Jiaqiao Hu

ORCID

Publication Activity (10 Years)

Years Active: 2005-2024
Publications (10 Years): 21

Top Venues

WSC

INFORMS J. Comput.

Asia Pac. J. Oper. Res.

CoRR

University of Maryland, College Park, MD, USA (PHD)

Education History

University of Maryland, College Park, MD, USA

PHD

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)
Meichen Song, Jiaqiao Hu, Michael C. Fu
Simultaneous Perturbation-Based Stochastic Approximation For Quantile Optimization. WSC (2023)
Jinyang Jiang, Jiaqiao Hu, Yijie Peng
Quantile-Based Deep Reinforcement Learning using Two-Timescale Policy Gradient Algorithms. CoRR (2023)
Jiaqiao Hu, Yijie Peng, Gongbo Zhang, Qi Zhang
A Stochastic Approximation Method for Simulation-Based Quantile Optimization. INFORMS J. Comput. 34 (6) (2022)
Jinyang Jiang, Yijie Peng, Jiaqiao Hu
Quantile-Based Policy Optimization for Reinforcement Learning. WSC (2022)
Qi Zhang, Jiaqiao Hu
Actor-Critic-Like Stochastic Adaptive Search for Continuous Simulation Optimization. Oper. Res. 70 (6) (2022)
Jinyang Jiang, Jiaqiao Hu, Yijie Peng
Quantile-Based Policy Optimization for Reinforcement Learning. CoRR (2022)
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)
Xiangyu Yang, Jian-Qiang Hu, Jiaqiao Hu, Yijie Peng
Asynchronous Value Iteration for Markov Decision Processes with Continuous State Spaces. WSC (2020)
Qi Zhang, Jiaqiao Hu
Simulation Optimization Using Multi-Time-Scale Adaptive Random Search. Asia Pac. J. Oper. Res. 36 (6) (2019)
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) (2019)
Qi Zhang, Jiaqiao Hu
Enhancing Random Search with Surrogate Models for Lipschitz Continuous Optimization. CASE (2019)
Shengbao Yao, Jiaqiao Hu
A minimum deviation approach for improving the consistency of uncertain 2-tuple linguistic preference relations. Comput. Ind. Eng. 117 (2018)
Qi Fan, Jiaqiao Hu
Surrogate-Based Promising Area Search for Lipschitz Continuous Simulation Optimization. INFORMS J. Comput. 30 (4) (2018)
Bing Wang, Jiaqiao Hu
Some Monotonicity Results for Stochastic Kriging Metamodels in Sequential Settings. INFORMS J. Comput. 30 (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)
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) (2017)
Qi Zhang, Jiaqiao Hu
A two-time-scale adaptive search algorithm for global optimization. WSC (2017)
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) (2017)
Qi Fan, Jiaqiao Hu
Simulation optimization via promising region search and surrogate model approximation. WSC (2016)
Bing Wang, Jiaqiao Hu
On the monotonic performance of stochastic kriging predictors. WSC (2015)
Enlu Zhou, Jiaqiao Hu
Gradient-Based Adaptive Stochastic Search for Non-Differentiable Optimization. IEEE Trans. Autom. Control. 59 (7) (2014)
Jiaqiao Hu, Enlu Zhou, Qi Fan
Model-Based Annealing Random Search with Stochastic Averaging. ACM Trans. Model. Comput. Simul. 24 (4) (2014)
Eugene A. Feinberg, Jiaqiao Hu, Eting Yuan
Voltage and reactive power control using approximate stochastic annealing. CDC (2013)
Qi Fan, Jiaqiao Hu
Adaptive simulation budget allocation for determining the best design. WSC (2013)
Hyeong Soo Chang, Jiaqiao Hu
On the Probability of Correct Selection in Ordinal Comparison over Dynamic Networks. J. Optim. Theory Appl. 155 (2) (2012)
Jiaqiao Hu, Ping Hu, Hyeong Soo Chang
A Stochastic Approximation Framework for a Class of Randomized Optimization Algorithms. IEEE Trans. Autom. Control. 57 (1) (2012)
Enlu Zhou, Jiaqiao Hu
Combining gradient-based optimization with stochastic search. WSC (2012)
Jiaqiao Hu, Hyeong Soo Chang
Approximate stochastic annealing for online control of infinite horizon Markov decision processes. Autom. 48 (9) (2012)
Jiaqiao Hu, Chen Wang
Discrete optimization via approximate annealing adaptive search with stochastic averaging. WSC (2011)
Jiaqiao Hu, Hyeong Soo Chang, Michael C. Fu, Steven I. Marcus
Dynamic sample budget allocation in model-based optimization. J. Glob. Optim. 50 (4) (2011)
Abhijit Gosavi, Susan L. Murray, Jiaqiao Hu
Model-building semi-Markov adaptive critics. ADPRL (2011)
Eugene A. Feinberg, Jiaqiao Hu, Kan Huang
A rolling horizon approach to distribution feeder reconfiguration with switching costs. SmartGridComm (2011)
Jiaqiao Hu, Hyeong Soo Chang
An Approximate Stochastic Annealing algorithm for finite horizon Markov decision processes. CDC (2010)
David Cru, Jiaqiao Hu
Dynamic hedge fund asset allocation under multiple regimes. Allerton (2010)
Jiaqiao Hu, Ping Hu
An approximate Annealing Search algorithm to global optimization and its connection to stochastic approximation. WSC (2010)
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) (2010)
Jiaqiao Hu, Ping Hu
On the Performance of the Cross-Entropy Method. WSC (2009)
Jiaqiao Hu, Zheng Su
Bootstrap quantile estimation via importance resampling. Comput. Stat. Data Anal. 52 (12) (2008)
Michael C. Fu, Jiaqiao Hu, Steven I. Marcus
A Model Reference Adaptive Search Method for Stochastic Global Optimization. Commun. Inf. Syst. 8 (3) (2008)
Jiaqiao Hu, Hyeong Soo Chang
A population-based cross-entropy method with dynamic sample allocation. CDC (2008)
Zheng Su, Jiaqiao Hu, Wei Zhu
Multi-step variance minimization in sequential tests. Stat. Comput. 18 (1) (2008)
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) (2007)
Jiaqiao Hu, Michael C. Fu, Steven I. Marcus
A Model Reference Adaptive Search Method for Global Optimization. Oper. Res. 55 (3) (2007)
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)
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) (2007)
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) (2007)
Ugur Kuter, Jiaqiao Hu
Computing and Using Lower and Upper Bounds for Action Elimination in MDP Planning. SARA (2007)
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) (2007)
Hyeong Soo Chang, Michael C. Fu, Jiaqiao Hu, Steven I. Marcus
An Adaptive Sampling Algorithm for Solving Markov Decision Processes. Oper. Res. 53 (1) (2005)
Jiaqiao Hu, Michael C. Fu, Steven I. Marcus
Stochastic optimization using model reference adaptive search. WSC (2005)

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Publication Activity (10 Years)

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Jiaqiao Hu