)
Jian-Qiang Hu, Dong Xiang
Optimal control for systems with deterministic production cycles. IEEE Trans. Autom. Control. 40 (4) (1995)
Jian-Qiang Hu
Production rate control for failure-prone production systems with no backlog permitted. IEEE Trans. Autom. Control. 40 (2) (1995)
George Liberopoulos, Jian-Qiang Hu
On the ordering of optimal hedging points in a class of manufacturing flow control models. IEEE Trans. Autom. Control. 40 (2) (1995)
Michael C. Fu, Jian-Qiang Hu, Rakesh Nagi
Comparison of gradient estimation techniques for queues with non-identical servers. Comput. Oper. Res. 22 (7) (1995)
Michael C. Fu, Jian-Qiang Hu
Addendum to "Extensions and generalizations of smoothed perturbation analysis in a generalized semi-Markov process framework". IEEE Trans. Autom. Control. 40 (7) (1995)
Michael C. Fu, Jian-Qiang Hu
On the relationship of capacitated production/inventory models to manufacturing flow control models. Oper. Res. Lett. 18 (1) (1995)
Jian-Qiang Hu
Parallel simulation of DEDS via event synchronization. Discret. Event Dyn. Syst. 5 (2-3) (1995)
Michael C. Fu, Jian-Qiang Hu
Smoothed perturbation analysis derivative estimation for Markov chains. Oper. Res. Lett. 15 (5) (1994)
Jian-Qiang Hu, Pirooz Vakili, Guo-Xiang Yu
Optimality of hedging point policies in the production control of failure prone manufacturing systems. IEEE Trans. Autom. Control. 39 (9) (1994)
Jian-Qiang Hu, Dong Xiang
Structural properties of optimal production controllers in failure-prone manufacturing systems. IEEE Trans. Autom. Control. 39 (3) (1994)
Jian-Qiang Hu, Dong Xiang
The queueing equivalence to a manufacturing system with failures. IEEE Trans. Autom. Control. 38 (3) (1993)
Michael C. Fu, Jian-Qiang Hu, Leyuan Shi
An application of perturbation analysis to a replacement problem in maintenance theory. WSC (1993)
Jian-Qiang Hu, Michael A. Zazanis
A sample path analysis of M/GI/1 queues with workload restrictions. Queueing Syst. Theory Appl. 14 (1-2) (1993)
Michael C. Fu, Jian-Qiang Hu
Smoothed perturbation analysis for queues with finite buffers. Queueing Syst. Theory Appl. 14 (1-2) (1993)
Mei Deng, Yu-Chi Ho, Jian-Qiang Hu
Effect of Correlated Estimation Errors in Ordinal Optimization. WSC (1992)
Jian-Qiang Hu
Variance properties of sample path derivatives of parametric random variables. Oper. Res. Lett. 11 (1) (1992)
Michael C. Fu, Jian-Qiang Hu, Rakesh Nagi
Bias properties of infinitesimal perturbation analysis for systems with parallel servers. Comput. Oper. Res. 19 (5) (1992)
Jian-Qiang Hu
Consistency of Infinitesimal Perturbation Analysis Estimators with Rates. Queueing Syst. Theory Appl. 8 (3) (1991)
Michael C. Fu, Jian-Qiang Hu
Bias properties of infinitesimal perturbation analysis for multi-server queues. WSC (1990)